NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.100 |
3.249 |
0.149 |
4.8% |
3.313 |
| High |
3.295 |
3.304 |
0.009 |
0.3% |
3.356 |
| Low |
3.097 |
3.186 |
0.089 |
2.9% |
3.041 |
| Close |
3.247 |
3.193 |
-0.054 |
-1.7% |
3.100 |
| Range |
0.198 |
0.118 |
-0.080 |
-40.4% |
0.315 |
| ATR |
0.107 |
0.108 |
0.001 |
0.7% |
0.000 |
| Volume |
26,300 |
16,732 |
-9,568 |
-36.4% |
110,991 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.582 |
3.505 |
3.258 |
|
| R3 |
3.464 |
3.387 |
3.225 |
|
| R2 |
3.346 |
3.346 |
3.215 |
|
| R1 |
3.269 |
3.269 |
3.204 |
3.249 |
| PP |
3.228 |
3.228 |
3.228 |
3.217 |
| S1 |
3.151 |
3.151 |
3.182 |
3.131 |
| S2 |
3.110 |
3.110 |
3.171 |
|
| S3 |
2.992 |
3.033 |
3.161 |
|
| S4 |
2.874 |
2.915 |
3.128 |
|
|
| 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 |
3.304 |
3.041 |
0.263 |
8.2% |
0.136 |
4.3% |
58% |
True |
False |
22,392 |
| 10 |
3.420 |
3.041 |
0.379 |
11.9% |
0.129 |
4.0% |
40% |
False |
False |
21,102 |
| 20 |
3.420 |
3.041 |
0.379 |
11.9% |
0.105 |
3.3% |
40% |
False |
False |
16,630 |
| 40 |
3.420 |
3.012 |
0.408 |
12.8% |
0.087 |
2.7% |
44% |
False |
False |
13,976 |
| 60 |
3.420 |
2.756 |
0.664 |
20.8% |
0.079 |
2.5% |
66% |
False |
False |
11,517 |
| 80 |
3.420 |
2.750 |
0.670 |
21.0% |
0.072 |
2.2% |
66% |
False |
False |
10,168 |
| 100 |
3.420 |
2.750 |
0.670 |
21.0% |
0.068 |
2.1% |
66% |
False |
False |
9,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.806 |
|
2.618 |
3.613 |
|
1.618 |
3.495 |
|
1.000 |
3.422 |
|
0.618 |
3.377 |
|
HIGH |
3.304 |
|
0.618 |
3.259 |
|
0.500 |
3.245 |
|
0.382 |
3.231 |
|
LOW |
3.186 |
|
0.618 |
3.113 |
|
1.000 |
3.068 |
|
1.618 |
2.995 |
|
2.618 |
2.877 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.245 |
3.186 |
| PP |
3.228 |
3.179 |
| S1 |
3.210 |
3.173 |
|