NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.294 |
3.241 |
-0.053 |
-1.6% |
3.365 |
| High |
3.354 |
3.355 |
0.001 |
0.0% |
3.408 |
| Low |
3.233 |
3.219 |
-0.014 |
-0.4% |
3.079 |
| Close |
3.239 |
3.294 |
0.055 |
1.7% |
3.138 |
| Range |
0.121 |
0.136 |
0.015 |
12.4% |
0.329 |
| ATR |
0.113 |
0.115 |
0.002 |
1.4% |
0.000 |
| Volume |
41,256 |
99,361 |
58,105 |
140.8% |
228,336 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.632 |
3.369 |
|
| R3 |
3.561 |
3.496 |
3.331 |
|
| R2 |
3.425 |
3.425 |
3.319 |
|
| R1 |
3.360 |
3.360 |
3.306 |
3.393 |
| PP |
3.289 |
3.289 |
3.289 |
3.306 |
| S1 |
3.224 |
3.224 |
3.282 |
3.257 |
| S2 |
3.153 |
3.153 |
3.269 |
|
| S3 |
3.017 |
3.088 |
3.257 |
|
| S4 |
2.881 |
2.952 |
3.219 |
|
|
| 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 |
3.355 |
3.079 |
0.276 |
8.4% |
0.145 |
4.4% |
78% |
True |
False |
59,631 |
| 10 |
3.479 |
3.079 |
0.400 |
12.1% |
0.132 |
4.0% |
54% |
False |
False |
52,549 |
| 20 |
3.479 |
3.079 |
0.400 |
12.1% |
0.113 |
3.4% |
54% |
False |
False |
44,805 |
| 40 |
3.479 |
3.054 |
0.425 |
12.9% |
0.094 |
2.9% |
56% |
False |
False |
37,879 |
| 60 |
3.479 |
2.785 |
0.694 |
21.1% |
0.086 |
2.6% |
73% |
False |
False |
32,794 |
| 80 |
3.479 |
2.778 |
0.701 |
21.3% |
0.077 |
2.3% |
74% |
False |
False |
30,336 |
| 100 |
3.479 |
2.778 |
0.701 |
21.3% |
0.073 |
2.2% |
74% |
False |
False |
27,870 |
| 120 |
3.479 |
2.778 |
0.701 |
21.3% |
0.073 |
2.2% |
74% |
False |
False |
26,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.711 |
|
1.618 |
3.575 |
|
1.000 |
3.491 |
|
0.618 |
3.439 |
|
HIGH |
3.355 |
|
0.618 |
3.303 |
|
0.500 |
3.287 |
|
0.382 |
3.271 |
|
LOW |
3.219 |
|
0.618 |
3.135 |
|
1.000 |
3.083 |
|
1.618 |
2.999 |
|
2.618 |
2.863 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.292 |
3.278 |
| PP |
3.289 |
3.262 |
| S1 |
3.287 |
3.247 |
|