NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.236 |
3.133 |
-0.103 |
-3.2% |
3.313 |
| High |
3.275 |
3.138 |
-0.137 |
-4.2% |
3.356 |
| Low |
3.123 |
3.041 |
-0.082 |
-2.6% |
3.041 |
| Close |
3.163 |
3.100 |
-0.063 |
-2.0% |
3.100 |
| Range |
0.152 |
0.097 |
-0.055 |
-36.2% |
0.315 |
| ATR |
0.098 |
0.100 |
0.002 |
1.7% |
0.000 |
| Volume |
19,920 |
30,864 |
10,944 |
54.9% |
110,991 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.384 |
3.339 |
3.153 |
|
| R3 |
3.287 |
3.242 |
3.127 |
|
| R2 |
3.190 |
3.190 |
3.118 |
|
| R1 |
3.145 |
3.145 |
3.109 |
3.119 |
| PP |
3.093 |
3.093 |
3.093 |
3.080 |
| S1 |
3.048 |
3.048 |
3.091 |
3.022 |
| S2 |
2.996 |
2.996 |
3.082 |
|
| S3 |
2.899 |
2.951 |
3.073 |
|
| S4 |
2.802 |
2.854 |
3.047 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
3.920 |
3.273 |
|
| R3 |
3.796 |
3.605 |
3.187 |
|
| R2 |
3.481 |
3.481 |
3.158 |
|
| R1 |
3.290 |
3.290 |
3.129 |
3.228 |
| PP |
3.166 |
3.166 |
3.166 |
3.135 |
| S1 |
2.975 |
2.975 |
3.071 |
2.913 |
| S2 |
2.851 |
2.851 |
3.042 |
|
| S3 |
2.536 |
2.660 |
3.013 |
|
| S4 |
2.221 |
2.345 |
2.927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.356 |
3.041 |
0.315 |
10.2% |
0.120 |
3.9% |
19% |
False |
True |
22,198 |
| 10 |
3.420 |
3.041 |
0.379 |
12.2% |
0.116 |
3.7% |
16% |
False |
True |
19,138 |
| 20 |
3.420 |
3.041 |
0.379 |
12.2% |
0.098 |
3.2% |
16% |
False |
True |
15,965 |
| 40 |
3.420 |
3.012 |
0.408 |
13.2% |
0.084 |
2.7% |
22% |
False |
False |
13,298 |
| 60 |
3.420 |
2.756 |
0.664 |
21.4% |
0.076 |
2.4% |
52% |
False |
False |
10,992 |
| 80 |
3.420 |
2.750 |
0.670 |
21.6% |
0.070 |
2.2% |
52% |
False |
False |
9,765 |
| 100 |
3.420 |
2.750 |
0.670 |
21.6% |
0.066 |
2.1% |
52% |
False |
False |
8,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.550 |
|
2.618 |
3.392 |
|
1.618 |
3.295 |
|
1.000 |
3.235 |
|
0.618 |
3.198 |
|
HIGH |
3.138 |
|
0.618 |
3.101 |
|
0.500 |
3.090 |
|
0.382 |
3.078 |
|
LOW |
3.041 |
|
0.618 |
2.981 |
|
1.000 |
2.944 |
|
1.618 |
2.884 |
|
2.618 |
2.787 |
|
4.250 |
2.629 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.097 |
3.158 |
| PP |
3.093 |
3.139 |
| S1 |
3.090 |
3.119 |
|