NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.105 |
3.131 |
0.026 |
0.8% |
2.989 |
| High |
3.160 |
3.263 |
0.103 |
3.3% |
3.263 |
| Low |
3.075 |
3.131 |
0.056 |
1.8% |
2.989 |
| Close |
3.149 |
3.204 |
0.055 |
1.7% |
3.204 |
| Range |
0.085 |
0.132 |
0.047 |
55.3% |
0.274 |
| ATR |
0.123 |
0.123 |
0.001 |
0.5% |
0.000 |
| Volume |
99,250 |
112,574 |
13,324 |
13.4% |
453,550 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.532 |
3.277 |
|
| R3 |
3.463 |
3.400 |
3.240 |
|
| R2 |
3.331 |
3.331 |
3.228 |
|
| R1 |
3.268 |
3.268 |
3.216 |
3.300 |
| PP |
3.199 |
3.199 |
3.199 |
3.215 |
| S1 |
3.136 |
3.136 |
3.192 |
3.168 |
| S2 |
3.067 |
3.067 |
3.180 |
|
| S3 |
2.935 |
3.004 |
3.168 |
|
| S4 |
2.803 |
2.872 |
3.131 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.974 |
3.863 |
3.355 |
|
| R3 |
3.700 |
3.589 |
3.279 |
|
| R2 |
3.426 |
3.426 |
3.254 |
|
| R1 |
3.315 |
3.315 |
3.229 |
3.371 |
| PP |
3.152 |
3.152 |
3.152 |
3.180 |
| S1 |
3.041 |
3.041 |
3.179 |
3.097 |
| S2 |
2.878 |
2.878 |
3.154 |
|
| S3 |
2.604 |
2.767 |
3.129 |
|
| S4 |
2.330 |
2.493 |
3.053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.263 |
2.989 |
0.274 |
8.6% |
0.149 |
4.7% |
78% |
True |
False |
90,710 |
| 10 |
3.287 |
2.922 |
0.365 |
11.4% |
0.143 |
4.5% |
77% |
False |
False |
80,660 |
| 20 |
3.370 |
2.922 |
0.448 |
14.0% |
0.128 |
4.0% |
63% |
False |
False |
67,897 |
| 40 |
3.370 |
2.922 |
0.448 |
14.0% |
0.105 |
3.3% |
63% |
False |
False |
52,183 |
| 60 |
3.370 |
2.657 |
0.713 |
22.3% |
0.095 |
3.0% |
77% |
False |
False |
42,115 |
| 80 |
3.370 |
2.637 |
0.733 |
22.9% |
0.084 |
2.6% |
77% |
False |
False |
36,167 |
| 100 |
3.370 |
2.637 |
0.733 |
22.9% |
0.078 |
2.4% |
77% |
False |
False |
31,525 |
| 120 |
3.370 |
2.637 |
0.733 |
22.9% |
0.076 |
2.4% |
77% |
False |
False |
27,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.609 |
|
1.618 |
3.477 |
|
1.000 |
3.395 |
|
0.618 |
3.345 |
|
HIGH |
3.263 |
|
0.618 |
3.213 |
|
0.500 |
3.197 |
|
0.382 |
3.181 |
|
LOW |
3.131 |
|
0.618 |
3.049 |
|
1.000 |
2.999 |
|
1.618 |
2.917 |
|
2.618 |
2.785 |
|
4.250 |
2.570 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.202 |
3.190 |
| PP |
3.199 |
3.176 |
| S1 |
3.197 |
3.162 |
|