NYMEX Natural Gas Future January 2021
Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
3.420 |
3.363 |
-0.057 |
-1.7% |
3.147 |
High |
3.450 |
3.395 |
-0.055 |
-1.6% |
3.398 |
Low |
3.349 |
3.324 |
-0.025 |
-0.7% |
3.138 |
Close |
3.401 |
3.379 |
-0.022 |
-0.6% |
3.347 |
Range |
0.101 |
0.071 |
-0.030 |
-29.7% |
0.260 |
ATR |
0.112 |
0.110 |
-0.003 |
-2.2% |
0.000 |
Volume |
92,178 |
91,098 |
-1,080 |
-1.2% |
389,822 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.579 |
3.550 |
3.418 |
|
R3 |
3.508 |
3.479 |
3.399 |
|
R2 |
3.437 |
3.437 |
3.392 |
|
R1 |
3.408 |
3.408 |
3.386 |
3.423 |
PP |
3.366 |
3.366 |
3.366 |
3.373 |
S1 |
3.337 |
3.337 |
3.372 |
3.352 |
S2 |
3.295 |
3.295 |
3.366 |
|
S3 |
3.224 |
3.266 |
3.359 |
|
S4 |
3.153 |
3.195 |
3.340 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.074 |
3.971 |
3.490 |
|
R3 |
3.814 |
3.711 |
3.419 |
|
R2 |
3.554 |
3.554 |
3.395 |
|
R1 |
3.451 |
3.451 |
3.371 |
3.503 |
PP |
3.294 |
3.294 |
3.294 |
3.320 |
S1 |
3.191 |
3.191 |
3.323 |
3.243 |
S2 |
3.034 |
3.034 |
3.299 |
|
S3 |
2.774 |
2.931 |
3.276 |
|
S4 |
2.514 |
2.671 |
3.204 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.450 |
3.219 |
0.231 |
6.8% |
0.101 |
3.0% |
69% |
False |
False |
95,959 |
10 |
3.450 |
3.079 |
0.371 |
11.0% |
0.121 |
3.6% |
81% |
False |
False |
71,631 |
20 |
3.479 |
3.079 |
0.400 |
11.8% |
0.119 |
3.5% |
75% |
False |
False |
57,559 |
40 |
3.479 |
3.079 |
0.400 |
11.8% |
0.097 |
2.9% |
75% |
False |
False |
45,030 |
60 |
3.479 |
2.797 |
0.682 |
20.2% |
0.088 |
2.6% |
85% |
False |
False |
38,010 |
80 |
3.479 |
2.778 |
0.701 |
20.7% |
0.080 |
2.4% |
86% |
False |
False |
34,445 |
100 |
3.479 |
2.778 |
0.701 |
20.7% |
0.074 |
2.2% |
86% |
False |
False |
30,803 |
120 |
3.479 |
2.778 |
0.701 |
20.7% |
0.072 |
2.1% |
86% |
False |
False |
28,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.697 |
2.618 |
3.581 |
1.618 |
3.510 |
1.000 |
3.466 |
0.618 |
3.439 |
HIGH |
3.395 |
0.618 |
3.368 |
0.500 |
3.360 |
0.382 |
3.351 |
LOW |
3.324 |
0.618 |
3.280 |
1.000 |
3.253 |
1.618 |
3.209 |
2.618 |
3.138 |
4.250 |
3.022 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
3.373 |
3.375 |
PP |
3.366 |
3.370 |
S1 |
3.360 |
3.366 |
|