NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.390 |
3.465 |
0.075 |
2.2% |
3.420 |
| High |
3.485 |
3.480 |
-0.005 |
-0.1% |
3.450 |
| Low |
3.386 |
3.382 |
-0.004 |
-0.1% |
3.274 |
| Close |
3.471 |
3.397 |
-0.074 |
-2.1% |
3.405 |
| Range |
0.099 |
0.098 |
-0.001 |
-1.0% |
0.176 |
| ATR |
0.103 |
0.102 |
0.000 |
-0.3% |
0.000 |
| Volume |
39,515 |
36,128 |
-3,387 |
-8.6% |
333,849 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.714 |
3.653 |
3.451 |
|
| R3 |
3.616 |
3.555 |
3.424 |
|
| R2 |
3.518 |
3.518 |
3.415 |
|
| R1 |
3.457 |
3.457 |
3.406 |
3.439 |
| PP |
3.420 |
3.420 |
3.420 |
3.410 |
| S1 |
3.359 |
3.359 |
3.388 |
3.341 |
| S2 |
3.322 |
3.322 |
3.379 |
|
| S3 |
3.224 |
3.261 |
3.370 |
|
| S4 |
3.126 |
3.163 |
3.343 |
|
|
| 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 |
4.0% |
0.089 |
2.6% |
36% |
False |
False |
42,109 |
| 10 |
3.485 |
3.274 |
0.211 |
6.2% |
0.090 |
2.6% |
58% |
False |
False |
59,642 |
| 20 |
3.485 |
3.079 |
0.406 |
12.0% |
0.109 |
3.2% |
78% |
False |
False |
58,616 |
| 40 |
3.485 |
3.079 |
0.406 |
12.0% |
0.102 |
3.0% |
78% |
False |
False |
48,735 |
| 60 |
3.485 |
2.905 |
0.580 |
17.1% |
0.091 |
2.7% |
85% |
False |
False |
41,119 |
| 80 |
3.485 |
2.785 |
0.700 |
20.6% |
0.083 |
2.4% |
87% |
False |
False |
36,313 |
| 100 |
3.485 |
2.778 |
0.707 |
20.8% |
0.076 |
2.2% |
88% |
False |
False |
32,772 |
| 120 |
3.485 |
2.778 |
0.707 |
20.8% |
0.074 |
2.2% |
88% |
False |
False |
30,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.897 |
|
2.618 |
3.737 |
|
1.618 |
3.639 |
|
1.000 |
3.578 |
|
0.618 |
3.541 |
|
HIGH |
3.480 |
|
0.618 |
3.443 |
|
0.500 |
3.431 |
|
0.382 |
3.419 |
|
LOW |
3.382 |
|
0.618 |
3.321 |
|
1.000 |
3.284 |
|
1.618 |
3.223 |
|
2.618 |
3.125 |
|
4.250 |
2.966 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.431 |
3.433 |
| PP |
3.420 |
3.421 |
| S1 |
3.408 |
3.409 |
|