NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.232 |
3.185 |
-0.047 |
-1.5% |
3.281 |
| High |
3.243 |
3.205 |
-0.038 |
-1.2% |
3.293 |
| Low |
3.178 |
3.148 |
-0.030 |
-0.9% |
3.148 |
| Close |
3.186 |
3.165 |
-0.021 |
-0.7% |
3.165 |
| Range |
0.065 |
0.057 |
-0.008 |
-12.3% |
0.145 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.1% |
0.000 |
| Volume |
39,319 |
36,999 |
-2,320 |
-5.9% |
168,972 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.311 |
3.196 |
|
| R3 |
3.287 |
3.254 |
3.181 |
|
| R2 |
3.230 |
3.230 |
3.175 |
|
| R1 |
3.197 |
3.197 |
3.170 |
3.185 |
| PP |
3.173 |
3.173 |
3.173 |
3.167 |
| S1 |
3.140 |
3.140 |
3.160 |
3.128 |
| S2 |
3.116 |
3.116 |
3.155 |
|
| S3 |
3.059 |
3.083 |
3.149 |
|
| S4 |
3.002 |
3.026 |
3.134 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.637 |
3.546 |
3.245 |
|
| R3 |
3.492 |
3.401 |
3.205 |
|
| R2 |
3.347 |
3.347 |
3.192 |
|
| R1 |
3.256 |
3.256 |
3.178 |
3.229 |
| PP |
3.202 |
3.202 |
3.202 |
3.189 |
| S1 |
3.111 |
3.111 |
3.152 |
3.084 |
| S2 |
3.057 |
3.057 |
3.138 |
|
| S3 |
2.912 |
2.966 |
3.125 |
|
| S4 |
2.767 |
2.821 |
3.085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.319 |
3.148 |
0.171 |
5.4% |
0.078 |
2.5% |
10% |
False |
True |
43,635 |
| 10 |
3.329 |
3.144 |
0.185 |
5.8% |
0.084 |
2.7% |
11% |
False |
False |
48,290 |
| 20 |
3.329 |
3.005 |
0.324 |
10.2% |
0.081 |
2.6% |
49% |
False |
False |
36,468 |
| 40 |
3.329 |
2.657 |
0.672 |
21.2% |
0.078 |
2.5% |
76% |
False |
False |
29,223 |
| 60 |
3.329 |
2.637 |
0.692 |
21.9% |
0.069 |
2.2% |
76% |
False |
False |
25,590 |
| 80 |
3.329 |
2.637 |
0.692 |
21.9% |
0.066 |
2.1% |
76% |
False |
False |
22,432 |
| 100 |
3.329 |
2.637 |
0.692 |
21.9% |
0.066 |
2.1% |
76% |
False |
False |
20,016 |
| 120 |
3.329 |
2.541 |
0.788 |
24.9% |
0.066 |
2.1% |
79% |
False |
False |
18,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.447 |
|
2.618 |
3.354 |
|
1.618 |
3.297 |
|
1.000 |
3.262 |
|
0.618 |
3.240 |
|
HIGH |
3.205 |
|
0.618 |
3.183 |
|
0.500 |
3.177 |
|
0.382 |
3.170 |
|
LOW |
3.148 |
|
0.618 |
3.113 |
|
1.000 |
3.091 |
|
1.618 |
3.056 |
|
2.618 |
2.999 |
|
4.250 |
2.906 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.177 |
3.199 |
| PP |
3.173 |
3.188 |
| S1 |
3.169 |
3.176 |
|