NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.465 |
3.384 |
-0.081 |
-2.3% |
3.359 |
| High |
3.480 |
3.402 |
-0.078 |
-2.2% |
3.485 |
| Low |
3.382 |
3.294 |
-0.088 |
-2.6% |
3.294 |
| Close |
3.397 |
3.322 |
-0.075 |
-2.2% |
3.322 |
| Range |
0.098 |
0.108 |
0.010 |
10.2% |
0.191 |
| ATR |
0.102 |
0.103 |
0.000 |
0.4% |
0.000 |
| Volume |
36,128 |
34,057 |
-2,071 |
-5.7% |
195,305 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.601 |
3.381 |
|
| R3 |
3.555 |
3.493 |
3.352 |
|
| R2 |
3.447 |
3.447 |
3.342 |
|
| R1 |
3.385 |
3.385 |
3.332 |
3.362 |
| PP |
3.339 |
3.339 |
3.339 |
3.328 |
| S1 |
3.277 |
3.277 |
3.312 |
3.254 |
| S2 |
3.231 |
3.231 |
3.302 |
|
| S3 |
3.123 |
3.169 |
3.292 |
|
| S4 |
3.015 |
3.061 |
3.263 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.822 |
3.427 |
|
| R3 |
3.749 |
3.631 |
3.375 |
|
| R2 |
3.558 |
3.558 |
3.357 |
|
| R1 |
3.440 |
3.440 |
3.340 |
3.404 |
| PP |
3.367 |
3.367 |
3.367 |
3.349 |
| S1 |
3.249 |
3.249 |
3.304 |
3.213 |
| S2 |
3.176 |
3.176 |
3.287 |
|
| S3 |
2.985 |
3.058 |
3.269 |
|
| S4 |
2.794 |
2.867 |
3.217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.485 |
3.294 |
0.191 |
5.7% |
0.097 |
2.9% |
15% |
False |
True |
39,061 |
| 10 |
3.485 |
3.274 |
0.211 |
6.4% |
0.089 |
2.7% |
23% |
False |
False |
52,915 |
| 20 |
3.485 |
3.079 |
0.406 |
12.2% |
0.109 |
3.3% |
60% |
False |
False |
57,365 |
| 40 |
3.485 |
3.079 |
0.406 |
12.2% |
0.101 |
3.0% |
60% |
False |
False |
48,566 |
| 60 |
3.485 |
2.905 |
0.580 |
17.5% |
0.092 |
2.8% |
72% |
False |
False |
41,218 |
| 80 |
3.485 |
2.785 |
0.700 |
21.1% |
0.083 |
2.5% |
77% |
False |
False |
36,397 |
| 100 |
3.485 |
2.778 |
0.707 |
21.3% |
0.077 |
2.3% |
77% |
False |
False |
32,952 |
| 120 |
3.485 |
2.778 |
0.707 |
21.3% |
0.074 |
2.2% |
77% |
False |
False |
30,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.861 |
|
2.618 |
3.685 |
|
1.618 |
3.577 |
|
1.000 |
3.510 |
|
0.618 |
3.469 |
|
HIGH |
3.402 |
|
0.618 |
3.361 |
|
0.500 |
3.348 |
|
0.382 |
3.335 |
|
LOW |
3.294 |
|
0.618 |
3.227 |
|
1.000 |
3.186 |
|
1.618 |
3.119 |
|
2.618 |
3.011 |
|
4.250 |
2.835 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.348 |
3.390 |
| PP |
3.339 |
3.367 |
| S1 |
3.331 |
3.345 |
|