NYMEX Natural Gas Future March 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 |
3.019 |
2.993 |
-0.026 |
-0.9% |
3.172 |
| High |
3.023 |
3.158 |
0.135 |
4.5% |
3.218 |
| Low |
2.935 |
2.987 |
0.052 |
1.8% |
2.935 |
| Close |
2.993 |
3.122 |
0.129 |
4.3% |
2.993 |
| Range |
0.088 |
0.171 |
0.083 |
94.3% |
0.283 |
| ATR |
0.090 |
0.095 |
0.006 |
6.5% |
0.000 |
| Volume |
40,202 |
36,179 |
-4,023 |
-10.0% |
162,006 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.602 |
3.533 |
3.216 |
|
| R3 |
3.431 |
3.362 |
3.169 |
|
| R2 |
3.260 |
3.260 |
3.153 |
|
| R1 |
3.191 |
3.191 |
3.138 |
3.226 |
| PP |
3.089 |
3.089 |
3.089 |
3.106 |
| S1 |
3.020 |
3.020 |
3.106 |
3.055 |
| S2 |
2.918 |
2.918 |
3.091 |
|
| S3 |
2.747 |
2.849 |
3.075 |
|
| S4 |
2.576 |
2.678 |
3.028 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.728 |
3.149 |
|
| R3 |
3.615 |
3.445 |
3.071 |
|
| R2 |
3.332 |
3.332 |
3.045 |
|
| R1 |
3.162 |
3.162 |
3.019 |
3.106 |
| PP |
3.049 |
3.049 |
3.049 |
3.020 |
| S1 |
2.879 |
2.879 |
2.967 |
2.823 |
| S2 |
2.766 |
2.766 |
2.941 |
|
| S3 |
2.483 |
2.596 |
2.915 |
|
| S4 |
2.200 |
2.313 |
2.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.199 |
2.935 |
0.264 |
8.5% |
0.128 |
4.1% |
71% |
False |
False |
33,695 |
| 10 |
3.261 |
2.935 |
0.326 |
10.4% |
0.111 |
3.6% |
57% |
False |
False |
30,026 |
| 20 |
3.261 |
2.935 |
0.326 |
10.4% |
0.093 |
3.0% |
57% |
False |
False |
26,179 |
| 40 |
3.261 |
2.896 |
0.365 |
11.7% |
0.078 |
2.5% |
62% |
False |
False |
22,088 |
| 60 |
3.261 |
2.660 |
0.601 |
19.3% |
0.070 |
2.3% |
77% |
False |
False |
18,717 |
| 80 |
3.261 |
2.653 |
0.608 |
19.5% |
0.064 |
2.1% |
77% |
False |
False |
16,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.885 |
|
2.618 |
3.606 |
|
1.618 |
3.435 |
|
1.000 |
3.329 |
|
0.618 |
3.264 |
|
HIGH |
3.158 |
|
0.618 |
3.093 |
|
0.500 |
3.073 |
|
0.382 |
3.052 |
|
LOW |
2.987 |
|
0.618 |
2.881 |
|
1.000 |
2.816 |
|
1.618 |
2.710 |
|
2.618 |
2.539 |
|
4.250 |
2.260 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.106 |
3.097 |
| PP |
3.089 |
3.072 |
| S1 |
3.073 |
3.047 |
|