NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.179 |
3.236 |
0.057 |
1.8% |
3.232 |
| High |
3.264 |
3.275 |
0.011 |
0.3% |
3.420 |
| Low |
3.150 |
3.123 |
-0.027 |
-0.9% |
3.168 |
| Close |
3.221 |
3.163 |
-0.058 |
-1.8% |
3.348 |
| Range |
0.114 |
0.152 |
0.038 |
33.3% |
0.252 |
| ATR |
0.094 |
0.098 |
0.004 |
4.4% |
0.000 |
| Volume |
18,148 |
19,920 |
1,772 |
9.8% |
80,396 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.555 |
3.247 |
|
| R3 |
3.491 |
3.403 |
3.205 |
|
| R2 |
3.339 |
3.339 |
3.191 |
|
| R1 |
3.251 |
3.251 |
3.177 |
3.219 |
| PP |
3.187 |
3.187 |
3.187 |
3.171 |
| S1 |
3.099 |
3.099 |
3.149 |
3.067 |
| S2 |
3.035 |
3.035 |
3.135 |
|
| S3 |
2.883 |
2.947 |
3.121 |
|
| S4 |
2.731 |
2.795 |
3.079 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.068 |
3.960 |
3.487 |
|
| R3 |
3.816 |
3.708 |
3.417 |
|
| R2 |
3.564 |
3.564 |
3.394 |
|
| R1 |
3.456 |
3.456 |
3.371 |
3.510 |
| PP |
3.312 |
3.312 |
3.312 |
3.339 |
| S1 |
3.204 |
3.204 |
3.325 |
3.258 |
| S2 |
3.060 |
3.060 |
3.302 |
|
| S3 |
2.808 |
2.952 |
3.279 |
|
| S4 |
2.556 |
2.700 |
3.209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.420 |
3.123 |
0.297 |
9.4% |
0.119 |
3.8% |
13% |
False |
True |
18,883 |
| 10 |
3.420 |
3.123 |
0.297 |
9.4% |
0.118 |
3.7% |
13% |
False |
True |
17,150 |
| 20 |
3.420 |
3.123 |
0.297 |
9.4% |
0.096 |
3.0% |
13% |
False |
True |
14,948 |
| 40 |
3.420 |
3.012 |
0.408 |
12.9% |
0.083 |
2.6% |
37% |
False |
False |
12,757 |
| 60 |
3.420 |
2.756 |
0.664 |
21.0% |
0.075 |
2.4% |
61% |
False |
False |
10,585 |
| 80 |
3.420 |
2.750 |
0.670 |
21.2% |
0.069 |
2.2% |
62% |
False |
False |
9,450 |
| 100 |
3.420 |
2.750 |
0.670 |
21.2% |
0.066 |
2.1% |
62% |
False |
False |
8,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.921 |
|
2.618 |
3.673 |
|
1.618 |
3.521 |
|
1.000 |
3.427 |
|
0.618 |
3.369 |
|
HIGH |
3.275 |
|
0.618 |
3.217 |
|
0.500 |
3.199 |
|
0.382 |
3.181 |
|
LOW |
3.123 |
|
0.618 |
3.029 |
|
1.000 |
2.971 |
|
1.618 |
2.877 |
|
2.618 |
2.725 |
|
4.250 |
2.477 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.199 |
3.233 |
| PP |
3.187 |
3.209 |
| S1 |
3.175 |
3.186 |
|