NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.360 |
3.418 |
0.058 |
1.7% |
3.359 |
| High |
3.449 |
3.435 |
-0.014 |
-0.4% |
3.485 |
| Low |
3.302 |
3.379 |
0.077 |
2.3% |
3.294 |
| Close |
3.424 |
3.411 |
-0.013 |
-0.4% |
3.322 |
| Range |
0.147 |
0.056 |
-0.091 |
-61.9% |
0.191 |
| ATR |
0.107 |
0.104 |
-0.004 |
-3.4% |
0.000 |
| Volume |
48,903 |
34,465 |
-14,438 |
-29.5% |
195,305 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.550 |
3.442 |
|
| R3 |
3.520 |
3.494 |
3.426 |
|
| R2 |
3.464 |
3.464 |
3.421 |
|
| R1 |
3.438 |
3.438 |
3.416 |
3.423 |
| PP |
3.408 |
3.408 |
3.408 |
3.401 |
| S1 |
3.382 |
3.382 |
3.406 |
3.367 |
| S2 |
3.352 |
3.352 |
3.401 |
|
| S3 |
3.296 |
3.326 |
3.396 |
|
| S4 |
3.240 |
3.270 |
3.380 |
|
|
| 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 |
3.480 |
3.287 |
0.193 |
5.7% |
0.106 |
3.1% |
64% |
False |
False |
38,076 |
| 10 |
3.485 |
3.287 |
0.198 |
5.8% |
0.095 |
2.8% |
63% |
False |
False |
40,991 |
| 20 |
3.485 |
3.079 |
0.406 |
11.9% |
0.107 |
3.1% |
82% |
False |
False |
57,233 |
| 40 |
3.485 |
3.079 |
0.406 |
11.9% |
0.102 |
3.0% |
82% |
False |
False |
48,551 |
| 60 |
3.485 |
3.045 |
0.440 |
12.9% |
0.093 |
2.7% |
83% |
False |
False |
41,551 |
| 80 |
3.485 |
2.785 |
0.700 |
20.5% |
0.085 |
2.5% |
89% |
False |
False |
36,656 |
| 100 |
3.485 |
2.778 |
0.707 |
20.7% |
0.079 |
2.3% |
90% |
False |
False |
33,634 |
| 120 |
3.485 |
2.778 |
0.707 |
20.7% |
0.075 |
2.2% |
90% |
False |
False |
31,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.673 |
|
2.618 |
3.582 |
|
1.618 |
3.526 |
|
1.000 |
3.491 |
|
0.618 |
3.470 |
|
HIGH |
3.435 |
|
0.618 |
3.414 |
|
0.500 |
3.407 |
|
0.382 |
3.400 |
|
LOW |
3.379 |
|
0.618 |
3.344 |
|
1.000 |
3.323 |
|
1.618 |
3.288 |
|
2.618 |
3.232 |
|
4.250 |
3.141 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.410 |
3.397 |
| PP |
3.408 |
3.382 |
| S1 |
3.407 |
3.368 |
|