NYMEX Natural Gas Future March 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 |
3.110 |
3.019 |
-0.091 |
-2.9% |
3.172 |
| High |
3.145 |
3.023 |
-0.122 |
-3.9% |
3.218 |
| Low |
3.009 |
2.935 |
-0.074 |
-2.5% |
2.935 |
| Close |
3.049 |
2.993 |
-0.056 |
-1.8% |
2.993 |
| Range |
0.136 |
0.088 |
-0.048 |
-35.3% |
0.283 |
| ATR |
0.088 |
0.090 |
0.002 |
2.1% |
0.000 |
| Volume |
32,326 |
40,202 |
7,876 |
24.4% |
162,006 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.208 |
3.041 |
|
| R3 |
3.160 |
3.120 |
3.017 |
|
| R2 |
3.072 |
3.072 |
3.009 |
|
| R1 |
3.032 |
3.032 |
3.001 |
3.008 |
| PP |
2.984 |
2.984 |
2.984 |
2.972 |
| S1 |
2.944 |
2.944 |
2.985 |
2.920 |
| S2 |
2.896 |
2.896 |
2.977 |
|
| S3 |
2.808 |
2.856 |
2.969 |
|
| S4 |
2.720 |
2.768 |
2.945 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.728 |
3.149 |
|
| R3 |
3.615 |
3.445 |
3.071 |
|
| R2 |
3.332 |
3.332 |
3.045 |
|
| R1 |
3.162 |
3.162 |
3.019 |
3.106 |
| PP |
3.049 |
3.049 |
3.049 |
3.020 |
| S1 |
2.879 |
2.879 |
2.967 |
2.823 |
| S2 |
2.766 |
2.766 |
2.941 |
|
| S3 |
2.483 |
2.596 |
2.915 |
|
| S4 |
2.200 |
2.313 |
2.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.218 |
2.935 |
0.283 |
9.5% |
0.108 |
3.6% |
20% |
False |
True |
32,401 |
| 10 |
3.261 |
2.935 |
0.326 |
10.9% |
0.103 |
3.4% |
18% |
False |
True |
28,669 |
| 20 |
3.261 |
2.935 |
0.326 |
10.9% |
0.088 |
2.9% |
18% |
False |
True |
25,256 |
| 40 |
3.261 |
2.896 |
0.365 |
12.2% |
0.075 |
2.5% |
27% |
False |
False |
21,593 |
| 60 |
3.261 |
2.660 |
0.601 |
20.1% |
0.068 |
2.3% |
55% |
False |
False |
18,316 |
| 80 |
3.261 |
2.653 |
0.608 |
20.3% |
0.063 |
2.1% |
56% |
False |
False |
16,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.397 |
|
2.618 |
3.253 |
|
1.618 |
3.165 |
|
1.000 |
3.111 |
|
0.618 |
3.077 |
|
HIGH |
3.023 |
|
0.618 |
2.989 |
|
0.500 |
2.979 |
|
0.382 |
2.969 |
|
LOW |
2.935 |
|
0.618 |
2.881 |
|
1.000 |
2.847 |
|
1.618 |
2.793 |
|
2.618 |
2.705 |
|
4.250 |
2.561 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.988 |
3.040 |
| PP |
2.984 |
3.024 |
| S1 |
2.979 |
3.009 |
|