NYMEX Natural Gas Future December 2020
| 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 |
2.989 |
3.156 |
0.167 |
5.6% |
3.226 |
| High |
3.217 |
3.229 |
0.012 |
0.4% |
3.287 |
| Low |
2.989 |
3.088 |
0.099 |
3.3% |
2.922 |
| Close |
3.161 |
3.096 |
-0.065 |
-2.1% |
2.991 |
| Range |
0.228 |
0.141 |
-0.087 |
-38.2% |
0.365 |
| ATR |
0.121 |
0.123 |
0.001 |
1.1% |
0.000 |
| Volume |
77,676 |
60,861 |
-16,815 |
-21.6% |
353,050 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.561 |
3.469 |
3.174 |
|
| R3 |
3.420 |
3.328 |
3.135 |
|
| R2 |
3.279 |
3.279 |
3.122 |
|
| R1 |
3.187 |
3.187 |
3.109 |
3.163 |
| PP |
3.138 |
3.138 |
3.138 |
3.125 |
| S1 |
3.046 |
3.046 |
3.083 |
3.022 |
| S2 |
2.997 |
2.997 |
3.070 |
|
| S3 |
2.856 |
2.905 |
3.057 |
|
| S4 |
2.715 |
2.764 |
3.018 |
|
|
| 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 |
3.229 |
2.922 |
0.307 |
9.9% |
0.155 |
5.0% |
57% |
True |
False |
76,167 |
| 10 |
3.370 |
2.922 |
0.448 |
14.5% |
0.149 |
4.8% |
39% |
False |
False |
67,686 |
| 20 |
3.370 |
2.922 |
0.448 |
14.5% |
0.120 |
3.9% |
39% |
False |
False |
58,332 |
| 40 |
3.370 |
2.922 |
0.448 |
14.5% |
0.100 |
3.2% |
39% |
False |
False |
46,026 |
| 60 |
3.370 |
2.657 |
0.713 |
23.0% |
0.091 |
2.9% |
62% |
False |
False |
37,437 |
| 80 |
3.370 |
2.637 |
0.733 |
23.7% |
0.081 |
2.6% |
63% |
False |
False |
32,628 |
| 100 |
3.370 |
2.637 |
0.733 |
23.7% |
0.077 |
2.5% |
63% |
False |
False |
28,724 |
| 120 |
3.370 |
2.637 |
0.733 |
23.7% |
0.076 |
2.5% |
63% |
False |
False |
25,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.828 |
|
2.618 |
3.598 |
|
1.618 |
3.457 |
|
1.000 |
3.370 |
|
0.618 |
3.316 |
|
HIGH |
3.229 |
|
0.618 |
3.175 |
|
0.500 |
3.159 |
|
0.382 |
3.142 |
|
LOW |
3.088 |
|
0.618 |
3.001 |
|
1.000 |
2.947 |
|
1.618 |
2.860 |
|
2.618 |
2.719 |
|
4.250 |
2.489 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.159 |
3.089 |
| PP |
3.138 |
3.082 |
| S1 |
3.117 |
3.076 |
|