NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.298 |
3.360 |
0.062 |
1.9% |
3.359 |
| High |
3.410 |
3.449 |
0.039 |
1.1% |
3.485 |
| Low |
3.287 |
3.302 |
0.015 |
0.5% |
3.294 |
| Close |
3.371 |
3.424 |
0.053 |
1.6% |
3.322 |
| Range |
0.123 |
0.147 |
0.024 |
19.5% |
0.191 |
| ATR |
0.104 |
0.107 |
0.003 |
2.9% |
0.000 |
| Volume |
36,827 |
48,903 |
12,076 |
32.8% |
195,305 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.833 |
3.775 |
3.505 |
|
| R3 |
3.686 |
3.628 |
3.464 |
|
| R2 |
3.539 |
3.539 |
3.451 |
|
| R1 |
3.481 |
3.481 |
3.437 |
3.510 |
| PP |
3.392 |
3.392 |
3.392 |
3.406 |
| S1 |
3.334 |
3.334 |
3.411 |
3.363 |
| S2 |
3.245 |
3.245 |
3.397 |
|
| S3 |
3.098 |
3.187 |
3.384 |
|
| S4 |
2.951 |
3.040 |
3.343 |
|
|
| 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 |
3.287 |
0.198 |
5.8% |
0.115 |
3.4% |
69% |
False |
False |
39,086 |
| 10 |
3.485 |
3.274 |
0.211 |
6.2% |
0.099 |
2.9% |
71% |
False |
False |
43,160 |
| 20 |
3.485 |
3.079 |
0.406 |
11.9% |
0.110 |
3.2% |
85% |
False |
False |
57,395 |
| 40 |
3.485 |
3.079 |
0.406 |
11.9% |
0.103 |
3.0% |
85% |
False |
False |
48,894 |
| 60 |
3.485 |
2.990 |
0.495 |
14.5% |
0.093 |
2.7% |
88% |
False |
False |
41,433 |
| 80 |
3.485 |
2.785 |
0.700 |
20.4% |
0.085 |
2.5% |
91% |
False |
False |
36,614 |
| 100 |
3.485 |
2.778 |
0.707 |
20.6% |
0.079 |
2.3% |
91% |
False |
False |
33,468 |
| 120 |
3.485 |
2.778 |
0.707 |
20.6% |
0.075 |
2.2% |
91% |
False |
False |
30,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.074 |
|
2.618 |
3.834 |
|
1.618 |
3.687 |
|
1.000 |
3.596 |
|
0.618 |
3.540 |
|
HIGH |
3.449 |
|
0.618 |
3.393 |
|
0.500 |
3.376 |
|
0.382 |
3.358 |
|
LOW |
3.302 |
|
0.618 |
3.211 |
|
1.000 |
3.155 |
|
1.618 |
3.064 |
|
2.618 |
2.917 |
|
4.250 |
2.677 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.408 |
3.405 |
| PP |
3.392 |
3.387 |
| S1 |
3.376 |
3.368 |
|