NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.312 |
3.347 |
0.035 |
1.1% |
3.295 |
| High |
3.369 |
3.362 |
-0.007 |
-0.2% |
3.433 |
| Low |
3.292 |
3.301 |
0.009 |
0.3% |
3.258 |
| Close |
3.361 |
3.309 |
-0.052 |
-1.5% |
3.389 |
| Range |
0.077 |
0.061 |
-0.016 |
-20.8% |
0.175 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.5% |
0.000 |
| Volume |
46,708 |
35,411 |
-11,297 |
-24.2% |
194,481 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.507 |
3.469 |
3.343 |
|
| R3 |
3.446 |
3.408 |
3.326 |
|
| R2 |
3.385 |
3.385 |
3.320 |
|
| R1 |
3.347 |
3.347 |
3.315 |
3.336 |
| PP |
3.324 |
3.324 |
3.324 |
3.318 |
| S1 |
3.286 |
3.286 |
3.303 |
3.275 |
| S2 |
3.263 |
3.263 |
3.298 |
|
| S3 |
3.202 |
3.225 |
3.292 |
|
| S4 |
3.141 |
3.164 |
3.275 |
|
|
| 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 |
4.3% |
0.074 |
2.2% |
12% |
False |
False |
37,015 |
| 10 |
3.433 |
3.194 |
0.239 |
7.2% |
0.088 |
2.7% |
48% |
False |
False |
39,646 |
| 20 |
3.433 |
3.081 |
0.352 |
10.6% |
0.075 |
2.3% |
65% |
False |
False |
31,599 |
| 40 |
3.433 |
2.785 |
0.648 |
19.6% |
0.072 |
2.2% |
81% |
False |
False |
27,352 |
| 60 |
3.433 |
2.778 |
0.655 |
19.8% |
0.065 |
2.0% |
81% |
False |
False |
25,921 |
| 80 |
3.433 |
2.778 |
0.655 |
19.8% |
0.062 |
1.9% |
81% |
False |
False |
23,833 |
| 100 |
3.433 |
2.778 |
0.655 |
19.8% |
0.064 |
1.9% |
81% |
False |
False |
22,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.621 |
|
2.618 |
3.522 |
|
1.618 |
3.461 |
|
1.000 |
3.423 |
|
0.618 |
3.400 |
|
HIGH |
3.362 |
|
0.618 |
3.339 |
|
0.500 |
3.332 |
|
0.382 |
3.324 |
|
LOW |
3.301 |
|
0.618 |
3.263 |
|
1.000 |
3.240 |
|
1.618 |
3.202 |
|
2.618 |
3.141 |
|
4.250 |
3.042 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.332 |
3.349 |
| PP |
3.324 |
3.336 |
| S1 |
3.317 |
3.322 |
|