NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.151 |
3.120 |
-0.031 |
-1.0% |
3.281 |
| High |
3.185 |
3.133 |
-0.052 |
-1.6% |
3.293 |
| Low |
3.105 |
3.023 |
-0.082 |
-2.6% |
3.148 |
| Close |
3.120 |
3.097 |
-0.023 |
-0.7% |
3.165 |
| Range |
0.080 |
0.110 |
0.030 |
37.5% |
0.145 |
| ATR |
0.079 |
0.081 |
0.002 |
2.9% |
0.000 |
| Volume |
37,487 |
73,502 |
36,015 |
96.1% |
168,972 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.414 |
3.366 |
3.158 |
|
| R3 |
3.304 |
3.256 |
3.127 |
|
| R2 |
3.194 |
3.194 |
3.117 |
|
| R1 |
3.146 |
3.146 |
3.107 |
3.115 |
| PP |
3.084 |
3.084 |
3.084 |
3.069 |
| S1 |
3.036 |
3.036 |
3.087 |
3.005 |
| S2 |
2.974 |
2.974 |
3.077 |
|
| S3 |
2.864 |
2.926 |
3.067 |
|
| S4 |
2.754 |
2.816 |
3.037 |
|
|
| 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 |
3.232 |
3.023 |
0.209 |
6.7% |
0.079 |
2.6% |
35% |
False |
True |
45,287 |
| 10 |
3.319 |
3.023 |
0.296 |
9.6% |
0.078 |
2.5% |
25% |
False |
True |
44,214 |
| 20 |
3.329 |
3.023 |
0.306 |
9.9% |
0.084 |
2.7% |
24% |
False |
True |
41,672 |
| 40 |
3.329 |
2.667 |
0.662 |
21.4% |
0.081 |
2.6% |
65% |
False |
False |
32,804 |
| 60 |
3.329 |
2.637 |
0.692 |
22.3% |
0.072 |
2.3% |
66% |
False |
False |
27,675 |
| 80 |
3.329 |
2.637 |
0.692 |
22.3% |
0.067 |
2.2% |
66% |
False |
False |
24,265 |
| 100 |
3.329 |
2.637 |
0.692 |
22.3% |
0.067 |
2.1% |
66% |
False |
False |
21,601 |
| 120 |
3.329 |
2.546 |
0.783 |
25.3% |
0.067 |
2.1% |
70% |
False |
False |
19,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.601 |
|
2.618 |
3.421 |
|
1.618 |
3.311 |
|
1.000 |
3.243 |
|
0.618 |
3.201 |
|
HIGH |
3.133 |
|
0.618 |
3.091 |
|
0.500 |
3.078 |
|
0.382 |
3.065 |
|
LOW |
3.023 |
|
0.618 |
2.955 |
|
1.000 |
2.913 |
|
1.618 |
2.845 |
|
2.618 |
2.735 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.091 |
3.104 |
| PP |
3.084 |
3.102 |
| S1 |
3.078 |
3.099 |
|