NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.295 |
3.360 |
0.065 |
2.0% |
3.279 |
| High |
3.384 |
3.408 |
0.024 |
0.7% |
3.349 |
| Low |
3.258 |
3.339 |
0.081 |
2.5% |
3.194 |
| Close |
3.355 |
3.375 |
0.020 |
0.6% |
3.316 |
| Range |
0.126 |
0.069 |
-0.057 |
-45.2% |
0.155 |
| ATR |
0.075 |
0.075 |
0.000 |
-0.6% |
0.000 |
| Volume |
31,135 |
48,164 |
17,029 |
54.7% |
159,044 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.581 |
3.547 |
3.413 |
|
| R3 |
3.512 |
3.478 |
3.394 |
|
| R2 |
3.443 |
3.443 |
3.388 |
|
| R1 |
3.409 |
3.409 |
3.381 |
3.426 |
| PP |
3.374 |
3.374 |
3.374 |
3.383 |
| S1 |
3.340 |
3.340 |
3.369 |
3.357 |
| S2 |
3.305 |
3.305 |
3.362 |
|
| S3 |
3.236 |
3.271 |
3.356 |
|
| S4 |
3.167 |
3.202 |
3.337 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.689 |
3.401 |
|
| R3 |
3.596 |
3.534 |
3.359 |
|
| R2 |
3.441 |
3.441 |
3.344 |
|
| R1 |
3.379 |
3.379 |
3.330 |
3.410 |
| PP |
3.286 |
3.286 |
3.286 |
3.302 |
| S1 |
3.224 |
3.224 |
3.302 |
3.255 |
| S2 |
3.131 |
3.131 |
3.288 |
|
| S3 |
2.976 |
3.069 |
3.273 |
|
| S4 |
2.821 |
2.914 |
3.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.194 |
0.214 |
6.3% |
0.099 |
2.9% |
85% |
True |
False |
37,360 |
| 10 |
3.408 |
3.180 |
0.228 |
6.8% |
0.075 |
2.2% |
86% |
True |
False |
29,597 |
| 20 |
3.408 |
3.045 |
0.363 |
10.8% |
0.074 |
2.2% |
91% |
True |
False |
27,552 |
| 40 |
3.408 |
2.785 |
0.623 |
18.5% |
0.067 |
2.0% |
95% |
True |
False |
24,761 |
| 60 |
3.408 |
2.778 |
0.630 |
18.7% |
0.063 |
1.9% |
95% |
True |
False |
23,688 |
| 80 |
3.408 |
2.778 |
0.630 |
18.7% |
0.062 |
1.8% |
95% |
True |
False |
22,270 |
| 100 |
3.408 |
2.778 |
0.630 |
18.7% |
0.063 |
1.9% |
95% |
True |
False |
21,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.701 |
|
2.618 |
3.589 |
|
1.618 |
3.520 |
|
1.000 |
3.477 |
|
0.618 |
3.451 |
|
HIGH |
3.408 |
|
0.618 |
3.382 |
|
0.500 |
3.374 |
|
0.382 |
3.365 |
|
LOW |
3.339 |
|
0.618 |
3.296 |
|
1.000 |
3.270 |
|
1.618 |
3.227 |
|
2.618 |
3.158 |
|
4.250 |
3.046 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.375 |
3.361 |
| PP |
3.374 |
3.347 |
| S1 |
3.374 |
3.333 |
|