NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.334 |
3.179 |
-0.155 |
-4.6% |
3.232 |
| High |
3.342 |
3.264 |
-0.078 |
-2.3% |
3.420 |
| Low |
3.169 |
3.150 |
-0.019 |
-0.6% |
3.168 |
| Close |
3.214 |
3.221 |
0.007 |
0.2% |
3.348 |
| Range |
0.173 |
0.114 |
-0.059 |
-34.1% |
0.252 |
| ATR |
0.093 |
0.094 |
0.002 |
1.7% |
0.000 |
| Volume |
29,467 |
18,148 |
-11,319 |
-38.4% |
80,396 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.554 |
3.501 |
3.284 |
|
| R3 |
3.440 |
3.387 |
3.252 |
|
| R2 |
3.326 |
3.326 |
3.242 |
|
| R1 |
3.273 |
3.273 |
3.231 |
3.300 |
| PP |
3.212 |
3.212 |
3.212 |
3.225 |
| S1 |
3.159 |
3.159 |
3.211 |
3.186 |
| S2 |
3.098 |
3.098 |
3.200 |
|
| S3 |
2.984 |
3.045 |
3.190 |
|
| S4 |
2.870 |
2.931 |
3.158 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.068 |
3.960 |
3.487 |
|
| R3 |
3.816 |
3.708 |
3.417 |
|
| R2 |
3.564 |
3.564 |
3.394 |
|
| R1 |
3.456 |
3.456 |
3.371 |
3.510 |
| PP |
3.312 |
3.312 |
3.312 |
3.339 |
| S1 |
3.204 |
3.204 |
3.325 |
3.258 |
| S2 |
3.060 |
3.060 |
3.302 |
|
| S3 |
2.808 |
2.952 |
3.279 |
|
| S4 |
2.556 |
2.700 |
3.209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.420 |
3.150 |
0.270 |
8.4% |
0.110 |
3.4% |
26% |
False |
True |
19,088 |
| 10 |
3.420 |
3.123 |
0.297 |
9.2% |
0.113 |
3.5% |
33% |
False |
False |
16,776 |
| 20 |
3.420 |
3.123 |
0.297 |
9.2% |
0.093 |
2.9% |
33% |
False |
False |
15,067 |
| 40 |
3.420 |
3.005 |
0.415 |
12.9% |
0.081 |
2.5% |
52% |
False |
False |
12,471 |
| 60 |
3.420 |
2.756 |
0.664 |
20.6% |
0.073 |
2.3% |
70% |
False |
False |
10,336 |
| 80 |
3.420 |
2.750 |
0.670 |
20.8% |
0.068 |
2.1% |
70% |
False |
False |
9,298 |
| 100 |
3.420 |
2.750 |
0.670 |
20.8% |
0.065 |
2.0% |
70% |
False |
False |
8,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.562 |
|
1.618 |
3.448 |
|
1.000 |
3.378 |
|
0.618 |
3.334 |
|
HIGH |
3.264 |
|
0.618 |
3.220 |
|
0.500 |
3.207 |
|
0.382 |
3.194 |
|
LOW |
3.150 |
|
0.618 |
3.080 |
|
1.000 |
3.036 |
|
1.618 |
2.966 |
|
2.618 |
2.852 |
|
4.250 |
2.666 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.216 |
3.253 |
| PP |
3.212 |
3.242 |
| S1 |
3.207 |
3.232 |
|