NYMEX Natural Gas Future April 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 |
2.846 |
2.773 |
-0.073 |
-2.6% |
2.779 |
| High |
2.855 |
2.814 |
-0.041 |
-1.4% |
2.874 |
| Low |
2.767 |
2.753 |
-0.014 |
-0.5% |
2.752 |
| Close |
2.796 |
2.794 |
-0.002 |
-0.1% |
2.834 |
| Range |
0.088 |
0.061 |
-0.027 |
-30.7% |
0.122 |
| ATR |
0.053 |
0.054 |
0.001 |
1.0% |
0.000 |
| Volume |
25,916 |
13,699 |
-12,217 |
-47.1% |
108,533 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.970 |
2.943 |
2.828 |
|
| R3 |
2.909 |
2.882 |
2.811 |
|
| R2 |
2.848 |
2.848 |
2.805 |
|
| R1 |
2.821 |
2.821 |
2.800 |
2.835 |
| PP |
2.787 |
2.787 |
2.787 |
2.794 |
| S1 |
2.760 |
2.760 |
2.788 |
2.774 |
| S2 |
2.726 |
2.726 |
2.783 |
|
| S3 |
2.665 |
2.699 |
2.777 |
|
| S4 |
2.604 |
2.638 |
2.760 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.132 |
2.901 |
|
| R3 |
3.064 |
3.010 |
2.868 |
|
| R2 |
2.942 |
2.942 |
2.856 |
|
| R1 |
2.888 |
2.888 |
2.845 |
2.915 |
| PP |
2.820 |
2.820 |
2.820 |
2.834 |
| S1 |
2.766 |
2.766 |
2.823 |
2.793 |
| S2 |
2.698 |
2.698 |
2.812 |
|
| S3 |
2.576 |
2.644 |
2.800 |
|
| S4 |
2.454 |
2.522 |
2.767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.874 |
2.753 |
0.121 |
4.3% |
0.060 |
2.2% |
34% |
False |
True |
21,046 |
| 10 |
2.874 |
2.752 |
0.122 |
4.4% |
0.061 |
2.2% |
34% |
False |
False |
20,910 |
| 20 |
2.875 |
2.752 |
0.123 |
4.4% |
0.052 |
1.9% |
34% |
False |
False |
16,518 |
| 40 |
2.875 |
2.630 |
0.245 |
8.8% |
0.048 |
1.7% |
67% |
False |
False |
15,368 |
| 60 |
2.875 |
2.425 |
0.450 |
16.1% |
0.045 |
1.6% |
82% |
False |
False |
13,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.073 |
|
2.618 |
2.974 |
|
1.618 |
2.913 |
|
1.000 |
2.875 |
|
0.618 |
2.852 |
|
HIGH |
2.814 |
|
0.618 |
2.791 |
|
0.500 |
2.784 |
|
0.382 |
2.776 |
|
LOW |
2.753 |
|
0.618 |
2.715 |
|
1.000 |
2.692 |
|
1.618 |
2.654 |
|
2.618 |
2.593 |
|
4.250 |
2.494 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.791 |
2.809 |
| PP |
2.787 |
2.804 |
| S1 |
2.784 |
2.799 |
|