NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.120 |
3.074 |
-0.046 |
-1.5% |
3.195 |
| High |
3.133 |
3.169 |
0.036 |
1.1% |
3.232 |
| Low |
3.023 |
3.041 |
0.018 |
0.6% |
3.023 |
| Close |
3.097 |
3.154 |
0.057 |
1.8% |
3.154 |
| Range |
0.110 |
0.128 |
0.018 |
16.4% |
0.209 |
| ATR |
0.081 |
0.084 |
0.003 |
4.2% |
0.000 |
| Volume |
73,502 |
56,379 |
-17,123 |
-23.3% |
245,815 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.505 |
3.458 |
3.224 |
|
| R3 |
3.377 |
3.330 |
3.189 |
|
| R2 |
3.249 |
3.249 |
3.177 |
|
| R1 |
3.202 |
3.202 |
3.166 |
3.226 |
| PP |
3.121 |
3.121 |
3.121 |
3.133 |
| S1 |
3.074 |
3.074 |
3.142 |
3.098 |
| S2 |
2.993 |
2.993 |
3.131 |
|
| S3 |
2.865 |
2.946 |
3.119 |
|
| S4 |
2.737 |
2.818 |
3.084 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.763 |
3.668 |
3.269 |
|
| R3 |
3.554 |
3.459 |
3.211 |
|
| R2 |
3.345 |
3.345 |
3.192 |
|
| R1 |
3.250 |
3.250 |
3.173 |
3.193 |
| PP |
3.136 |
3.136 |
3.136 |
3.108 |
| S1 |
3.041 |
3.041 |
3.135 |
2.984 |
| S2 |
2.927 |
2.927 |
3.116 |
|
| S3 |
2.718 |
2.832 |
3.097 |
|
| S4 |
2.509 |
2.623 |
3.039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.232 |
3.023 |
0.209 |
6.6% |
0.093 |
3.0% |
63% |
False |
False |
49,163 |
| 10 |
3.319 |
3.023 |
0.296 |
9.4% |
0.085 |
2.7% |
44% |
False |
False |
46,399 |
| 20 |
3.329 |
3.023 |
0.306 |
9.7% |
0.088 |
2.8% |
43% |
False |
False |
43,502 |
| 40 |
3.329 |
2.709 |
0.620 |
19.7% |
0.082 |
2.6% |
72% |
False |
False |
33,673 |
| 60 |
3.329 |
2.637 |
0.692 |
21.9% |
0.074 |
2.3% |
75% |
False |
False |
28,382 |
| 80 |
3.329 |
2.637 |
0.692 |
21.9% |
0.068 |
2.1% |
75% |
False |
False |
24,840 |
| 100 |
3.329 |
2.637 |
0.692 |
21.9% |
0.067 |
2.1% |
75% |
False |
False |
22,063 |
| 120 |
3.329 |
2.592 |
0.737 |
23.4% |
0.067 |
2.1% |
76% |
False |
False |
20,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.713 |
|
2.618 |
3.504 |
|
1.618 |
3.376 |
|
1.000 |
3.297 |
|
0.618 |
3.248 |
|
HIGH |
3.169 |
|
0.618 |
3.120 |
|
0.500 |
3.105 |
|
0.382 |
3.090 |
|
LOW |
3.041 |
|
0.618 |
2.962 |
|
1.000 |
2.913 |
|
1.618 |
2.834 |
|
2.618 |
2.706 |
|
4.250 |
2.497 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.138 |
3.137 |
| PP |
3.121 |
3.121 |
| S1 |
3.105 |
3.104 |
|