NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.159 |
3.151 |
-0.008 |
-0.3% |
3.281 |
| High |
3.172 |
3.185 |
0.013 |
0.4% |
3.293 |
| Low |
3.118 |
3.105 |
-0.013 |
-0.4% |
3.148 |
| Close |
3.158 |
3.120 |
-0.038 |
-1.2% |
3.165 |
| Range |
0.054 |
0.080 |
0.026 |
48.1% |
0.145 |
| ATR |
0.079 |
0.079 |
0.000 |
0.1% |
0.000 |
| Volume |
30,760 |
37,487 |
6,727 |
21.9% |
168,972 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.328 |
3.164 |
|
| R3 |
3.297 |
3.248 |
3.142 |
|
| R2 |
3.217 |
3.217 |
3.135 |
|
| R1 |
3.168 |
3.168 |
3.127 |
3.153 |
| PP |
3.137 |
3.137 |
3.137 |
3.129 |
| S1 |
3.088 |
3.088 |
3.113 |
3.073 |
| S2 |
3.057 |
3.057 |
3.105 |
|
| S3 |
2.977 |
3.008 |
3.098 |
|
| S4 |
2.897 |
2.928 |
3.076 |
|
|
| 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 |
3.243 |
3.105 |
0.138 |
4.4% |
0.070 |
2.2% |
11% |
False |
True |
38,450 |
| 10 |
3.329 |
3.105 |
0.224 |
7.2% |
0.078 |
2.5% |
7% |
False |
True |
45,259 |
| 20 |
3.329 |
3.064 |
0.265 |
8.5% |
0.080 |
2.6% |
21% |
False |
False |
38,582 |
| 40 |
3.329 |
2.665 |
0.664 |
21.3% |
0.079 |
2.5% |
69% |
False |
False |
31,257 |
| 60 |
3.329 |
2.637 |
0.692 |
22.2% |
0.071 |
2.3% |
70% |
False |
False |
26,703 |
| 80 |
3.329 |
2.637 |
0.692 |
22.2% |
0.066 |
2.1% |
70% |
False |
False |
23,484 |
| 100 |
3.329 |
2.637 |
0.692 |
22.2% |
0.066 |
2.1% |
70% |
False |
False |
20,945 |
| 120 |
3.329 |
2.546 |
0.783 |
25.1% |
0.066 |
2.1% |
73% |
False |
False |
19,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.525 |
|
2.618 |
3.394 |
|
1.618 |
3.314 |
|
1.000 |
3.265 |
|
0.618 |
3.234 |
|
HIGH |
3.185 |
|
0.618 |
3.154 |
|
0.500 |
3.145 |
|
0.382 |
3.136 |
|
LOW |
3.105 |
|
0.618 |
3.056 |
|
1.000 |
3.025 |
|
1.618 |
2.976 |
|
2.618 |
2.896 |
|
4.250 |
2.765 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.145 |
3.169 |
| PP |
3.137 |
3.152 |
| S1 |
3.128 |
3.136 |
|