NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.347 |
3.309 |
-0.038 |
-1.1% |
3.375 |
| High |
3.362 |
3.329 |
-0.033 |
-1.0% |
3.406 |
| Low |
3.301 |
3.272 |
-0.029 |
-0.9% |
3.272 |
| Close |
3.309 |
3.290 |
-0.019 |
-0.6% |
3.290 |
| Range |
0.061 |
0.057 |
-0.004 |
-6.6% |
0.134 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.8% |
0.000 |
| Volume |
35,411 |
31,920 |
-3,491 |
-9.9% |
151,592 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.436 |
3.321 |
|
| R3 |
3.411 |
3.379 |
3.306 |
|
| R2 |
3.354 |
3.354 |
3.300 |
|
| R1 |
3.322 |
3.322 |
3.295 |
3.310 |
| PP |
3.297 |
3.297 |
3.297 |
3.291 |
| S1 |
3.265 |
3.265 |
3.285 |
3.253 |
| S2 |
3.240 |
3.240 |
3.280 |
|
| S3 |
3.183 |
3.208 |
3.274 |
|
| S4 |
3.126 |
3.151 |
3.259 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.641 |
3.364 |
|
| R3 |
3.591 |
3.507 |
3.327 |
|
| R2 |
3.457 |
3.457 |
3.315 |
|
| R1 |
3.373 |
3.373 |
3.302 |
3.348 |
| PP |
3.323 |
3.323 |
3.323 |
3.310 |
| S1 |
3.239 |
3.239 |
3.278 |
3.214 |
| S2 |
3.189 |
3.189 |
3.265 |
|
| S3 |
3.055 |
3.105 |
3.253 |
|
| S4 |
2.921 |
2.971 |
3.216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.433 |
3.272 |
0.161 |
4.9% |
0.076 |
2.3% |
11% |
False |
True |
37,754 |
| 10 |
3.433 |
3.258 |
0.175 |
5.3% |
0.080 |
2.4% |
18% |
False |
False |
38,756 |
| 20 |
3.433 |
3.115 |
0.318 |
9.7% |
0.075 |
2.3% |
55% |
False |
False |
32,309 |
| 40 |
3.433 |
2.785 |
0.648 |
19.7% |
0.073 |
2.2% |
78% |
False |
False |
27,666 |
| 60 |
3.433 |
2.778 |
0.655 |
19.9% |
0.065 |
2.0% |
78% |
False |
False |
26,262 |
| 80 |
3.433 |
2.778 |
0.655 |
19.9% |
0.062 |
1.9% |
78% |
False |
False |
23,926 |
| 100 |
3.433 |
2.778 |
0.655 |
19.9% |
0.063 |
1.9% |
78% |
False |
False |
22,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.571 |
|
2.618 |
3.478 |
|
1.618 |
3.421 |
|
1.000 |
3.386 |
|
0.618 |
3.364 |
|
HIGH |
3.329 |
|
0.618 |
3.307 |
|
0.500 |
3.301 |
|
0.382 |
3.294 |
|
LOW |
3.272 |
|
0.618 |
3.237 |
|
1.000 |
3.215 |
|
1.618 |
3.180 |
|
2.618 |
3.123 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.301 |
3.321 |
| PP |
3.297 |
3.310 |
| S1 |
3.294 |
3.300 |
|