NYMEX Natural Gas Future March 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 |
3.059 |
3.110 |
0.051 |
1.7% |
3.079 |
| High |
3.134 |
3.145 |
0.011 |
0.4% |
3.261 |
| Low |
3.035 |
3.009 |
-0.026 |
-0.9% |
3.047 |
| Close |
3.099 |
3.049 |
-0.050 |
-1.6% |
3.200 |
| Range |
0.099 |
0.136 |
0.037 |
37.4% |
0.214 |
| ATR |
0.084 |
0.088 |
0.004 |
4.4% |
0.000 |
| Volume |
23,533 |
32,326 |
8,793 |
37.4% |
124,688 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.476 |
3.398 |
3.124 |
|
| R3 |
3.340 |
3.262 |
3.086 |
|
| R2 |
3.204 |
3.204 |
3.074 |
|
| R1 |
3.126 |
3.126 |
3.061 |
3.097 |
| PP |
3.068 |
3.068 |
3.068 |
3.053 |
| S1 |
2.990 |
2.990 |
3.037 |
2.961 |
| S2 |
2.932 |
2.932 |
3.024 |
|
| S3 |
2.796 |
2.854 |
3.012 |
|
| S4 |
2.660 |
2.718 |
2.974 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.811 |
3.720 |
3.318 |
|
| R3 |
3.597 |
3.506 |
3.259 |
|
| R2 |
3.383 |
3.383 |
3.239 |
|
| R1 |
3.292 |
3.292 |
3.220 |
3.338 |
| PP |
3.169 |
3.169 |
3.169 |
3.192 |
| S1 |
3.078 |
3.078 |
3.180 |
3.124 |
| S2 |
2.955 |
2.955 |
3.161 |
|
| S3 |
2.741 |
2.864 |
3.141 |
|
| S4 |
2.527 |
2.650 |
3.082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.261 |
3.009 |
0.252 |
8.3% |
0.106 |
3.5% |
16% |
False |
True |
29,420 |
| 10 |
3.261 |
3.009 |
0.252 |
8.3% |
0.105 |
3.4% |
16% |
False |
True |
26,754 |
| 20 |
3.261 |
3.009 |
0.252 |
8.3% |
0.085 |
2.8% |
16% |
False |
True |
23,964 |
| 40 |
3.261 |
2.896 |
0.365 |
12.0% |
0.074 |
2.4% |
42% |
False |
False |
20,917 |
| 60 |
3.261 |
2.660 |
0.601 |
19.7% |
0.067 |
2.2% |
65% |
False |
False |
17,820 |
| 80 |
3.261 |
2.653 |
0.608 |
19.9% |
0.063 |
2.1% |
65% |
False |
False |
16,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.723 |
|
2.618 |
3.501 |
|
1.618 |
3.365 |
|
1.000 |
3.281 |
|
0.618 |
3.229 |
|
HIGH |
3.145 |
|
0.618 |
3.093 |
|
0.500 |
3.077 |
|
0.382 |
3.061 |
|
LOW |
3.009 |
|
0.618 |
2.925 |
|
1.000 |
2.873 |
|
1.618 |
2.789 |
|
2.618 |
2.653 |
|
4.250 |
2.431 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.104 |
| PP |
3.068 |
3.086 |
| S1 |
3.058 |
3.067 |
|