NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.277 |
3.249 |
-0.028 |
-0.9% |
3.375 |
| High |
3.310 |
3.260 |
-0.050 |
-1.5% |
3.406 |
| Low |
3.234 |
3.156 |
-0.078 |
-2.4% |
3.272 |
| Close |
3.249 |
3.229 |
-0.020 |
-0.6% |
3.290 |
| Range |
0.076 |
0.104 |
0.028 |
36.8% |
0.134 |
| ATR |
0.074 |
0.076 |
0.002 |
2.9% |
0.000 |
| Volume |
29,056 |
51,721 |
22,665 |
78.0% |
151,592 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.527 |
3.482 |
3.286 |
|
| R3 |
3.423 |
3.378 |
3.258 |
|
| R2 |
3.319 |
3.319 |
3.248 |
|
| R1 |
3.274 |
3.274 |
3.239 |
3.245 |
| PP |
3.215 |
3.215 |
3.215 |
3.200 |
| S1 |
3.170 |
3.170 |
3.219 |
3.141 |
| S2 |
3.111 |
3.111 |
3.210 |
|
| S3 |
3.007 |
3.066 |
3.200 |
|
| S4 |
2.903 |
2.962 |
3.172 |
|
|
| 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 |
3.351 |
3.156 |
0.195 |
6.0% |
0.076 |
2.3% |
37% |
False |
True |
34,144 |
| 10 |
3.433 |
3.156 |
0.277 |
8.6% |
0.075 |
2.3% |
26% |
False |
True |
35,579 |
| 20 |
3.433 |
3.156 |
0.277 |
8.6% |
0.079 |
2.4% |
26% |
False |
True |
34,408 |
| 40 |
3.433 |
2.800 |
0.633 |
19.6% |
0.076 |
2.3% |
68% |
False |
False |
29,562 |
| 60 |
3.433 |
2.778 |
0.655 |
20.3% |
0.068 |
2.1% |
69% |
False |
False |
27,449 |
| 80 |
3.433 |
2.778 |
0.655 |
20.3% |
0.063 |
2.0% |
69% |
False |
False |
24,823 |
| 100 |
3.433 |
2.778 |
0.655 |
20.3% |
0.063 |
2.0% |
69% |
False |
False |
23,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.702 |
|
2.618 |
3.532 |
|
1.618 |
3.428 |
|
1.000 |
3.364 |
|
0.618 |
3.324 |
|
HIGH |
3.260 |
|
0.618 |
3.220 |
|
0.500 |
3.208 |
|
0.382 |
3.196 |
|
LOW |
3.156 |
|
0.618 |
3.092 |
|
1.000 |
3.052 |
|
1.618 |
2.988 |
|
2.618 |
2.884 |
|
4.250 |
2.714 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.222 |
3.233 |
| PP |
3.215 |
3.232 |
| S1 |
3.208 |
3.230 |
|