NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.345 |
3.353 |
0.008 |
0.2% |
3.147 |
| High |
3.365 |
3.424 |
0.059 |
1.8% |
3.398 |
| Low |
3.274 |
3.350 |
0.076 |
2.3% |
3.138 |
| Close |
3.332 |
3.396 |
0.064 |
1.9% |
3.347 |
| Range |
0.091 |
0.074 |
-0.017 |
-18.7% |
0.260 |
| ATR |
0.109 |
0.108 |
-0.001 |
-1.1% |
0.000 |
| Volume |
56,162 |
45,110 |
-11,052 |
-19.7% |
389,822 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.612 |
3.578 |
3.437 |
|
| R3 |
3.538 |
3.504 |
3.416 |
|
| R2 |
3.464 |
3.464 |
3.410 |
|
| R1 |
3.430 |
3.430 |
3.403 |
3.447 |
| PP |
3.390 |
3.390 |
3.390 |
3.399 |
| S1 |
3.356 |
3.356 |
3.389 |
3.373 |
| S2 |
3.316 |
3.316 |
3.382 |
|
| S3 |
3.242 |
3.282 |
3.376 |
|
| S4 |
3.168 |
3.208 |
3.355 |
|
|
| 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 |
3.274 |
0.176 |
5.2% |
0.091 |
2.7% |
69% |
False |
False |
77,174 |
| 10 |
3.450 |
3.079 |
0.371 |
10.9% |
0.110 |
3.2% |
85% |
False |
False |
72,888 |
| 20 |
3.479 |
3.079 |
0.400 |
11.8% |
0.118 |
3.5% |
79% |
False |
False |
58,584 |
| 40 |
3.479 |
3.079 |
0.400 |
11.8% |
0.098 |
2.9% |
79% |
False |
False |
46,496 |
| 60 |
3.479 |
2.800 |
0.679 |
20.0% |
0.090 |
2.6% |
88% |
False |
False |
39,236 |
| 80 |
3.479 |
2.778 |
0.701 |
20.6% |
0.081 |
2.4% |
88% |
False |
False |
35,233 |
| 100 |
3.479 |
2.778 |
0.701 |
20.6% |
0.074 |
2.2% |
88% |
False |
False |
31,575 |
| 120 |
3.479 |
2.778 |
0.701 |
20.6% |
0.073 |
2.1% |
88% |
False |
False |
29,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.739 |
|
2.618 |
3.618 |
|
1.618 |
3.544 |
|
1.000 |
3.498 |
|
0.618 |
3.470 |
|
HIGH |
3.424 |
|
0.618 |
3.396 |
|
0.500 |
3.387 |
|
0.382 |
3.378 |
|
LOW |
3.350 |
|
0.618 |
3.304 |
|
1.000 |
3.276 |
|
1.618 |
3.230 |
|
2.618 |
3.156 |
|
4.250 |
3.036 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.393 |
3.380 |
| PP |
3.390 |
3.365 |
| S1 |
3.387 |
3.349 |
|