NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.147 |
3.294 |
0.147 |
4.7% |
3.365 |
| High |
3.345 |
3.354 |
0.009 |
0.3% |
3.408 |
| Low |
3.138 |
3.233 |
0.095 |
3.0% |
3.079 |
| Close |
3.293 |
3.239 |
-0.054 |
-1.6% |
3.138 |
| Range |
0.207 |
0.121 |
-0.086 |
-41.5% |
0.329 |
| ATR |
0.113 |
0.113 |
0.001 |
0.5% |
0.000 |
| Volume |
52,044 |
41,256 |
-10,788 |
-20.7% |
228,336 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.638 |
3.560 |
3.306 |
|
| R3 |
3.517 |
3.439 |
3.272 |
|
| R2 |
3.396 |
3.396 |
3.261 |
|
| R1 |
3.318 |
3.318 |
3.250 |
3.297 |
| PP |
3.275 |
3.275 |
3.275 |
3.265 |
| S1 |
3.197 |
3.197 |
3.228 |
3.176 |
| S2 |
3.154 |
3.154 |
3.217 |
|
| S3 |
3.033 |
3.076 |
3.206 |
|
| S4 |
2.912 |
2.955 |
3.172 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
3.996 |
3.319 |
|
| R3 |
3.866 |
3.667 |
3.228 |
|
| R2 |
3.537 |
3.537 |
3.198 |
|
| R1 |
3.338 |
3.338 |
3.168 |
3.273 |
| PP |
3.208 |
3.208 |
3.208 |
3.176 |
| S1 |
3.009 |
3.009 |
3.108 |
2.944 |
| S2 |
2.879 |
2.879 |
3.078 |
|
| S3 |
2.550 |
2.680 |
3.048 |
|
| S4 |
2.221 |
2.351 |
2.957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.354 |
3.079 |
0.275 |
8.5% |
0.142 |
4.4% |
58% |
True |
False |
47,302 |
| 10 |
3.479 |
3.079 |
0.400 |
12.3% |
0.136 |
4.2% |
40% |
False |
False |
47,543 |
| 20 |
3.479 |
3.079 |
0.400 |
12.3% |
0.111 |
3.4% |
40% |
False |
False |
42,173 |
| 40 |
3.479 |
3.054 |
0.425 |
13.1% |
0.092 |
2.8% |
44% |
False |
False |
35,893 |
| 60 |
3.479 |
2.785 |
0.694 |
21.4% |
0.084 |
2.6% |
65% |
False |
False |
31,481 |
| 80 |
3.479 |
2.778 |
0.701 |
21.6% |
0.076 |
2.3% |
66% |
False |
False |
29,260 |
| 100 |
3.479 |
2.778 |
0.701 |
21.6% |
0.072 |
2.2% |
66% |
False |
False |
27,031 |
| 120 |
3.479 |
2.778 |
0.701 |
21.6% |
0.072 |
2.2% |
66% |
False |
False |
25,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.868 |
|
2.618 |
3.671 |
|
1.618 |
3.550 |
|
1.000 |
3.475 |
|
0.618 |
3.429 |
|
HIGH |
3.354 |
|
0.618 |
3.308 |
|
0.500 |
3.294 |
|
0.382 |
3.279 |
|
LOW |
3.233 |
|
0.618 |
3.158 |
|
1.000 |
3.112 |
|
1.618 |
3.037 |
|
2.618 |
2.916 |
|
4.250 |
2.719 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.294 |
3.232 |
| PP |
3.275 |
3.224 |
| S1 |
3.257 |
3.217 |
|