NYMEX Natural Gas Future December 2020
| 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 |
3.082 |
3.133 |
0.051 |
1.7% |
3.116 |
| High |
3.166 |
3.176 |
0.010 |
0.3% |
3.370 |
| Low |
3.039 |
3.015 |
-0.024 |
-0.8% |
3.074 |
| Close |
3.117 |
3.062 |
-0.055 |
-1.8% |
3.277 |
| Range |
0.127 |
0.161 |
0.034 |
26.8% |
0.296 |
| ATR |
0.107 |
0.111 |
0.004 |
3.6% |
0.000 |
| Volume |
66,099 |
91,070 |
24,971 |
37.8% |
305,542 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.567 |
3.476 |
3.151 |
|
| R3 |
3.406 |
3.315 |
3.106 |
|
| R2 |
3.245 |
3.245 |
3.092 |
|
| R1 |
3.154 |
3.154 |
3.077 |
3.119 |
| PP |
3.084 |
3.084 |
3.084 |
3.067 |
| S1 |
2.993 |
2.993 |
3.047 |
2.958 |
| S2 |
2.923 |
2.923 |
3.032 |
|
| S3 |
2.762 |
2.832 |
3.018 |
|
| S4 |
2.601 |
2.671 |
2.973 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
3.999 |
3.440 |
|
| R3 |
3.832 |
3.703 |
3.358 |
|
| R2 |
3.536 |
3.536 |
3.331 |
|
| R1 |
3.407 |
3.407 |
3.304 |
3.472 |
| PP |
3.240 |
3.240 |
3.240 |
3.273 |
| S1 |
3.111 |
3.111 |
3.250 |
3.176 |
| S2 |
2.944 |
2.944 |
3.223 |
|
| S3 |
2.648 |
2.815 |
3.196 |
|
| S4 |
2.352 |
2.519 |
3.114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.370 |
3.015 |
0.355 |
11.6% |
0.135 |
4.4% |
13% |
False |
True |
64,252 |
| 10 |
3.370 |
3.015 |
0.355 |
11.6% |
0.137 |
4.5% |
13% |
False |
True |
62,984 |
| 20 |
3.370 |
3.015 |
0.355 |
11.6% |
0.107 |
3.5% |
13% |
False |
True |
53,599 |
| 40 |
3.370 |
2.944 |
0.426 |
13.9% |
0.095 |
3.1% |
28% |
False |
False |
42,323 |
| 60 |
3.370 |
2.657 |
0.713 |
23.3% |
0.085 |
2.8% |
57% |
False |
False |
34,873 |
| 80 |
3.370 |
2.637 |
0.733 |
23.9% |
0.078 |
2.6% |
58% |
False |
False |
30,389 |
| 100 |
3.370 |
2.637 |
0.733 |
23.9% |
0.074 |
2.4% |
58% |
False |
False |
26,896 |
| 120 |
3.370 |
2.637 |
0.733 |
23.9% |
0.073 |
2.4% |
58% |
False |
False |
24,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.860 |
|
2.618 |
3.597 |
|
1.618 |
3.436 |
|
1.000 |
3.337 |
|
0.618 |
3.275 |
|
HIGH |
3.176 |
|
0.618 |
3.114 |
|
0.500 |
3.096 |
|
0.382 |
3.077 |
|
LOW |
3.015 |
|
0.618 |
2.916 |
|
1.000 |
2.854 |
|
1.618 |
2.755 |
|
2.618 |
2.594 |
|
4.250 |
2.331 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.096 |
3.141 |
| PP |
3.084 |
3.115 |
| S1 |
3.073 |
3.088 |
|