NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.370 |
3.374 |
0.004 |
0.1% |
3.295 |
| High |
3.398 |
3.433 |
0.035 |
1.0% |
3.433 |
| Low |
3.348 |
3.346 |
-0.002 |
-0.1% |
3.258 |
| Close |
3.374 |
3.389 |
0.015 |
0.4% |
3.389 |
| Range |
0.050 |
0.087 |
0.037 |
74.0% |
0.175 |
| ATR |
0.075 |
0.076 |
0.001 |
1.2% |
0.000 |
| Volume |
28,225 |
37,179 |
8,954 |
31.7% |
194,481 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.650 |
3.607 |
3.437 |
|
| R3 |
3.563 |
3.520 |
3.413 |
|
| R2 |
3.476 |
3.476 |
3.405 |
|
| R1 |
3.433 |
3.433 |
3.397 |
3.455 |
| PP |
3.389 |
3.389 |
3.389 |
3.400 |
| S1 |
3.346 |
3.346 |
3.381 |
3.368 |
| S2 |
3.302 |
3.302 |
3.373 |
|
| S3 |
3.215 |
3.259 |
3.365 |
|
| S4 |
3.128 |
3.172 |
3.341 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.812 |
3.485 |
|
| R3 |
3.710 |
3.637 |
3.437 |
|
| R2 |
3.535 |
3.535 |
3.421 |
|
| R1 |
3.462 |
3.462 |
3.405 |
3.499 |
| PP |
3.360 |
3.360 |
3.360 |
3.378 |
| S1 |
3.287 |
3.287 |
3.373 |
3.324 |
| S2 |
3.185 |
3.185 |
3.357 |
|
| S3 |
3.010 |
3.112 |
3.341 |
|
| S4 |
2.835 |
2.937 |
3.293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.433 |
3.258 |
0.175 |
5.2% |
0.087 |
2.6% |
75% |
True |
False |
38,896 |
| 10 |
3.433 |
3.194 |
0.239 |
7.1% |
0.083 |
2.4% |
82% |
True |
False |
35,352 |
| 20 |
3.433 |
3.054 |
0.379 |
11.2% |
0.074 |
2.2% |
88% |
True |
False |
28,811 |
| 40 |
3.433 |
2.785 |
0.648 |
19.1% |
0.070 |
2.1% |
93% |
True |
False |
25,841 |
| 60 |
3.433 |
2.778 |
0.655 |
19.3% |
0.064 |
1.9% |
93% |
True |
False |
24,615 |
| 80 |
3.433 |
2.778 |
0.655 |
19.3% |
0.062 |
1.8% |
93% |
True |
False |
22,992 |
| 100 |
3.433 |
2.778 |
0.655 |
19.3% |
0.064 |
1.9% |
93% |
True |
False |
21,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.803 |
|
2.618 |
3.661 |
|
1.618 |
3.574 |
|
1.000 |
3.520 |
|
0.618 |
3.487 |
|
HIGH |
3.433 |
|
0.618 |
3.400 |
|
0.500 |
3.390 |
|
0.382 |
3.379 |
|
LOW |
3.346 |
|
0.618 |
3.292 |
|
1.000 |
3.259 |
|
1.618 |
3.205 |
|
2.618 |
3.118 |
|
4.250 |
2.976 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.390 |
3.387 |
| PP |
3.389 |
3.384 |
| S1 |
3.389 |
3.382 |
|