NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.183 |
3.219 |
0.036 |
1.1% |
3.313 |
| High |
3.303 |
3.261 |
-0.042 |
-1.3% |
3.356 |
| Low |
3.175 |
3.183 |
0.008 |
0.3% |
3.041 |
| Close |
3.248 |
3.258 |
0.010 |
0.3% |
3.100 |
| Range |
0.128 |
0.078 |
-0.050 |
-39.1% |
0.315 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.0% |
0.000 |
| Volume |
24,742 |
24,704 |
-38 |
-0.2% |
110,991 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.441 |
3.301 |
|
| R3 |
3.390 |
3.363 |
3.279 |
|
| R2 |
3.312 |
3.312 |
3.272 |
|
| R1 |
3.285 |
3.285 |
3.265 |
3.299 |
| PP |
3.234 |
3.234 |
3.234 |
3.241 |
| S1 |
3.207 |
3.207 |
3.251 |
3.221 |
| S2 |
3.156 |
3.156 |
3.244 |
|
| S3 |
3.078 |
3.129 |
3.237 |
|
| S4 |
3.000 |
3.051 |
3.215 |
|
|
| 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 |
3.304 |
3.041 |
0.263 |
8.1% |
0.124 |
3.8% |
83% |
False |
False |
24,668 |
| 10 |
3.420 |
3.041 |
0.379 |
11.6% |
0.121 |
3.7% |
57% |
False |
False |
21,775 |
| 20 |
3.420 |
3.041 |
0.379 |
11.6% |
0.109 |
3.3% |
57% |
False |
False |
17,726 |
| 40 |
3.420 |
3.037 |
0.383 |
11.8% |
0.090 |
2.8% |
58% |
False |
False |
14,899 |
| 60 |
3.420 |
2.756 |
0.664 |
20.4% |
0.082 |
2.5% |
76% |
False |
False |
12,198 |
| 80 |
3.420 |
2.750 |
0.670 |
20.6% |
0.073 |
2.2% |
76% |
False |
False |
10,710 |
| 100 |
3.420 |
2.750 |
0.670 |
20.6% |
0.069 |
2.1% |
76% |
False |
False |
9,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.593 |
|
2.618 |
3.465 |
|
1.618 |
3.387 |
|
1.000 |
3.339 |
|
0.618 |
3.309 |
|
HIGH |
3.261 |
|
0.618 |
3.231 |
|
0.500 |
3.222 |
|
0.382 |
3.213 |
|
LOW |
3.183 |
|
0.618 |
3.135 |
|
1.000 |
3.105 |
|
1.618 |
3.057 |
|
2.618 |
2.979 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.246 |
3.252 |
| PP |
3.234 |
3.246 |
| S1 |
3.222 |
3.240 |
|