NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.022 |
2.989 |
-0.033 |
-1.1% |
3.226 |
| High |
3.038 |
3.217 |
0.179 |
5.9% |
3.287 |
| Low |
2.922 |
2.989 |
0.067 |
2.3% |
2.922 |
| Close |
2.991 |
3.161 |
0.170 |
5.7% |
2.991 |
| Range |
0.116 |
0.228 |
0.112 |
96.6% |
0.365 |
| ATR |
0.113 |
0.121 |
0.008 |
7.2% |
0.000 |
| Volume |
85,130 |
77,676 |
-7,454 |
-8.8% |
353,050 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.806 |
3.712 |
3.286 |
|
| R3 |
3.578 |
3.484 |
3.224 |
|
| R2 |
3.350 |
3.350 |
3.203 |
|
| R1 |
3.256 |
3.256 |
3.182 |
3.303 |
| PP |
3.122 |
3.122 |
3.122 |
3.146 |
| S1 |
3.028 |
3.028 |
3.140 |
3.075 |
| S2 |
2.894 |
2.894 |
3.119 |
|
| S3 |
2.666 |
2.800 |
3.098 |
|
| S4 |
2.438 |
2.572 |
3.036 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
3.941 |
3.192 |
|
| R3 |
3.797 |
3.576 |
3.091 |
|
| R2 |
3.432 |
3.432 |
3.058 |
|
| R1 |
3.211 |
3.211 |
3.024 |
3.139 |
| PP |
3.067 |
3.067 |
3.067 |
3.031 |
| S1 |
2.846 |
2.846 |
2.958 |
2.774 |
| S2 |
2.702 |
2.702 |
2.924 |
|
| S3 |
2.337 |
2.481 |
2.891 |
|
| S4 |
1.972 |
2.116 |
2.790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.267 |
2.922 |
0.345 |
10.9% |
0.166 |
5.2% |
69% |
False |
False |
78,538 |
| 10 |
3.370 |
2.922 |
0.448 |
14.2% |
0.146 |
4.6% |
53% |
False |
False |
66,586 |
| 20 |
3.370 |
2.922 |
0.448 |
14.2% |
0.117 |
3.7% |
53% |
False |
False |
57,552 |
| 40 |
3.370 |
2.922 |
0.448 |
14.2% |
0.099 |
3.1% |
53% |
False |
False |
45,103 |
| 60 |
3.370 |
2.657 |
0.713 |
22.6% |
0.089 |
2.8% |
71% |
False |
False |
36,750 |
| 80 |
3.370 |
2.637 |
0.733 |
23.2% |
0.080 |
2.5% |
71% |
False |
False |
32,026 |
| 100 |
3.370 |
2.637 |
0.733 |
23.2% |
0.076 |
2.4% |
71% |
False |
False |
28,224 |
| 120 |
3.370 |
2.637 |
0.733 |
23.2% |
0.075 |
2.4% |
71% |
False |
False |
25,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.186 |
|
2.618 |
3.814 |
|
1.618 |
3.586 |
|
1.000 |
3.445 |
|
0.618 |
3.358 |
|
HIGH |
3.217 |
|
0.618 |
3.130 |
|
0.500 |
3.103 |
|
0.382 |
3.076 |
|
LOW |
2.989 |
|
0.618 |
2.848 |
|
1.000 |
2.761 |
|
1.618 |
2.620 |
|
2.618 |
2.392 |
|
4.250 |
2.020 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.142 |
3.131 |
| PP |
3.122 |
3.100 |
| S1 |
3.103 |
3.070 |
|