NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.374 |
3.375 |
0.001 |
0.0% |
3.295 |
| High |
3.433 |
3.406 |
-0.027 |
-0.8% |
3.433 |
| Low |
3.346 |
3.309 |
-0.037 |
-1.1% |
3.258 |
| Close |
3.389 |
3.352 |
-0.037 |
-1.1% |
3.389 |
| Range |
0.087 |
0.097 |
0.010 |
11.5% |
0.175 |
| ATR |
0.076 |
0.077 |
0.002 |
2.0% |
0.000 |
| Volume |
37,179 |
37,553 |
374 |
1.0% |
194,481 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.647 |
3.596 |
3.405 |
|
| R3 |
3.550 |
3.499 |
3.379 |
|
| R2 |
3.453 |
3.453 |
3.370 |
|
| R1 |
3.402 |
3.402 |
3.361 |
3.379 |
| PP |
3.356 |
3.356 |
3.356 |
3.344 |
| S1 |
3.305 |
3.305 |
3.343 |
3.282 |
| S2 |
3.259 |
3.259 |
3.334 |
|
| S3 |
3.162 |
3.208 |
3.325 |
|
| S4 |
3.065 |
3.111 |
3.299 |
|
|
| 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 |
3.309 |
0.124 |
3.7% |
0.081 |
2.4% |
35% |
False |
True |
40,179 |
| 10 |
3.433 |
3.194 |
0.239 |
7.1% |
0.087 |
2.6% |
66% |
False |
False |
36,868 |
| 20 |
3.433 |
3.054 |
0.379 |
11.3% |
0.074 |
2.2% |
79% |
False |
False |
29,614 |
| 40 |
3.433 |
2.785 |
0.648 |
19.3% |
0.071 |
2.1% |
88% |
False |
False |
26,135 |
| 60 |
3.433 |
2.778 |
0.655 |
19.5% |
0.064 |
1.9% |
88% |
False |
False |
24,955 |
| 80 |
3.433 |
2.778 |
0.655 |
19.5% |
0.063 |
1.9% |
88% |
False |
False |
23,245 |
| 100 |
3.433 |
2.778 |
0.655 |
19.5% |
0.064 |
1.9% |
88% |
False |
False |
22,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.818 |
|
2.618 |
3.660 |
|
1.618 |
3.563 |
|
1.000 |
3.503 |
|
0.618 |
3.466 |
|
HIGH |
3.406 |
|
0.618 |
3.369 |
|
0.500 |
3.358 |
|
0.382 |
3.346 |
|
LOW |
3.309 |
|
0.618 |
3.249 |
|
1.000 |
3.212 |
|
1.618 |
3.152 |
|
2.618 |
3.055 |
|
4.250 |
2.897 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.358 |
3.371 |
| PP |
3.356 |
3.365 |
| S1 |
3.354 |
3.358 |
|