NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.281 |
3.420 |
0.139 |
4.2% |
3.147 |
| High |
3.398 |
3.450 |
0.052 |
1.5% |
3.398 |
| Low |
3.281 |
3.349 |
0.068 |
2.1% |
3.138 |
| Close |
3.347 |
3.401 |
0.054 |
1.6% |
3.347 |
| Range |
0.117 |
0.101 |
-0.016 |
-13.7% |
0.260 |
| ATR |
0.113 |
0.112 |
-0.001 |
-0.6% |
0.000 |
| Volume |
101,324 |
92,178 |
-9,146 |
-9.0% |
389,822 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.653 |
3.457 |
|
| R3 |
3.602 |
3.552 |
3.429 |
|
| R2 |
3.501 |
3.501 |
3.420 |
|
| R1 |
3.451 |
3.451 |
3.410 |
3.426 |
| PP |
3.400 |
3.400 |
3.400 |
3.387 |
| S1 |
3.350 |
3.350 |
3.392 |
3.325 |
| S2 |
3.299 |
3.299 |
3.382 |
|
| S3 |
3.198 |
3.249 |
3.373 |
|
| S4 |
3.097 |
3.148 |
3.345 |
|
|
| 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 |
3.450 |
3.219 |
0.231 |
6.8% |
0.111 |
3.3% |
79% |
True |
False |
85,991 |
| 10 |
3.450 |
3.079 |
0.371 |
10.9% |
0.132 |
3.9% |
87% |
True |
False |
67,763 |
| 20 |
3.479 |
3.079 |
0.400 |
11.8% |
0.118 |
3.5% |
81% |
False |
False |
54,121 |
| 40 |
3.479 |
3.079 |
0.400 |
11.8% |
0.096 |
2.8% |
81% |
False |
False |
43,244 |
| 60 |
3.479 |
2.785 |
0.694 |
20.4% |
0.089 |
2.6% |
89% |
False |
False |
36,929 |
| 80 |
3.479 |
2.778 |
0.701 |
20.6% |
0.079 |
2.3% |
89% |
False |
False |
33,494 |
| 100 |
3.479 |
2.778 |
0.701 |
20.6% |
0.073 |
2.2% |
89% |
False |
False |
30,075 |
| 120 |
3.479 |
2.778 |
0.701 |
20.6% |
0.072 |
2.1% |
89% |
False |
False |
27,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.714 |
|
1.618 |
3.613 |
|
1.000 |
3.551 |
|
0.618 |
3.512 |
|
HIGH |
3.450 |
|
0.618 |
3.411 |
|
0.500 |
3.400 |
|
0.382 |
3.388 |
|
LOW |
3.349 |
|
0.618 |
3.287 |
|
1.000 |
3.248 |
|
1.618 |
3.186 |
|
2.618 |
3.085 |
|
4.250 |
2.920 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.401 |
3.380 |
| PP |
3.400 |
3.359 |
| S1 |
3.400 |
3.338 |
|