NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.106 |
3.243 |
0.137 |
4.4% |
3.195 |
| High |
3.273 |
3.360 |
0.087 |
2.7% |
3.232 |
| Low |
3.074 |
3.230 |
0.156 |
5.1% |
3.023 |
| Close |
3.229 |
3.343 |
0.114 |
3.5% |
3.154 |
| Range |
0.199 |
0.130 |
-0.069 |
-34.7% |
0.209 |
| ATR |
0.097 |
0.099 |
0.002 |
2.5% |
0.000 |
| Volume |
79,460 |
52,473 |
-26,987 |
-34.0% |
245,815 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.701 |
3.652 |
3.415 |
|
| R3 |
3.571 |
3.522 |
3.379 |
|
| R2 |
3.441 |
3.441 |
3.367 |
|
| R1 |
3.392 |
3.392 |
3.355 |
3.417 |
| PP |
3.311 |
3.311 |
3.311 |
3.323 |
| S1 |
3.262 |
3.262 |
3.331 |
3.287 |
| S2 |
3.181 |
3.181 |
3.319 |
|
| S3 |
3.051 |
3.132 |
3.307 |
|
| S4 |
2.921 |
3.002 |
3.272 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.763 |
3.668 |
3.269 |
|
| R3 |
3.554 |
3.459 |
3.211 |
|
| R2 |
3.345 |
3.345 |
3.192 |
|
| R1 |
3.250 |
3.250 |
3.173 |
3.193 |
| PP |
3.136 |
3.136 |
3.136 |
3.108 |
| S1 |
3.041 |
3.041 |
3.135 |
2.984 |
| S2 |
2.927 |
2.927 |
3.116 |
|
| S3 |
2.718 |
2.832 |
3.097 |
|
| S4 |
2.509 |
2.623 |
3.039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.360 |
3.041 |
0.319 |
9.5% |
0.138 |
4.1% |
95% |
True |
False |
61,715 |
| 10 |
3.360 |
3.023 |
0.337 |
10.1% |
0.109 |
3.3% |
95% |
True |
False |
53,501 |
| 20 |
3.360 |
3.023 |
0.337 |
10.1% |
0.101 |
3.0% |
95% |
True |
False |
51,256 |
| 40 |
3.360 |
2.781 |
0.579 |
17.3% |
0.089 |
2.7% |
97% |
True |
False |
38,270 |
| 60 |
3.360 |
2.657 |
0.703 |
21.0% |
0.079 |
2.4% |
98% |
True |
False |
31,357 |
| 80 |
3.360 |
2.637 |
0.723 |
21.6% |
0.072 |
2.2% |
98% |
True |
False |
27,305 |
| 100 |
3.360 |
2.637 |
0.723 |
21.6% |
0.071 |
2.1% |
98% |
True |
False |
24,204 |
| 120 |
3.360 |
2.637 |
0.723 |
21.6% |
0.070 |
2.1% |
98% |
True |
False |
21,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.700 |
|
1.618 |
3.570 |
|
1.000 |
3.490 |
|
0.618 |
3.440 |
|
HIGH |
3.360 |
|
0.618 |
3.310 |
|
0.500 |
3.295 |
|
0.382 |
3.280 |
|
LOW |
3.230 |
|
0.618 |
3.150 |
|
1.000 |
3.100 |
|
1.618 |
3.020 |
|
2.618 |
2.890 |
|
4.250 |
2.678 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.327 |
3.301 |
| PP |
3.311 |
3.259 |
| S1 |
3.295 |
3.217 |
|