NYMEX Natural Gas Future December 2020
| 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 |
3.204 |
3.232 |
0.028 |
0.9% |
3.196 |
| High |
3.250 |
3.243 |
-0.007 |
-0.2% |
3.329 |
| Low |
3.173 |
3.178 |
0.005 |
0.2% |
3.144 |
| Close |
3.241 |
3.186 |
-0.055 |
-1.7% |
3.276 |
| Range |
0.077 |
0.065 |
-0.012 |
-15.6% |
0.185 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.5% |
0.000 |
| Volume |
47,378 |
39,319 |
-8,059 |
-17.0% |
280,275 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.357 |
3.222 |
|
| R3 |
3.332 |
3.292 |
3.204 |
|
| R2 |
3.267 |
3.267 |
3.198 |
|
| R1 |
3.227 |
3.227 |
3.192 |
3.215 |
| PP |
3.202 |
3.202 |
3.202 |
3.196 |
| S1 |
3.162 |
3.162 |
3.180 |
3.150 |
| S2 |
3.137 |
3.137 |
3.174 |
|
| S3 |
3.072 |
3.097 |
3.168 |
|
| S4 |
3.007 |
3.032 |
3.150 |
|
|
| 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 |
3.319 |
3.173 |
0.146 |
4.6% |
0.077 |
2.4% |
9% |
False |
False |
43,142 |
| 10 |
3.329 |
3.080 |
0.249 |
7.8% |
0.094 |
2.9% |
43% |
False |
False |
49,012 |
| 20 |
3.329 |
2.972 |
0.357 |
11.2% |
0.081 |
2.5% |
60% |
False |
False |
35,614 |
| 40 |
3.329 |
2.657 |
0.672 |
21.1% |
0.078 |
2.4% |
79% |
False |
False |
28,632 |
| 60 |
3.329 |
2.637 |
0.692 |
21.7% |
0.069 |
2.2% |
79% |
False |
False |
25,163 |
| 80 |
3.329 |
2.637 |
0.692 |
21.7% |
0.066 |
2.1% |
79% |
False |
False |
22,119 |
| 100 |
3.329 |
2.637 |
0.692 |
21.7% |
0.067 |
2.1% |
79% |
False |
False |
19,877 |
| 120 |
3.329 |
2.474 |
0.855 |
26.8% |
0.066 |
2.1% |
83% |
False |
False |
17,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.519 |
|
2.618 |
3.413 |
|
1.618 |
3.348 |
|
1.000 |
3.308 |
|
0.618 |
3.283 |
|
HIGH |
3.243 |
|
0.618 |
3.218 |
|
0.500 |
3.211 |
|
0.382 |
3.203 |
|
LOW |
3.178 |
|
0.618 |
3.138 |
|
1.000 |
3.113 |
|
1.618 |
3.073 |
|
2.618 |
3.008 |
|
4.250 |
2.902 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.211 |
3.233 |
| PP |
3.202 |
3.217 |
| S1 |
3.194 |
3.202 |
|