NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.281 |
3.204 |
-0.077 |
-2.3% |
3.196 |
| High |
3.293 |
3.250 |
-0.043 |
-1.3% |
3.329 |
| Low |
3.194 |
3.173 |
-0.021 |
-0.7% |
3.144 |
| Close |
3.235 |
3.241 |
0.006 |
0.2% |
3.276 |
| Range |
0.099 |
0.077 |
-0.022 |
-22.2% |
0.185 |
| ATR |
0.083 |
0.082 |
0.000 |
-0.5% |
0.000 |
| Volume |
45,276 |
47,378 |
2,102 |
4.6% |
280,275 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.452 |
3.424 |
3.283 |
|
| R3 |
3.375 |
3.347 |
3.262 |
|
| R2 |
3.298 |
3.298 |
3.255 |
|
| R1 |
3.270 |
3.270 |
3.248 |
3.284 |
| PP |
3.221 |
3.221 |
3.221 |
3.229 |
| S1 |
3.193 |
3.193 |
3.234 |
3.207 |
| S2 |
3.144 |
3.144 |
3.227 |
|
| S3 |
3.067 |
3.116 |
3.220 |
|
| S4 |
2.990 |
3.039 |
3.199 |
|
|
| 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 |
3.173 |
0.156 |
4.8% |
0.086 |
2.7% |
44% |
False |
True |
52,069 |
| 10 |
3.329 |
3.080 |
0.249 |
7.7% |
0.096 |
3.0% |
65% |
False |
False |
47,530 |
| 20 |
3.329 |
2.944 |
0.385 |
11.9% |
0.080 |
2.5% |
77% |
False |
False |
35,182 |
| 40 |
3.329 |
2.657 |
0.672 |
20.7% |
0.077 |
2.4% |
87% |
False |
False |
27,852 |
| 60 |
3.329 |
2.637 |
0.692 |
21.4% |
0.069 |
2.1% |
87% |
False |
False |
24,665 |
| 80 |
3.329 |
2.637 |
0.692 |
21.4% |
0.066 |
2.0% |
87% |
False |
False |
21,777 |
| 100 |
3.329 |
2.637 |
0.692 |
21.4% |
0.067 |
2.1% |
87% |
False |
False |
19,617 |
| 120 |
3.329 |
2.474 |
0.855 |
26.4% |
0.066 |
2.0% |
90% |
False |
False |
17,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.577 |
|
2.618 |
3.452 |
|
1.618 |
3.375 |
|
1.000 |
3.327 |
|
0.618 |
3.298 |
|
HIGH |
3.250 |
|
0.618 |
3.221 |
|
0.500 |
3.212 |
|
0.382 |
3.202 |
|
LOW |
3.173 |
|
0.618 |
3.125 |
|
1.000 |
3.096 |
|
1.618 |
3.048 |
|
2.618 |
2.971 |
|
4.250 |
2.846 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.231 |
3.246 |
| PP |
3.221 |
3.244 |
| S1 |
3.212 |
3.243 |
|