NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.359 |
3.418 |
0.059 |
1.8% |
3.420 |
| High |
3.437 |
3.469 |
0.032 |
0.9% |
3.450 |
| Low |
3.348 |
3.380 |
0.032 |
1.0% |
3.274 |
| Close |
3.414 |
3.391 |
-0.023 |
-0.7% |
3.405 |
| Range |
0.089 |
0.089 |
0.000 |
0.0% |
0.176 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.0% |
0.000 |
| Volume |
44,713 |
40,892 |
-3,821 |
-8.5% |
333,849 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.625 |
3.440 |
|
| R3 |
3.591 |
3.536 |
3.415 |
|
| R2 |
3.502 |
3.502 |
3.407 |
|
| R1 |
3.447 |
3.447 |
3.399 |
3.430 |
| PP |
3.413 |
3.413 |
3.413 |
3.405 |
| S1 |
3.358 |
3.358 |
3.383 |
3.341 |
| S2 |
3.324 |
3.324 |
3.375 |
|
| S3 |
3.235 |
3.269 |
3.367 |
|
| S4 |
3.146 |
3.180 |
3.342 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.831 |
3.502 |
|
| R3 |
3.728 |
3.655 |
3.453 |
|
| R2 |
3.552 |
3.552 |
3.437 |
|
| R1 |
3.479 |
3.479 |
3.421 |
3.428 |
| PP |
3.376 |
3.376 |
3.376 |
3.351 |
| S1 |
3.303 |
3.303 |
3.389 |
3.252 |
| S2 |
3.200 |
3.200 |
3.373 |
|
| S3 |
3.024 |
3.127 |
3.357 |
|
| S4 |
2.848 |
2.951 |
3.308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.469 |
3.274 |
0.195 |
5.8% |
0.083 |
2.4% |
60% |
True |
False |
47,235 |
| 10 |
3.469 |
3.219 |
0.250 |
7.4% |
0.092 |
2.7% |
69% |
True |
False |
71,597 |
| 20 |
3.479 |
3.079 |
0.400 |
11.8% |
0.114 |
3.4% |
78% |
False |
False |
59,570 |
| 40 |
3.479 |
3.079 |
0.400 |
11.8% |
0.100 |
2.9% |
78% |
False |
False |
48,203 |
| 60 |
3.479 |
2.877 |
0.602 |
17.8% |
0.091 |
2.7% |
85% |
False |
False |
40,620 |
| 80 |
3.479 |
2.785 |
0.694 |
20.5% |
0.082 |
2.4% |
87% |
False |
False |
36,118 |
| 100 |
3.479 |
2.778 |
0.701 |
20.7% |
0.075 |
2.2% |
87% |
False |
False |
32,394 |
| 120 |
3.479 |
2.778 |
0.701 |
20.7% |
0.073 |
2.2% |
87% |
False |
False |
30,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.847 |
|
2.618 |
3.702 |
|
1.618 |
3.613 |
|
1.000 |
3.558 |
|
0.618 |
3.524 |
|
HIGH |
3.469 |
|
0.618 |
3.435 |
|
0.500 |
3.425 |
|
0.382 |
3.414 |
|
LOW |
3.380 |
|
0.618 |
3.325 |
|
1.000 |
3.291 |
|
1.618 |
3.236 |
|
2.618 |
3.147 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.425 |
3.409 |
| PP |
3.413 |
3.403 |
| S1 |
3.402 |
3.397 |
|