NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.074 |
3.116 |
0.042 |
1.4% |
3.195 |
| High |
3.169 |
3.232 |
0.063 |
2.0% |
3.232 |
| Low |
3.041 |
3.110 |
0.069 |
2.3% |
3.023 |
| Close |
3.154 |
3.186 |
0.032 |
1.0% |
3.154 |
| Range |
0.128 |
0.122 |
-0.006 |
-4.7% |
0.209 |
| ATR |
0.084 |
0.087 |
0.003 |
3.2% |
0.000 |
| Volume |
56,379 |
70,405 |
14,026 |
24.9% |
245,815 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.542 |
3.486 |
3.253 |
|
| R3 |
3.420 |
3.364 |
3.220 |
|
| R2 |
3.298 |
3.298 |
3.208 |
|
| R1 |
3.242 |
3.242 |
3.197 |
3.270 |
| PP |
3.176 |
3.176 |
3.176 |
3.190 |
| S1 |
3.120 |
3.120 |
3.175 |
3.148 |
| S2 |
3.054 |
3.054 |
3.164 |
|
| S3 |
2.932 |
2.998 |
3.152 |
|
| S4 |
2.810 |
2.876 |
3.119 |
|
|
| 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% |
0.099 |
3.1% |
78% |
True |
False |
53,706 |
| 10 |
3.293 |
3.023 |
0.270 |
8.5% |
0.089 |
2.8% |
60% |
False |
False |
48,519 |
| 20 |
3.329 |
3.023 |
0.306 |
9.6% |
0.089 |
2.8% |
53% |
False |
False |
45,686 |
| 40 |
3.329 |
2.737 |
0.592 |
18.6% |
0.084 |
2.6% |
76% |
False |
False |
35,142 |
| 60 |
3.329 |
2.645 |
0.684 |
21.5% |
0.075 |
2.4% |
79% |
False |
False |
29,216 |
| 80 |
3.329 |
2.637 |
0.692 |
21.7% |
0.068 |
2.1% |
79% |
False |
False |
25,566 |
| 100 |
3.329 |
2.637 |
0.692 |
21.7% |
0.068 |
2.1% |
79% |
False |
False |
22,699 |
| 120 |
3.329 |
2.592 |
0.737 |
23.1% |
0.068 |
2.1% |
81% |
False |
False |
20,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.751 |
|
2.618 |
3.551 |
|
1.618 |
3.429 |
|
1.000 |
3.354 |
|
0.618 |
3.307 |
|
HIGH |
3.232 |
|
0.618 |
3.185 |
|
0.500 |
3.171 |
|
0.382 |
3.157 |
|
LOW |
3.110 |
|
0.618 |
3.035 |
|
1.000 |
2.988 |
|
1.618 |
2.913 |
|
2.618 |
2.791 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.181 |
3.167 |
| PP |
3.176 |
3.147 |
| S1 |
3.171 |
3.128 |
|