NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.384 |
3.298 |
-0.086 |
-2.5% |
3.359 |
| High |
3.402 |
3.410 |
0.008 |
0.2% |
3.485 |
| Low |
3.294 |
3.287 |
-0.007 |
-0.2% |
3.294 |
| Close |
3.322 |
3.371 |
0.049 |
1.5% |
3.322 |
| Range |
0.108 |
0.123 |
0.015 |
13.9% |
0.191 |
| ATR |
0.103 |
0.104 |
0.001 |
1.4% |
0.000 |
| Volume |
34,057 |
36,827 |
2,770 |
8.1% |
195,305 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.671 |
3.439 |
|
| R3 |
3.602 |
3.548 |
3.405 |
|
| R2 |
3.479 |
3.479 |
3.394 |
|
| R1 |
3.425 |
3.425 |
3.382 |
3.452 |
| PP |
3.356 |
3.356 |
3.356 |
3.370 |
| S1 |
3.302 |
3.302 |
3.360 |
3.329 |
| S2 |
3.233 |
3.233 |
3.348 |
|
| S3 |
3.110 |
3.179 |
3.337 |
|
| S4 |
2.987 |
3.056 |
3.303 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.822 |
3.427 |
|
| R3 |
3.749 |
3.631 |
3.375 |
|
| R2 |
3.558 |
3.558 |
3.357 |
|
| R1 |
3.440 |
3.440 |
3.340 |
3.404 |
| PP |
3.367 |
3.367 |
3.367 |
3.349 |
| S1 |
3.249 |
3.249 |
3.304 |
3.213 |
| S2 |
3.176 |
3.176 |
3.287 |
|
| S3 |
2.985 |
3.058 |
3.269 |
|
| S4 |
2.794 |
2.867 |
3.217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.485 |
3.287 |
0.198 |
5.9% |
0.103 |
3.1% |
42% |
False |
True |
37,483 |
| 10 |
3.485 |
3.274 |
0.211 |
6.3% |
0.091 |
2.7% |
46% |
False |
False |
47,380 |
| 20 |
3.485 |
3.079 |
0.406 |
12.0% |
0.112 |
3.3% |
72% |
False |
False |
57,571 |
| 40 |
3.485 |
3.079 |
0.406 |
12.0% |
0.102 |
3.0% |
72% |
False |
False |
48,449 |
| 60 |
3.485 |
2.933 |
0.552 |
16.4% |
0.093 |
2.8% |
79% |
False |
False |
41,512 |
| 80 |
3.485 |
2.785 |
0.700 |
20.8% |
0.084 |
2.5% |
84% |
False |
False |
36,546 |
| 100 |
3.485 |
2.778 |
0.707 |
21.0% |
0.078 |
2.3% |
84% |
False |
False |
33,203 |
| 120 |
3.485 |
2.778 |
0.707 |
21.0% |
0.074 |
2.2% |
84% |
False |
False |
30,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.732 |
|
1.618 |
3.609 |
|
1.000 |
3.533 |
|
0.618 |
3.486 |
|
HIGH |
3.410 |
|
0.618 |
3.363 |
|
0.500 |
3.349 |
|
0.382 |
3.334 |
|
LOW |
3.287 |
|
0.618 |
3.211 |
|
1.000 |
3.164 |
|
1.618 |
3.088 |
|
2.618 |
2.965 |
|
4.250 |
2.764 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.364 |
3.384 |
| PP |
3.356 |
3.379 |
| S1 |
3.349 |
3.375 |
|