NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.396 |
3.359 |
-0.037 |
-1.1% |
3.420 |
| High |
3.446 |
3.437 |
-0.009 |
-0.3% |
3.450 |
| Low |
3.375 |
3.348 |
-0.027 |
-0.8% |
3.274 |
| Close |
3.405 |
3.414 |
0.009 |
0.3% |
3.405 |
| Range |
0.071 |
0.089 |
0.018 |
25.4% |
0.176 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.1% |
0.000 |
| Volume |
49,301 |
44,713 |
-4,588 |
-9.3% |
333,849 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.629 |
3.463 |
|
| R3 |
3.578 |
3.540 |
3.438 |
|
| R2 |
3.489 |
3.489 |
3.430 |
|
| R1 |
3.451 |
3.451 |
3.422 |
3.470 |
| PP |
3.400 |
3.400 |
3.400 |
3.409 |
| S1 |
3.362 |
3.362 |
3.406 |
3.381 |
| S2 |
3.311 |
3.311 |
3.398 |
|
| S3 |
3.222 |
3.273 |
3.390 |
|
| S4 |
3.133 |
3.184 |
3.365 |
|
|
| 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 |
3.446 |
3.274 |
0.172 |
5.0% |
0.079 |
2.3% |
81% |
False |
False |
57,276 |
| 10 |
3.450 |
3.219 |
0.231 |
6.8% |
0.095 |
2.8% |
84% |
False |
False |
71,634 |
| 20 |
3.479 |
3.079 |
0.400 |
11.7% |
0.115 |
3.4% |
84% |
False |
False |
59,290 |
| 40 |
3.479 |
3.079 |
0.400 |
11.7% |
0.099 |
2.9% |
84% |
False |
False |
47,740 |
| 60 |
3.479 |
2.865 |
0.614 |
18.0% |
0.090 |
2.6% |
89% |
False |
False |
40,209 |
| 80 |
3.479 |
2.783 |
0.696 |
20.4% |
0.081 |
2.4% |
91% |
False |
False |
35,799 |
| 100 |
3.479 |
2.778 |
0.701 |
20.5% |
0.075 |
2.2% |
91% |
False |
False |
32,245 |
| 120 |
3.479 |
2.778 |
0.701 |
20.5% |
0.073 |
2.1% |
91% |
False |
False |
29,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.815 |
|
2.618 |
3.670 |
|
1.618 |
3.581 |
|
1.000 |
3.526 |
|
0.618 |
3.492 |
|
HIGH |
3.437 |
|
0.618 |
3.403 |
|
0.500 |
3.393 |
|
0.382 |
3.382 |
|
LOW |
3.348 |
|
0.618 |
3.293 |
|
1.000 |
3.259 |
|
1.618 |
3.204 |
|
2.618 |
3.115 |
|
4.250 |
2.970 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.408 |
| PP |
3.400 |
3.403 |
| S1 |
3.393 |
3.397 |
|