NYMEX Natural Gas Future January 2021
| 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 |
3.173 |
3.147 |
-0.026 |
-0.8% |
3.365 |
| High |
3.180 |
3.345 |
0.165 |
5.2% |
3.408 |
| Low |
3.079 |
3.138 |
0.059 |
1.9% |
3.079 |
| Close |
3.138 |
3.293 |
0.155 |
4.9% |
3.138 |
| Range |
0.101 |
0.207 |
0.106 |
105.0% |
0.329 |
| ATR |
0.105 |
0.113 |
0.007 |
6.9% |
0.000 |
| Volume |
54,517 |
52,044 |
-2,473 |
-4.5% |
228,336 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.880 |
3.793 |
3.407 |
|
| R3 |
3.673 |
3.586 |
3.350 |
|
| R2 |
3.466 |
3.466 |
3.331 |
|
| R1 |
3.379 |
3.379 |
3.312 |
3.423 |
| PP |
3.259 |
3.259 |
3.259 |
3.280 |
| S1 |
3.172 |
3.172 |
3.274 |
3.216 |
| S2 |
3.052 |
3.052 |
3.255 |
|
| S3 |
2.845 |
2.965 |
3.236 |
|
| S4 |
2.638 |
2.758 |
3.179 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
3.996 |
3.319 |
|
| R3 |
3.866 |
3.667 |
3.228 |
|
| R2 |
3.537 |
3.537 |
3.198 |
|
| R1 |
3.338 |
3.338 |
3.168 |
3.273 |
| PP |
3.208 |
3.208 |
3.208 |
3.176 |
| S1 |
3.009 |
3.009 |
3.108 |
2.944 |
| S2 |
2.879 |
2.879 |
3.078 |
|
| S3 |
2.550 |
2.680 |
3.048 |
|
| S4 |
2.221 |
2.351 |
2.957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.391 |
3.079 |
0.312 |
9.5% |
0.153 |
4.7% |
69% |
False |
False |
49,536 |
| 10 |
3.479 |
3.079 |
0.400 |
12.1% |
0.135 |
4.1% |
54% |
False |
False |
46,947 |
| 20 |
3.479 |
3.079 |
0.400 |
12.1% |
0.109 |
3.3% |
54% |
False |
False |
41,987 |
| 40 |
3.479 |
3.054 |
0.425 |
12.9% |
0.092 |
2.8% |
56% |
False |
False |
35,399 |
| 60 |
3.479 |
2.785 |
0.694 |
21.1% |
0.083 |
2.5% |
73% |
False |
False |
31,223 |
| 80 |
3.479 |
2.778 |
0.701 |
21.3% |
0.075 |
2.3% |
73% |
False |
False |
28,958 |
| 100 |
3.479 |
2.778 |
0.701 |
21.3% |
0.072 |
2.2% |
73% |
False |
False |
26,791 |
| 120 |
3.479 |
2.778 |
0.701 |
21.3% |
0.071 |
2.2% |
73% |
False |
False |
25,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
3.887 |
|
1.618 |
3.680 |
|
1.000 |
3.552 |
|
0.618 |
3.473 |
|
HIGH |
3.345 |
|
0.618 |
3.266 |
|
0.500 |
3.242 |
|
0.382 |
3.217 |
|
LOW |
3.138 |
|
0.618 |
3.010 |
|
1.000 |
2.931 |
|
1.618 |
2.803 |
|
2.618 |
2.596 |
|
4.250 |
2.258 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.276 |
3.266 |
| PP |
3.259 |
3.239 |
| S1 |
3.242 |
3.212 |
|