NYMEX Natural Gas Future March 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 |
2.993 |
3.111 |
0.118 |
3.9% |
3.172 |
| High |
3.158 |
3.167 |
0.009 |
0.3% |
3.218 |
| Low |
2.987 |
3.066 |
0.079 |
2.6% |
2.935 |
| Close |
3.122 |
3.071 |
-0.051 |
-1.6% |
2.993 |
| Range |
0.171 |
0.101 |
-0.070 |
-40.9% |
0.283 |
| ATR |
0.095 |
0.096 |
0.000 |
0.4% |
0.000 |
| Volume |
36,179 |
24,618 |
-11,561 |
-32.0% |
162,006 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.404 |
3.339 |
3.127 |
|
| R3 |
3.303 |
3.238 |
3.099 |
|
| R2 |
3.202 |
3.202 |
3.090 |
|
| R1 |
3.137 |
3.137 |
3.080 |
3.119 |
| PP |
3.101 |
3.101 |
3.101 |
3.093 |
| S1 |
3.036 |
3.036 |
3.062 |
3.018 |
| S2 |
3.000 |
3.000 |
3.052 |
|
| S3 |
2.899 |
2.935 |
3.043 |
|
| S4 |
2.798 |
2.834 |
3.015 |
|
|
| 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 |
3.167 |
2.935 |
0.232 |
7.6% |
0.119 |
3.9% |
59% |
True |
False |
31,371 |
| 10 |
3.261 |
2.935 |
0.326 |
10.6% |
0.113 |
3.7% |
42% |
False |
False |
30,458 |
| 20 |
3.261 |
2.935 |
0.326 |
10.6% |
0.094 |
3.0% |
42% |
False |
False |
26,285 |
| 40 |
3.261 |
2.896 |
0.365 |
11.9% |
0.078 |
2.5% |
48% |
False |
False |
22,361 |
| 60 |
3.261 |
2.660 |
0.601 |
19.6% |
0.071 |
2.3% |
68% |
False |
False |
18,939 |
| 80 |
3.261 |
2.653 |
0.608 |
19.8% |
0.065 |
2.1% |
69% |
False |
False |
16,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.431 |
|
1.618 |
3.330 |
|
1.000 |
3.268 |
|
0.618 |
3.229 |
|
HIGH |
3.167 |
|
0.618 |
3.128 |
|
0.500 |
3.117 |
|
0.382 |
3.105 |
|
LOW |
3.066 |
|
0.618 |
3.004 |
|
1.000 |
2.965 |
|
1.618 |
2.903 |
|
2.618 |
2.802 |
|
4.250 |
2.637 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.117 |
3.064 |
| PP |
3.101 |
3.058 |
| S1 |
3.086 |
3.051 |
|