NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.418 |
3.390 |
-0.028 |
-0.8% |
3.420 |
| High |
3.469 |
3.485 |
0.016 |
0.5% |
3.450 |
| Low |
3.380 |
3.386 |
0.006 |
0.2% |
3.274 |
| Close |
3.391 |
3.471 |
0.080 |
2.4% |
3.405 |
| Range |
0.089 |
0.099 |
0.010 |
11.2% |
0.176 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.3% |
0.000 |
| Volume |
40,892 |
39,515 |
-1,377 |
-3.4% |
333,849 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.744 |
3.707 |
3.525 |
|
| R3 |
3.645 |
3.608 |
3.498 |
|
| R2 |
3.546 |
3.546 |
3.489 |
|
| R1 |
3.509 |
3.509 |
3.480 |
3.528 |
| PP |
3.447 |
3.447 |
3.447 |
3.457 |
| S1 |
3.410 |
3.410 |
3.462 |
3.429 |
| S2 |
3.348 |
3.348 |
3.453 |
|
| S3 |
3.249 |
3.311 |
3.444 |
|
| S4 |
3.150 |
3.212 |
3.417 |
|
|
| 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 |
3.485 |
3.348 |
0.137 |
3.9% |
0.084 |
2.4% |
90% |
True |
False |
43,906 |
| 10 |
3.485 |
3.225 |
0.260 |
7.5% |
0.088 |
2.5% |
95% |
True |
False |
65,613 |
| 20 |
3.485 |
3.079 |
0.406 |
11.7% |
0.110 |
3.2% |
97% |
True |
False |
59,081 |
| 40 |
3.485 |
3.079 |
0.406 |
11.7% |
0.101 |
2.9% |
97% |
True |
False |
48,462 |
| 60 |
3.485 |
2.905 |
0.580 |
16.7% |
0.091 |
2.6% |
98% |
True |
False |
41,038 |
| 80 |
3.485 |
2.785 |
0.700 |
20.2% |
0.082 |
2.4% |
98% |
True |
False |
36,219 |
| 100 |
3.485 |
2.778 |
0.707 |
20.4% |
0.076 |
2.2% |
98% |
True |
False |
32,572 |
| 120 |
3.485 |
2.778 |
0.707 |
20.4% |
0.073 |
2.1% |
98% |
True |
False |
30,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.906 |
|
2.618 |
3.744 |
|
1.618 |
3.645 |
|
1.000 |
3.584 |
|
0.618 |
3.546 |
|
HIGH |
3.485 |
|
0.618 |
3.447 |
|
0.500 |
3.436 |
|
0.382 |
3.424 |
|
LOW |
3.386 |
|
0.618 |
3.325 |
|
1.000 |
3.287 |
|
1.618 |
3.226 |
|
2.618 |
3.127 |
|
4.250 |
2.965 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.459 |
3.453 |
| PP |
3.447 |
3.435 |
| S1 |
3.436 |
3.417 |
|