NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.251 |
3.281 |
0.030 |
0.9% |
3.147 |
| High |
3.304 |
3.398 |
0.094 |
2.8% |
3.398 |
| Low |
3.225 |
3.281 |
0.056 |
1.7% |
3.138 |
| Close |
3.299 |
3.347 |
0.048 |
1.5% |
3.347 |
| Range |
0.079 |
0.117 |
0.038 |
48.1% |
0.260 |
| ATR |
0.112 |
0.113 |
0.000 |
0.3% |
0.000 |
| Volume |
95,837 |
101,324 |
5,487 |
5.7% |
389,822 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.637 |
3.411 |
|
| R3 |
3.576 |
3.520 |
3.379 |
|
| R2 |
3.459 |
3.459 |
3.368 |
|
| R1 |
3.403 |
3.403 |
3.358 |
3.431 |
| PP |
3.342 |
3.342 |
3.342 |
3.356 |
| S1 |
3.286 |
3.286 |
3.336 |
3.314 |
| S2 |
3.225 |
3.225 |
3.326 |
|
| S3 |
3.108 |
3.169 |
3.315 |
|
| S4 |
2.991 |
3.052 |
3.283 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.971 |
3.490 |
|
| R3 |
3.814 |
3.711 |
3.419 |
|
| R2 |
3.554 |
3.554 |
3.395 |
|
| R1 |
3.451 |
3.451 |
3.371 |
3.503 |
| PP |
3.294 |
3.294 |
3.294 |
3.320 |
| S1 |
3.191 |
3.191 |
3.323 |
3.243 |
| S2 |
3.034 |
3.034 |
3.299 |
|
| S3 |
2.774 |
2.931 |
3.276 |
|
| S4 |
2.514 |
2.671 |
3.204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.398 |
3.138 |
0.260 |
7.8% |
0.132 |
3.9% |
80% |
True |
False |
77,964 |
| 10 |
3.408 |
3.079 |
0.329 |
9.8% |
0.129 |
3.9% |
81% |
False |
False |
61,815 |
| 20 |
3.479 |
3.079 |
0.400 |
12.0% |
0.117 |
3.5% |
67% |
False |
False |
51,297 |
| 40 |
3.479 |
3.079 |
0.400 |
12.0% |
0.096 |
2.9% |
67% |
False |
False |
41,803 |
| 60 |
3.479 |
2.785 |
0.694 |
20.7% |
0.088 |
2.6% |
81% |
False |
False |
35,543 |
| 80 |
3.479 |
2.778 |
0.701 |
20.9% |
0.078 |
2.3% |
81% |
False |
False |
32,521 |
| 100 |
3.479 |
2.778 |
0.701 |
20.9% |
0.073 |
2.2% |
81% |
False |
False |
29,400 |
| 120 |
3.479 |
2.778 |
0.701 |
20.9% |
0.072 |
2.2% |
81% |
False |
False |
27,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.895 |
|
2.618 |
3.704 |
|
1.618 |
3.587 |
|
1.000 |
3.515 |
|
0.618 |
3.470 |
|
HIGH |
3.398 |
|
0.618 |
3.353 |
|
0.500 |
3.340 |
|
0.382 |
3.326 |
|
LOW |
3.281 |
|
0.618 |
3.209 |
|
1.000 |
3.164 |
|
1.618 |
3.092 |
|
2.618 |
2.975 |
|
4.250 |
2.784 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.345 |
3.334 |
| PP |
3.342 |
3.321 |
| S1 |
3.340 |
3.309 |
|