NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
2.773 |
2.795 |
0.022 |
0.8% |
2.779 |
| High |
2.814 |
2.819 |
0.005 |
0.2% |
2.874 |
| Low |
2.753 |
2.729 |
-0.024 |
-0.9% |
2.752 |
| Close |
2.794 |
2.761 |
-0.033 |
-1.2% |
2.834 |
| Range |
0.061 |
0.090 |
0.029 |
47.5% |
0.122 |
| ATR |
0.054 |
0.057 |
0.003 |
4.8% |
0.000 |
| Volume |
13,699 |
23,713 |
10,014 |
73.1% |
108,533 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.040 |
2.990 |
2.811 |
|
| R3 |
2.950 |
2.900 |
2.786 |
|
| R2 |
2.860 |
2.860 |
2.778 |
|
| R1 |
2.810 |
2.810 |
2.769 |
2.790 |
| PP |
2.770 |
2.770 |
2.770 |
2.760 |
| S1 |
2.720 |
2.720 |
2.753 |
2.700 |
| S2 |
2.680 |
2.680 |
2.745 |
|
| S3 |
2.590 |
2.630 |
2.736 |
|
| S4 |
2.500 |
2.540 |
2.712 |
|
|
| 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 |
2.729 |
0.145 |
5.3% |
0.068 |
2.5% |
22% |
False |
True |
21,068 |
| 10 |
2.874 |
2.729 |
0.145 |
5.3% |
0.063 |
2.3% |
22% |
False |
True |
20,697 |
| 20 |
2.875 |
2.729 |
0.146 |
5.3% |
0.053 |
1.9% |
22% |
False |
True |
16,680 |
| 40 |
2.875 |
2.640 |
0.235 |
8.5% |
0.050 |
1.8% |
51% |
False |
False |
15,556 |
| 60 |
2.875 |
2.425 |
0.450 |
16.3% |
0.046 |
1.7% |
75% |
False |
False |
13,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.202 |
|
2.618 |
3.055 |
|
1.618 |
2.965 |
|
1.000 |
2.909 |
|
0.618 |
2.875 |
|
HIGH |
2.819 |
|
0.618 |
2.785 |
|
0.500 |
2.774 |
|
0.382 |
2.763 |
|
LOW |
2.729 |
|
0.618 |
2.673 |
|
1.000 |
2.639 |
|
1.618 |
2.583 |
|
2.618 |
2.493 |
|
4.250 |
2.347 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.774 |
2.792 |
| PP |
2.770 |
2.782 |
| S1 |
2.765 |
2.771 |
|