NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.185 |
3.195 |
0.010 |
0.3% |
3.281 |
| High |
3.205 |
3.232 |
0.027 |
0.8% |
3.293 |
| Low |
3.148 |
3.138 |
-0.010 |
-0.3% |
3.148 |
| Close |
3.165 |
3.160 |
-0.005 |
-0.2% |
3.165 |
| Range |
0.057 |
0.094 |
0.037 |
64.9% |
0.145 |
| ATR |
0.079 |
0.080 |
0.001 |
1.3% |
0.000 |
| Volume |
36,999 |
47,687 |
10,688 |
28.9% |
168,972 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.459 |
3.403 |
3.212 |
|
| R3 |
3.365 |
3.309 |
3.186 |
|
| R2 |
3.271 |
3.271 |
3.177 |
|
| R1 |
3.215 |
3.215 |
3.169 |
3.196 |
| PP |
3.177 |
3.177 |
3.177 |
3.167 |
| S1 |
3.121 |
3.121 |
3.151 |
3.102 |
| S2 |
3.083 |
3.083 |
3.143 |
|
| S3 |
2.989 |
3.027 |
3.134 |
|
| S4 |
2.895 |
2.933 |
3.108 |
|
|
| 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 |
3.293 |
3.138 |
0.155 |
4.9% |
0.078 |
2.5% |
14% |
False |
True |
43,331 |
| 10 |
3.329 |
3.138 |
0.191 |
6.0% |
0.086 |
2.7% |
12% |
False |
True |
49,693 |
| 20 |
3.329 |
3.064 |
0.265 |
8.4% |
0.080 |
2.5% |
36% |
False |
False |
37,171 |
| 40 |
3.329 |
2.657 |
0.672 |
21.3% |
0.080 |
2.5% |
75% |
False |
False |
30,133 |
| 60 |
3.329 |
2.637 |
0.692 |
21.9% |
0.070 |
2.2% |
76% |
False |
False |
26,106 |
| 80 |
3.329 |
2.637 |
0.692 |
21.9% |
0.066 |
2.1% |
76% |
False |
False |
22,863 |
| 100 |
3.329 |
2.637 |
0.692 |
21.9% |
0.066 |
2.1% |
76% |
False |
False |
20,375 |
| 120 |
3.329 |
2.546 |
0.783 |
24.8% |
0.066 |
2.1% |
78% |
False |
False |
18,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.632 |
|
2.618 |
3.478 |
|
1.618 |
3.384 |
|
1.000 |
3.326 |
|
0.618 |
3.290 |
|
HIGH |
3.232 |
|
0.618 |
3.196 |
|
0.500 |
3.185 |
|
0.382 |
3.174 |
|
LOW |
3.138 |
|
0.618 |
3.080 |
|
1.000 |
3.044 |
|
1.618 |
2.986 |
|
2.618 |
2.892 |
|
4.250 |
2.739 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.185 |
3.191 |
| PP |
3.177 |
3.180 |
| S1 |
3.168 |
3.170 |
|