NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.418 |
3.396 |
-0.022 |
-0.6% |
3.359 |
| High |
3.435 |
3.459 |
0.024 |
0.7% |
3.485 |
| Low |
3.379 |
3.276 |
-0.103 |
-3.0% |
3.294 |
| Close |
3.411 |
3.417 |
0.006 |
0.2% |
3.322 |
| Range |
0.056 |
0.183 |
0.127 |
226.8% |
0.191 |
| ATR |
0.104 |
0.109 |
0.006 |
5.5% |
0.000 |
| Volume |
34,465 |
67,131 |
32,666 |
94.8% |
195,305 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.933 |
3.858 |
3.518 |
|
| R3 |
3.750 |
3.675 |
3.467 |
|
| R2 |
3.567 |
3.567 |
3.451 |
|
| R1 |
3.492 |
3.492 |
3.434 |
3.530 |
| PP |
3.384 |
3.384 |
3.384 |
3.403 |
| S1 |
3.309 |
3.309 |
3.400 |
3.347 |
| S2 |
3.201 |
3.201 |
3.383 |
|
| S3 |
3.018 |
3.126 |
3.367 |
|
| S4 |
2.835 |
2.943 |
3.316 |
|
|
| 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 |
3.459 |
3.276 |
0.183 |
5.4% |
0.123 |
3.6% |
77% |
True |
True |
44,276 |
| 10 |
3.485 |
3.276 |
0.209 |
6.1% |
0.106 |
3.1% |
67% |
False |
True |
43,193 |
| 20 |
3.485 |
3.079 |
0.406 |
11.9% |
0.108 |
3.2% |
83% |
False |
False |
58,040 |
| 40 |
3.485 |
3.079 |
0.406 |
11.9% |
0.104 |
3.1% |
83% |
False |
False |
48,985 |
| 60 |
3.485 |
3.054 |
0.431 |
12.6% |
0.095 |
2.8% |
84% |
False |
False |
42,234 |
| 80 |
3.485 |
2.785 |
0.700 |
20.5% |
0.087 |
2.5% |
90% |
False |
False |
37,244 |
| 100 |
3.485 |
2.778 |
0.707 |
20.7% |
0.080 |
2.4% |
90% |
False |
False |
34,121 |
| 120 |
3.485 |
2.778 |
0.707 |
20.7% |
0.076 |
2.2% |
90% |
False |
False |
31,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.237 |
|
2.618 |
3.938 |
|
1.618 |
3.755 |
|
1.000 |
3.642 |
|
0.618 |
3.572 |
|
HIGH |
3.459 |
|
0.618 |
3.389 |
|
0.500 |
3.368 |
|
0.382 |
3.346 |
|
LOW |
3.276 |
|
0.618 |
3.163 |
|
1.000 |
3.093 |
|
1.618 |
2.980 |
|
2.618 |
2.797 |
|
4.250 |
2.498 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.401 |
3.401 |
| PP |
3.384 |
3.384 |
| S1 |
3.368 |
3.368 |
|