NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.283 |
3.314 |
0.031 |
0.9% |
3.249 |
| High |
3.330 |
3.325 |
-0.005 |
-0.2% |
3.389 |
| Low |
3.256 |
3.265 |
0.009 |
0.3% |
3.214 |
| Close |
3.323 |
3.273 |
-0.050 |
-1.5% |
3.350 |
| Range |
0.074 |
0.060 |
-0.014 |
-18.9% |
0.175 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.3% |
0.000 |
| Volume |
18,081 |
9,446 |
-8,635 |
-47.8% |
74,594 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.430 |
3.306 |
|
| R3 |
3.408 |
3.370 |
3.290 |
|
| R2 |
3.348 |
3.348 |
3.284 |
|
| R1 |
3.310 |
3.310 |
3.279 |
3.299 |
| PP |
3.288 |
3.288 |
3.288 |
3.282 |
| S1 |
3.250 |
3.250 |
3.268 |
3.239 |
| S2 |
3.228 |
3.228 |
3.262 |
|
| S3 |
3.168 |
3.190 |
3.257 |
|
| S4 |
3.108 |
3.130 |
3.240 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.843 |
3.771 |
3.446 |
|
| R3 |
3.668 |
3.596 |
3.398 |
|
| R2 |
3.493 |
3.493 |
3.382 |
|
| R1 |
3.421 |
3.421 |
3.366 |
3.457 |
| PP |
3.318 |
3.318 |
3.318 |
3.336 |
| S1 |
3.246 |
3.246 |
3.334 |
3.282 |
| S2 |
3.143 |
3.143 |
3.318 |
|
| S3 |
2.968 |
3.071 |
3.302 |
|
| S4 |
2.793 |
2.896 |
3.254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.389 |
3.256 |
0.133 |
4.1% |
0.072 |
2.2% |
13% |
False |
False |
13,555 |
| 10 |
3.389 |
3.150 |
0.239 |
7.3% |
0.083 |
2.5% |
51% |
False |
False |
14,519 |
| 20 |
3.389 |
3.037 |
0.352 |
10.8% |
0.071 |
2.2% |
67% |
False |
False |
12,071 |
| 40 |
3.389 |
2.756 |
0.633 |
19.3% |
0.068 |
2.1% |
82% |
False |
False |
9,433 |
| 60 |
3.389 |
2.750 |
0.639 |
19.5% |
0.061 |
1.9% |
82% |
False |
False |
8,371 |
| 80 |
3.389 |
2.750 |
0.639 |
19.5% |
0.059 |
1.8% |
82% |
False |
False |
7,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.580 |
|
2.618 |
3.482 |
|
1.618 |
3.422 |
|
1.000 |
3.385 |
|
0.618 |
3.362 |
|
HIGH |
3.325 |
|
0.618 |
3.302 |
|
0.500 |
3.295 |
|
0.382 |
3.288 |
|
LOW |
3.265 |
|
0.618 |
3.228 |
|
1.000 |
3.205 |
|
1.618 |
3.168 |
|
2.618 |
3.108 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.311 |
| PP |
3.288 |
3.298 |
| S1 |
3.280 |
3.286 |
|