NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.241 |
3.251 |
0.010 |
0.3% |
3.365 |
| High |
3.355 |
3.304 |
-0.051 |
-1.5% |
3.408 |
| Low |
3.219 |
3.225 |
0.006 |
0.2% |
3.079 |
| Close |
3.294 |
3.299 |
0.005 |
0.2% |
3.138 |
| Range |
0.136 |
0.079 |
-0.057 |
-41.9% |
0.329 |
| ATR |
0.115 |
0.112 |
-0.003 |
-2.2% |
0.000 |
| Volume |
99,361 |
95,837 |
-3,524 |
-3.5% |
228,336 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.513 |
3.485 |
3.342 |
|
| R3 |
3.434 |
3.406 |
3.321 |
|
| R2 |
3.355 |
3.355 |
3.313 |
|
| R1 |
3.327 |
3.327 |
3.306 |
3.341 |
| PP |
3.276 |
3.276 |
3.276 |
3.283 |
| S1 |
3.248 |
3.248 |
3.292 |
3.262 |
| S2 |
3.197 |
3.197 |
3.285 |
|
| S3 |
3.118 |
3.169 |
3.277 |
|
| S4 |
3.039 |
3.090 |
3.256 |
|
|
| 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% |
0.129 |
3.9% |
80% |
False |
False |
68,603 |
| 10 |
3.479 |
3.079 |
0.400 |
12.1% |
0.128 |
3.9% |
55% |
False |
False |
57,590 |
| 20 |
3.479 |
3.079 |
0.400 |
12.1% |
0.114 |
3.5% |
55% |
False |
False |
47,827 |
| 40 |
3.479 |
3.079 |
0.400 |
12.1% |
0.095 |
2.9% |
55% |
False |
False |
39,713 |
| 60 |
3.479 |
2.785 |
0.694 |
21.0% |
0.086 |
2.6% |
74% |
False |
False |
34,177 |
| 80 |
3.479 |
2.778 |
0.701 |
21.2% |
0.077 |
2.3% |
74% |
False |
False |
31,398 |
| 100 |
3.479 |
2.778 |
0.701 |
21.2% |
0.073 |
2.2% |
74% |
False |
False |
28,632 |
| 120 |
3.479 |
2.778 |
0.701 |
21.2% |
0.072 |
2.2% |
74% |
False |
False |
26,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.640 |
|
2.618 |
3.511 |
|
1.618 |
3.432 |
|
1.000 |
3.383 |
|
0.618 |
3.353 |
|
HIGH |
3.304 |
|
0.618 |
3.274 |
|
0.500 |
3.265 |
|
0.382 |
3.255 |
|
LOW |
3.225 |
|
0.618 |
3.176 |
|
1.000 |
3.146 |
|
1.618 |
3.097 |
|
2.618 |
3.018 |
|
4.250 |
2.889 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.288 |
3.295 |
| PP |
3.276 |
3.291 |
| S1 |
3.265 |
3.287 |
|