NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.257 |
3.281 |
0.024 |
0.7% |
3.196 |
| High |
3.319 |
3.293 |
-0.026 |
-0.8% |
3.329 |
| Low |
3.229 |
3.194 |
-0.035 |
-1.1% |
3.144 |
| Close |
3.276 |
3.235 |
-0.041 |
-1.3% |
3.276 |
| Range |
0.090 |
0.099 |
0.009 |
10.0% |
0.185 |
| ATR |
0.081 |
0.083 |
0.001 |
1.5% |
0.000 |
| Volume |
49,204 |
45,276 |
-3,928 |
-8.0% |
280,275 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.538 |
3.485 |
3.289 |
|
| R3 |
3.439 |
3.386 |
3.262 |
|
| R2 |
3.340 |
3.340 |
3.253 |
|
| R1 |
3.287 |
3.287 |
3.244 |
3.264 |
| PP |
3.241 |
3.241 |
3.241 |
3.229 |
| S1 |
3.188 |
3.188 |
3.226 |
3.165 |
| S2 |
3.142 |
3.142 |
3.217 |
|
| S3 |
3.043 |
3.089 |
3.208 |
|
| S4 |
2.944 |
2.990 |
3.181 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.725 |
3.378 |
|
| R3 |
3.620 |
3.540 |
3.327 |
|
| R2 |
3.435 |
3.435 |
3.310 |
|
| R1 |
3.355 |
3.355 |
3.293 |
3.395 |
| PP |
3.250 |
3.250 |
3.250 |
3.270 |
| S1 |
3.170 |
3.170 |
3.259 |
3.210 |
| S2 |
3.065 |
3.065 |
3.242 |
|
| S3 |
2.880 |
2.985 |
3.225 |
|
| S4 |
2.695 |
2.800 |
3.174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.329 |
3.194 |
0.135 |
4.2% |
0.086 |
2.7% |
30% |
False |
True |
54,789 |
| 10 |
3.329 |
3.080 |
0.249 |
7.7% |
0.093 |
2.9% |
62% |
False |
False |
45,197 |
| 20 |
3.329 |
2.944 |
0.385 |
11.9% |
0.080 |
2.5% |
76% |
False |
False |
33,720 |
| 40 |
3.329 |
2.657 |
0.672 |
20.8% |
0.076 |
2.4% |
86% |
False |
False |
26,989 |
| 60 |
3.329 |
2.637 |
0.692 |
21.4% |
0.068 |
2.1% |
86% |
False |
False |
24,060 |
| 80 |
3.329 |
2.637 |
0.692 |
21.4% |
0.066 |
2.0% |
86% |
False |
False |
21,323 |
| 100 |
3.329 |
2.637 |
0.692 |
21.4% |
0.067 |
2.1% |
86% |
False |
False |
19,227 |
| 120 |
3.329 |
2.474 |
0.855 |
26.4% |
0.066 |
2.0% |
89% |
False |
False |
17,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.714 |
|
2.618 |
3.552 |
|
1.618 |
3.453 |
|
1.000 |
3.392 |
|
0.618 |
3.354 |
|
HIGH |
3.293 |
|
0.618 |
3.255 |
|
0.500 |
3.244 |
|
0.382 |
3.232 |
|
LOW |
3.194 |
|
0.618 |
3.133 |
|
1.000 |
3.095 |
|
1.618 |
3.034 |
|
2.618 |
2.935 |
|
4.250 |
2.773 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.244 |
3.257 |
| PP |
3.241 |
3.249 |
| S1 |
3.238 |
3.242 |
|