NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.305 |
3.280 |
-0.025 |
-0.8% |
3.375 |
| High |
3.351 |
3.295 |
-0.056 |
-1.7% |
3.406 |
| Low |
3.260 |
3.244 |
-0.016 |
-0.5% |
3.272 |
| Close |
3.284 |
3.282 |
-0.002 |
-0.1% |
3.290 |
| Range |
0.091 |
0.051 |
-0.040 |
-44.0% |
0.134 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.3% |
0.000 |
| Volume |
35,686 |
22,337 |
-13,349 |
-37.4% |
151,592 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.427 |
3.405 |
3.310 |
|
| R3 |
3.376 |
3.354 |
3.296 |
|
| R2 |
3.325 |
3.325 |
3.291 |
|
| R1 |
3.303 |
3.303 |
3.287 |
3.314 |
| PP |
3.274 |
3.274 |
3.274 |
3.279 |
| S1 |
3.252 |
3.252 |
3.277 |
3.263 |
| S2 |
3.223 |
3.223 |
3.273 |
|
| S3 |
3.172 |
3.201 |
3.268 |
|
| S4 |
3.121 |
3.150 |
3.254 |
|
|
| 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 |
3.369 |
3.244 |
0.125 |
3.8% |
0.067 |
2.1% |
30% |
False |
True |
34,412 |
| 10 |
3.433 |
3.244 |
0.189 |
5.8% |
0.074 |
2.3% |
20% |
False |
True |
37,296 |
| 20 |
3.433 |
3.180 |
0.253 |
7.7% |
0.075 |
2.3% |
40% |
False |
False |
32,501 |
| 40 |
3.433 |
2.797 |
0.636 |
19.4% |
0.073 |
2.2% |
76% |
False |
False |
28,235 |
| 60 |
3.433 |
2.778 |
0.655 |
20.0% |
0.067 |
2.0% |
77% |
False |
False |
26,740 |
| 80 |
3.433 |
2.778 |
0.655 |
20.0% |
0.063 |
1.9% |
77% |
False |
False |
24,113 |
| 100 |
3.433 |
2.778 |
0.655 |
20.0% |
0.063 |
1.9% |
77% |
False |
False |
22,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.512 |
|
2.618 |
3.429 |
|
1.618 |
3.378 |
|
1.000 |
3.346 |
|
0.618 |
3.327 |
|
HIGH |
3.295 |
|
0.618 |
3.276 |
|
0.500 |
3.270 |
|
0.382 |
3.263 |
|
LOW |
3.244 |
|
0.618 |
3.212 |
|
1.000 |
3.193 |
|
1.618 |
3.161 |
|
2.618 |
3.110 |
|
4.250 |
3.027 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.278 |
3.298 |
| PP |
3.274 |
3.292 |
| S1 |
3.270 |
3.287 |
|