NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.303 |
3.226 |
-0.077 |
-2.3% |
3.116 |
| High |
3.370 |
3.287 |
-0.083 |
-2.5% |
3.370 |
| Low |
3.259 |
3.207 |
-0.052 |
-1.6% |
3.074 |
| Close |
3.277 |
3.271 |
-0.006 |
-0.2% |
3.277 |
| Range |
0.111 |
0.080 |
-0.031 |
-27.9% |
0.296 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.4% |
0.000 |
| Volume |
53,343 |
38,034 |
-15,309 |
-28.7% |
305,542 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.495 |
3.463 |
3.315 |
|
| R3 |
3.415 |
3.383 |
3.293 |
|
| R2 |
3.335 |
3.335 |
3.286 |
|
| R1 |
3.303 |
3.303 |
3.278 |
3.319 |
| PP |
3.255 |
3.255 |
3.255 |
3.263 |
| S1 |
3.223 |
3.223 |
3.264 |
3.239 |
| S2 |
3.175 |
3.175 |
3.256 |
|
| S3 |
3.095 |
3.143 |
3.249 |
|
| S4 |
3.015 |
3.063 |
3.227 |
|
|
| 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% |
0.127 |
3.9% |
67% |
False |
False |
54,634 |
| 10 |
3.370 |
3.023 |
0.347 |
10.6% |
0.113 |
3.4% |
71% |
False |
False |
54,170 |
| 20 |
3.370 |
3.023 |
0.347 |
10.6% |
0.099 |
3.0% |
71% |
False |
False |
51,931 |
| 40 |
3.370 |
2.811 |
0.559 |
17.1% |
0.090 |
2.8% |
82% |
False |
False |
39,448 |
| 60 |
3.370 |
2.657 |
0.713 |
21.8% |
0.081 |
2.5% |
86% |
False |
False |
32,238 |
| 80 |
3.370 |
2.637 |
0.733 |
22.4% |
0.074 |
2.3% |
86% |
False |
False |
27,983 |
| 100 |
3.370 |
2.637 |
0.733 |
22.4% |
0.071 |
2.2% |
86% |
False |
False |
24,833 |
| 120 |
3.370 |
2.637 |
0.733 |
22.4% |
0.071 |
2.2% |
86% |
False |
False |
22,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.496 |
|
1.618 |
3.416 |
|
1.000 |
3.367 |
|
0.618 |
3.336 |
|
HIGH |
3.287 |
|
0.618 |
3.256 |
|
0.500 |
3.247 |
|
0.382 |
3.238 |
|
LOW |
3.207 |
|
0.618 |
3.158 |
|
1.000 |
3.127 |
|
1.618 |
3.078 |
|
2.618 |
2.998 |
|
4.250 |
2.867 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.263 |
3.289 |
| PP |
3.255 |
3.283 |
| S1 |
3.247 |
3.277 |
|