NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.427 |
3.365 |
-0.062 |
-1.8% |
3.247 |
| High |
3.479 |
3.408 |
-0.071 |
-2.0% |
3.479 |
| Low |
3.380 |
3.335 |
-0.045 |
-1.3% |
3.205 |
| Close |
3.398 |
3.399 |
0.001 |
0.0% |
3.398 |
| Range |
0.099 |
0.073 |
-0.026 |
-26.3% |
0.274 |
| ATR |
0.093 |
0.091 |
-0.001 |
-1.5% |
0.000 |
| Volume |
59,071 |
32,700 |
-26,371 |
-44.6% |
233,641 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.600 |
3.572 |
3.439 |
|
| R3 |
3.527 |
3.499 |
3.419 |
|
| R2 |
3.454 |
3.454 |
3.412 |
|
| R1 |
3.426 |
3.426 |
3.406 |
3.440 |
| PP |
3.381 |
3.381 |
3.381 |
3.388 |
| S1 |
3.353 |
3.353 |
3.392 |
3.367 |
| S2 |
3.308 |
3.308 |
3.386 |
|
| S3 |
3.235 |
3.280 |
3.379 |
|
| S4 |
3.162 |
3.207 |
3.359 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.064 |
3.549 |
|
| R3 |
3.909 |
3.790 |
3.473 |
|
| R2 |
3.635 |
3.635 |
3.448 |
|
| R1 |
3.516 |
3.516 |
3.423 |
3.576 |
| PP |
3.361 |
3.361 |
3.361 |
3.390 |
| S1 |
3.242 |
3.242 |
3.373 |
3.302 |
| S2 |
3.087 |
3.087 |
3.348 |
|
| S3 |
2.813 |
2.968 |
3.323 |
|
| S4 |
2.539 |
2.694 |
3.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.479 |
3.205 |
0.274 |
8.1% |
0.116 |
3.4% |
71% |
False |
False |
44,359 |
| 10 |
3.479 |
3.156 |
0.323 |
9.5% |
0.104 |
3.0% |
75% |
False |
False |
40,480 |
| 20 |
3.479 |
3.156 |
0.323 |
9.5% |
0.093 |
2.7% |
75% |
False |
False |
39,327 |
| 40 |
3.479 |
2.933 |
0.546 |
16.1% |
0.083 |
2.5% |
85% |
False |
False |
33,483 |
| 60 |
3.479 |
2.785 |
0.694 |
20.4% |
0.075 |
2.2% |
88% |
False |
False |
29,538 |
| 80 |
3.479 |
2.778 |
0.701 |
20.6% |
0.069 |
2.0% |
89% |
False |
False |
27,110 |
| 100 |
3.479 |
2.778 |
0.701 |
20.6% |
0.067 |
2.0% |
89% |
False |
False |
25,152 |
| 120 |
3.479 |
2.778 |
0.701 |
20.6% |
0.067 |
2.0% |
89% |
False |
False |
23,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.599 |
|
1.618 |
3.526 |
|
1.000 |
3.481 |
|
0.618 |
3.453 |
|
HIGH |
3.408 |
|
0.618 |
3.380 |
|
0.500 |
3.372 |
|
0.382 |
3.363 |
|
LOW |
3.335 |
|
0.618 |
3.290 |
|
1.000 |
3.262 |
|
1.618 |
3.217 |
|
2.618 |
3.144 |
|
4.250 |
3.025 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.390 |
3.407 |
| PP |
3.381 |
3.404 |
| S1 |
3.372 |
3.402 |
|