NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.363 |
3.345 |
-0.018 |
-0.5% |
3.147 |
| High |
3.395 |
3.365 |
-0.030 |
-0.9% |
3.398 |
| Low |
3.324 |
3.274 |
-0.050 |
-1.5% |
3.138 |
| Close |
3.379 |
3.332 |
-0.047 |
-1.4% |
3.347 |
| Range |
0.071 |
0.091 |
0.020 |
28.2% |
0.260 |
| ATR |
0.110 |
0.109 |
0.000 |
-0.3% |
0.000 |
| Volume |
91,098 |
56,162 |
-34,936 |
-38.3% |
389,822 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.597 |
3.555 |
3.382 |
|
| R3 |
3.506 |
3.464 |
3.357 |
|
| R2 |
3.415 |
3.415 |
3.349 |
|
| R1 |
3.373 |
3.373 |
3.340 |
3.349 |
| PP |
3.324 |
3.324 |
3.324 |
3.311 |
| S1 |
3.282 |
3.282 |
3.324 |
3.258 |
| S2 |
3.233 |
3.233 |
3.315 |
|
| S3 |
3.142 |
3.191 |
3.307 |
|
| S4 |
3.051 |
3.100 |
3.282 |
|
|
| 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 |
3.225 |
0.225 |
6.8% |
0.092 |
2.8% |
48% |
False |
False |
87,319 |
| 10 |
3.450 |
3.079 |
0.371 |
11.1% |
0.118 |
3.6% |
68% |
False |
False |
73,475 |
| 20 |
3.479 |
3.079 |
0.400 |
12.0% |
0.120 |
3.6% |
63% |
False |
False |
58,915 |
| 40 |
3.479 |
3.079 |
0.400 |
12.0% |
0.097 |
2.9% |
63% |
False |
False |
45,703 |
| 60 |
3.479 |
2.797 |
0.682 |
20.5% |
0.089 |
2.7% |
78% |
False |
False |
38,720 |
| 80 |
3.479 |
2.778 |
0.701 |
21.0% |
0.080 |
2.4% |
79% |
False |
False |
34,934 |
| 100 |
3.479 |
2.778 |
0.701 |
21.0% |
0.074 |
2.2% |
79% |
False |
False |
31,236 |
| 120 |
3.479 |
2.778 |
0.701 |
21.0% |
0.073 |
2.2% |
79% |
False |
False |
28,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.752 |
|
2.618 |
3.603 |
|
1.618 |
3.512 |
|
1.000 |
3.456 |
|
0.618 |
3.421 |
|
HIGH |
3.365 |
|
0.618 |
3.330 |
|
0.500 |
3.320 |
|
0.382 |
3.309 |
|
LOW |
3.274 |
|
0.618 |
3.218 |
|
1.000 |
3.183 |
|
1.618 |
3.127 |
|
2.618 |
3.036 |
|
4.250 |
2.887 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.328 |
3.362 |
| PP |
3.324 |
3.352 |
| S1 |
3.320 |
3.342 |
|