NYMEX Natural Gas Future January 2021
| 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 |
3.216 |
3.281 |
0.065 |
2.0% |
3.247 |
| High |
3.313 |
3.324 |
0.011 |
0.3% |
3.479 |
| Low |
3.192 |
3.164 |
-0.028 |
-0.9% |
3.205 |
| Close |
3.267 |
3.204 |
-0.063 |
-1.9% |
3.398 |
| Range |
0.121 |
0.160 |
0.039 |
32.2% |
0.274 |
| ATR |
0.100 |
0.104 |
0.004 |
4.3% |
0.000 |
| Volume |
37,715 |
50,981 |
13,266 |
35.2% |
233,641 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.711 |
3.617 |
3.292 |
|
| R3 |
3.551 |
3.457 |
3.248 |
|
| R2 |
3.391 |
3.391 |
3.233 |
|
| R1 |
3.297 |
3.297 |
3.219 |
3.264 |
| PP |
3.231 |
3.231 |
3.231 |
3.214 |
| S1 |
3.137 |
3.137 |
3.189 |
3.104 |
| S2 |
3.071 |
3.071 |
3.175 |
|
| S3 |
2.911 |
2.977 |
3.160 |
|
| S4 |
2.751 |
2.817 |
3.116 |
|
|
| 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 |
3.164 |
0.315 |
9.8% |
0.126 |
3.9% |
13% |
False |
True |
46,578 |
| 10 |
3.479 |
3.164 |
0.315 |
9.8% |
0.126 |
3.9% |
13% |
False |
True |
44,280 |
| 20 |
3.479 |
3.156 |
0.323 |
10.1% |
0.101 |
3.1% |
15% |
False |
False |
39,930 |
| 40 |
3.479 |
3.054 |
0.425 |
13.3% |
0.088 |
2.8% |
35% |
False |
False |
34,331 |
| 60 |
3.479 |
2.785 |
0.694 |
21.7% |
0.080 |
2.5% |
60% |
False |
False |
30,312 |
| 80 |
3.479 |
2.778 |
0.701 |
21.9% |
0.073 |
2.3% |
61% |
False |
False |
28,141 |
| 100 |
3.479 |
2.778 |
0.701 |
21.9% |
0.070 |
2.2% |
61% |
False |
False |
26,188 |
| 120 |
3.479 |
2.778 |
0.701 |
21.9% |
0.070 |
2.2% |
61% |
False |
False |
24,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.743 |
|
1.618 |
3.583 |
|
1.000 |
3.484 |
|
0.618 |
3.423 |
|
HIGH |
3.324 |
|
0.618 |
3.263 |
|
0.500 |
3.244 |
|
0.382 |
3.225 |
|
LOW |
3.164 |
|
0.618 |
3.065 |
|
1.000 |
3.004 |
|
1.618 |
2.905 |
|
2.618 |
2.745 |
|
4.250 |
2.484 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.244 |
3.278 |
| PP |
3.231 |
3.253 |
| S1 |
3.217 |
3.229 |
|