NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.353 |
3.396 |
0.043 |
1.3% |
3.420 |
| High |
3.424 |
3.446 |
0.022 |
0.6% |
3.450 |
| Low |
3.350 |
3.375 |
0.025 |
0.7% |
3.274 |
| Close |
3.396 |
3.405 |
0.009 |
0.3% |
3.405 |
| Range |
0.074 |
0.071 |
-0.003 |
-4.1% |
0.176 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.4% |
0.000 |
| Volume |
45,110 |
49,301 |
4,191 |
9.3% |
333,849 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.622 |
3.584 |
3.444 |
|
| R3 |
3.551 |
3.513 |
3.425 |
|
| R2 |
3.480 |
3.480 |
3.418 |
|
| R1 |
3.442 |
3.442 |
3.412 |
3.461 |
| PP |
3.409 |
3.409 |
3.409 |
3.418 |
| S1 |
3.371 |
3.371 |
3.398 |
3.390 |
| S2 |
3.338 |
3.338 |
3.392 |
|
| S3 |
3.267 |
3.300 |
3.385 |
|
| S4 |
3.196 |
3.229 |
3.366 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.831 |
3.502 |
|
| R3 |
3.728 |
3.655 |
3.453 |
|
| R2 |
3.552 |
3.552 |
3.437 |
|
| R1 |
3.479 |
3.479 |
3.421 |
3.428 |
| PP |
3.376 |
3.376 |
3.376 |
3.351 |
| S1 |
3.303 |
3.303 |
3.389 |
3.252 |
| S2 |
3.200 |
3.200 |
3.373 |
|
| S3 |
3.024 |
3.127 |
3.357 |
|
| S4 |
2.848 |
2.951 |
3.308 |
|
|
| 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% |
0.082 |
2.4% |
74% |
False |
False |
66,769 |
| 10 |
3.450 |
3.138 |
0.312 |
9.2% |
0.107 |
3.1% |
86% |
False |
False |
72,367 |
| 20 |
3.479 |
3.079 |
0.400 |
11.7% |
0.116 |
3.4% |
82% |
False |
False |
59,282 |
| 40 |
3.479 |
3.079 |
0.400 |
11.7% |
0.099 |
2.9% |
82% |
False |
False |
47,264 |
| 60 |
3.479 |
2.835 |
0.644 |
18.9% |
0.090 |
2.6% |
89% |
False |
False |
39,725 |
| 80 |
3.479 |
2.778 |
0.701 |
20.6% |
0.081 |
2.4% |
89% |
False |
False |
35,603 |
| 100 |
3.479 |
2.778 |
0.701 |
20.6% |
0.074 |
2.2% |
89% |
False |
False |
31,957 |
| 120 |
3.479 |
2.778 |
0.701 |
20.6% |
0.073 |
2.1% |
89% |
False |
False |
29,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.748 |
|
2.618 |
3.632 |
|
1.618 |
3.561 |
|
1.000 |
3.517 |
|
0.618 |
3.490 |
|
HIGH |
3.446 |
|
0.618 |
3.419 |
|
0.500 |
3.411 |
|
0.382 |
3.402 |
|
LOW |
3.375 |
|
0.618 |
3.331 |
|
1.000 |
3.304 |
|
1.618 |
3.260 |
|
2.618 |
3.189 |
|
4.250 |
3.073 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.411 |
3.390 |
| PP |
3.409 |
3.375 |
| S1 |
3.407 |
3.360 |
|