NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.396 |
3.431 |
0.035 |
1.0% |
3.298 |
| High |
3.459 |
3.507 |
0.048 |
1.4% |
3.507 |
| Low |
3.276 |
3.374 |
0.098 |
3.0% |
3.276 |
| Close |
3.417 |
3.469 |
0.052 |
1.5% |
3.469 |
| Range |
0.183 |
0.133 |
-0.050 |
-27.3% |
0.231 |
| ATR |
0.109 |
0.111 |
0.002 |
1.5% |
0.000 |
| Volume |
67,131 |
56,487 |
-10,644 |
-15.9% |
243,813 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.792 |
3.542 |
|
| R3 |
3.716 |
3.659 |
3.506 |
|
| R2 |
3.583 |
3.583 |
3.493 |
|
| R1 |
3.526 |
3.526 |
3.481 |
3.555 |
| PP |
3.450 |
3.450 |
3.450 |
3.464 |
| S1 |
3.393 |
3.393 |
3.457 |
3.422 |
| S2 |
3.317 |
3.317 |
3.445 |
|
| S3 |
3.184 |
3.260 |
3.432 |
|
| S4 |
3.051 |
3.127 |
3.396 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.021 |
3.596 |
|
| R3 |
3.879 |
3.790 |
3.533 |
|
| R2 |
3.648 |
3.648 |
3.511 |
|
| R1 |
3.559 |
3.559 |
3.490 |
3.604 |
| PP |
3.417 |
3.417 |
3.417 |
3.440 |
| S1 |
3.328 |
3.328 |
3.448 |
3.373 |
| S2 |
3.186 |
3.186 |
3.427 |
|
| S3 |
2.955 |
3.097 |
3.405 |
|
| S4 |
2.724 |
2.866 |
3.342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.507 |
3.276 |
0.231 |
6.7% |
0.128 |
3.7% |
84% |
True |
False |
48,762 |
| 10 |
3.507 |
3.276 |
0.231 |
6.7% |
0.113 |
3.2% |
84% |
True |
False |
43,911 |
| 20 |
3.507 |
3.138 |
0.369 |
10.6% |
0.110 |
3.2% |
90% |
True |
False |
58,139 |
| 40 |
3.507 |
3.079 |
0.428 |
12.3% |
0.106 |
3.1% |
91% |
True |
False |
49,692 |
| 60 |
3.507 |
3.054 |
0.453 |
13.1% |
0.096 |
2.8% |
92% |
True |
False |
42,701 |
| 80 |
3.507 |
2.785 |
0.722 |
20.8% |
0.088 |
2.5% |
95% |
True |
False |
37,636 |
| 100 |
3.507 |
2.778 |
0.729 |
21.0% |
0.081 |
2.3% |
95% |
True |
False |
34,490 |
| 120 |
3.507 |
2.778 |
0.729 |
21.0% |
0.077 |
2.2% |
95% |
True |
False |
31,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.072 |
|
2.618 |
3.855 |
|
1.618 |
3.722 |
|
1.000 |
3.640 |
|
0.618 |
3.589 |
|
HIGH |
3.507 |
|
0.618 |
3.456 |
|
0.500 |
3.441 |
|
0.382 |
3.425 |
|
LOW |
3.374 |
|
0.618 |
3.292 |
|
1.000 |
3.241 |
|
1.618 |
3.159 |
|
2.618 |
3.026 |
|
4.250 |
2.809 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.460 |
3.443 |
| PP |
3.450 |
3.417 |
| S1 |
3.441 |
3.392 |
|