NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.243 |
3.303 |
0.060 |
1.9% |
3.116 |
| High |
3.360 |
3.370 |
0.010 |
0.3% |
3.370 |
| Low |
3.230 |
3.259 |
0.029 |
0.9% |
3.074 |
| Close |
3.343 |
3.277 |
-0.066 |
-2.0% |
3.277 |
| Range |
0.130 |
0.111 |
-0.019 |
-14.6% |
0.296 |
| ATR |
0.099 |
0.100 |
0.001 |
0.9% |
0.000 |
| Volume |
52,473 |
53,343 |
870 |
1.7% |
305,542 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.635 |
3.567 |
3.338 |
|
| R3 |
3.524 |
3.456 |
3.308 |
|
| R2 |
3.413 |
3.413 |
3.297 |
|
| R1 |
3.345 |
3.345 |
3.287 |
3.324 |
| PP |
3.302 |
3.302 |
3.302 |
3.291 |
| S1 |
3.234 |
3.234 |
3.267 |
3.213 |
| S2 |
3.191 |
3.191 |
3.257 |
|
| S3 |
3.080 |
3.123 |
3.246 |
|
| S4 |
2.969 |
3.012 |
3.216 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
3.999 |
3.440 |
|
| R3 |
3.832 |
3.703 |
3.358 |
|
| R2 |
3.536 |
3.536 |
3.331 |
|
| R1 |
3.407 |
3.407 |
3.304 |
3.472 |
| PP |
3.240 |
3.240 |
3.240 |
3.273 |
| S1 |
3.111 |
3.111 |
3.250 |
3.176 |
| S2 |
2.944 |
2.944 |
3.223 |
|
| S3 |
2.648 |
2.815 |
3.196 |
|
| S4 |
2.352 |
2.519 |
3.114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.370 |
3.074 |
0.296 |
9.0% |
0.135 |
4.1% |
69% |
True |
False |
61,108 |
| 10 |
3.370 |
3.023 |
0.347 |
10.6% |
0.114 |
3.5% |
73% |
True |
False |
55,135 |
| 20 |
3.370 |
3.023 |
0.347 |
10.6% |
0.099 |
3.0% |
73% |
True |
False |
51,712 |
| 40 |
3.370 |
2.781 |
0.589 |
18.0% |
0.090 |
2.7% |
84% |
True |
False |
38,954 |
| 60 |
3.370 |
2.657 |
0.713 |
21.8% |
0.080 |
2.4% |
87% |
True |
False |
31,909 |
| 80 |
3.370 |
2.637 |
0.733 |
22.4% |
0.073 |
2.2% |
87% |
True |
False |
27,671 |
| 100 |
3.370 |
2.637 |
0.733 |
22.4% |
0.070 |
2.1% |
87% |
True |
False |
24,553 |
| 120 |
3.370 |
2.637 |
0.733 |
22.4% |
0.071 |
2.2% |
87% |
True |
False |
22,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.842 |
|
2.618 |
3.661 |
|
1.618 |
3.550 |
|
1.000 |
3.481 |
|
0.618 |
3.439 |
|
HIGH |
3.370 |
|
0.618 |
3.328 |
|
0.500 |
3.315 |
|
0.382 |
3.301 |
|
LOW |
3.259 |
|
0.618 |
3.190 |
|
1.000 |
3.148 |
|
1.618 |
3.079 |
|
2.618 |
2.968 |
|
4.250 |
2.787 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.315 |
3.259 |
| PP |
3.302 |
3.240 |
| S1 |
3.290 |
3.222 |
|