NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.133 |
3.100 |
-0.033 |
-1.1% |
3.313 |
| High |
3.138 |
3.295 |
0.157 |
5.0% |
3.356 |
| Low |
3.041 |
3.097 |
0.056 |
1.8% |
3.041 |
| Close |
3.100 |
3.247 |
0.147 |
4.7% |
3.100 |
| Range |
0.097 |
0.198 |
0.101 |
104.1% |
0.315 |
| ATR |
0.100 |
0.107 |
0.007 |
7.0% |
0.000 |
| Volume |
30,864 |
26,300 |
-4,564 |
-14.8% |
110,991 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.807 |
3.725 |
3.356 |
|
| R3 |
3.609 |
3.527 |
3.301 |
|
| R2 |
3.411 |
3.411 |
3.283 |
|
| R1 |
3.329 |
3.329 |
3.265 |
3.370 |
| PP |
3.213 |
3.213 |
3.213 |
3.234 |
| S1 |
3.131 |
3.131 |
3.229 |
3.172 |
| S2 |
3.015 |
3.015 |
3.211 |
|
| S3 |
2.817 |
2.933 |
3.193 |
|
| S4 |
2.619 |
2.735 |
3.138 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
3.920 |
3.273 |
|
| R3 |
3.796 |
3.605 |
3.187 |
|
| R2 |
3.481 |
3.481 |
3.158 |
|
| R1 |
3.290 |
3.290 |
3.129 |
3.228 |
| PP |
3.166 |
3.166 |
3.166 |
3.135 |
| S1 |
2.975 |
2.975 |
3.071 |
2.913 |
| S2 |
2.851 |
2.851 |
3.042 |
|
| S3 |
2.536 |
2.660 |
3.013 |
|
| S4 |
2.221 |
2.345 |
2.927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.342 |
3.041 |
0.301 |
9.3% |
0.147 |
4.5% |
68% |
False |
False |
24,939 |
| 10 |
3.420 |
3.041 |
0.379 |
11.7% |
0.127 |
3.9% |
54% |
False |
False |
20,378 |
| 20 |
3.420 |
3.041 |
0.379 |
11.7% |
0.104 |
3.2% |
54% |
False |
False |
16,460 |
| 40 |
3.420 |
3.012 |
0.408 |
12.6% |
0.087 |
2.7% |
58% |
False |
False |
13,740 |
| 60 |
3.420 |
2.756 |
0.664 |
20.4% |
0.078 |
2.4% |
74% |
False |
False |
11,323 |
| 80 |
3.420 |
2.750 |
0.670 |
20.6% |
0.071 |
2.2% |
74% |
False |
False |
10,025 |
| 100 |
3.420 |
2.750 |
0.670 |
20.6% |
0.068 |
2.1% |
74% |
False |
False |
9,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.137 |
|
2.618 |
3.813 |
|
1.618 |
3.615 |
|
1.000 |
3.493 |
|
0.618 |
3.417 |
|
HIGH |
3.295 |
|
0.618 |
3.219 |
|
0.500 |
3.196 |
|
0.382 |
3.173 |
|
LOW |
3.097 |
|
0.618 |
2.975 |
|
1.000 |
2.899 |
|
1.618 |
2.777 |
|
2.618 |
2.579 |
|
4.250 |
2.256 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.230 |
3.221 |
| PP |
3.213 |
3.194 |
| S1 |
3.196 |
3.168 |
|