NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.097 |
3.129 |
0.032 |
1.0% |
2.993 |
| High |
3.146 |
3.216 |
0.070 |
2.2% |
3.216 |
| Low |
3.072 |
3.128 |
0.056 |
1.8% |
2.987 |
| Close |
3.146 |
3.192 |
0.046 |
1.5% |
3.192 |
| Range |
0.074 |
0.088 |
0.014 |
18.9% |
0.229 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
42,628 |
52,037 |
9,409 |
22.1% |
195,647 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.405 |
3.240 |
|
| R3 |
3.355 |
3.317 |
3.216 |
|
| R2 |
3.267 |
3.267 |
3.208 |
|
| R1 |
3.229 |
3.229 |
3.200 |
3.248 |
| PP |
3.179 |
3.179 |
3.179 |
3.188 |
| S1 |
3.141 |
3.141 |
3.184 |
3.160 |
| S2 |
3.091 |
3.091 |
3.176 |
|
| S3 |
3.003 |
3.053 |
3.168 |
|
| S4 |
2.915 |
2.965 |
3.144 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.734 |
3.318 |
|
| R3 |
3.590 |
3.505 |
3.255 |
|
| R2 |
3.361 |
3.361 |
3.234 |
|
| R1 |
3.276 |
3.276 |
3.213 |
3.319 |
| PP |
3.132 |
3.132 |
3.132 |
3.153 |
| S1 |
3.047 |
3.047 |
3.171 |
3.090 |
| S2 |
2.903 |
2.903 |
3.150 |
|
| S3 |
2.674 |
2.818 |
3.129 |
|
| S4 |
2.445 |
2.589 |
3.066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.216 |
2.987 |
0.229 |
7.2% |
0.110 |
3.4% |
90% |
True |
False |
39,129 |
| 10 |
3.218 |
2.935 |
0.283 |
8.9% |
0.109 |
3.4% |
91% |
False |
False |
35,765 |
| 20 |
3.261 |
2.935 |
0.326 |
10.2% |
0.099 |
3.1% |
79% |
False |
False |
29,549 |
| 40 |
3.261 |
2.935 |
0.326 |
10.2% |
0.082 |
2.6% |
79% |
False |
False |
24,756 |
| 60 |
3.261 |
2.660 |
0.601 |
18.8% |
0.074 |
2.3% |
89% |
False |
False |
20,731 |
| 80 |
3.261 |
2.653 |
0.608 |
19.0% |
0.067 |
2.1% |
89% |
False |
False |
18,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.446 |
|
1.618 |
3.358 |
|
1.000 |
3.304 |
|
0.618 |
3.270 |
|
HIGH |
3.216 |
|
0.618 |
3.182 |
|
0.500 |
3.172 |
|
0.382 |
3.162 |
|
LOW |
3.128 |
|
0.618 |
3.074 |
|
1.000 |
3.040 |
|
1.618 |
2.986 |
|
2.618 |
2.898 |
|
4.250 |
2.754 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.185 |
3.173 |
| PP |
3.179 |
3.153 |
| S1 |
3.172 |
3.134 |
|