NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.375 |
3.312 |
-0.063 |
-1.9% |
3.295 |
| High |
3.406 |
3.369 |
-0.037 |
-1.1% |
3.433 |
| Low |
3.309 |
3.292 |
-0.017 |
-0.5% |
3.258 |
| Close |
3.352 |
3.361 |
0.009 |
0.3% |
3.389 |
| Range |
0.097 |
0.077 |
-0.020 |
-20.6% |
0.175 |
| ATR |
0.077 |
0.077 |
0.000 |
0.0% |
0.000 |
| Volume |
37,553 |
46,708 |
9,155 |
24.4% |
194,481 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.572 |
3.543 |
3.403 |
|
| R3 |
3.495 |
3.466 |
3.382 |
|
| R2 |
3.418 |
3.418 |
3.375 |
|
| R1 |
3.389 |
3.389 |
3.368 |
3.404 |
| PP |
3.341 |
3.341 |
3.341 |
3.348 |
| S1 |
3.312 |
3.312 |
3.354 |
3.327 |
| S2 |
3.264 |
3.264 |
3.347 |
|
| S3 |
3.187 |
3.235 |
3.340 |
|
| S4 |
3.110 |
3.158 |
3.319 |
|
|
| 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 |
3.292 |
0.141 |
4.2% |
0.082 |
2.5% |
49% |
False |
True |
39,888 |
| 10 |
3.433 |
3.194 |
0.239 |
7.1% |
0.091 |
2.7% |
70% |
False |
False |
38,624 |
| 20 |
3.433 |
3.054 |
0.379 |
11.3% |
0.075 |
2.2% |
81% |
False |
False |
30,952 |
| 40 |
3.433 |
2.785 |
0.648 |
19.3% |
0.072 |
2.1% |
89% |
False |
False |
26,788 |
| 60 |
3.433 |
2.778 |
0.655 |
19.5% |
0.065 |
1.9% |
89% |
False |
False |
25,513 |
| 80 |
3.433 |
2.778 |
0.655 |
19.5% |
0.063 |
1.9% |
89% |
False |
False |
23,636 |
| 100 |
3.433 |
2.778 |
0.655 |
19.5% |
0.064 |
1.9% |
89% |
False |
False |
22,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.696 |
|
2.618 |
3.571 |
|
1.618 |
3.494 |
|
1.000 |
3.446 |
|
0.618 |
3.417 |
|
HIGH |
3.369 |
|
0.618 |
3.340 |
|
0.500 |
3.331 |
|
0.382 |
3.321 |
|
LOW |
3.292 |
|
0.618 |
3.244 |
|
1.000 |
3.215 |
|
1.618 |
3.167 |
|
2.618 |
3.090 |
|
4.250 |
2.965 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.351 |
3.363 |
| PP |
3.341 |
3.362 |
| S1 |
3.331 |
3.362 |
|