NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.249 |
3.210 |
-0.039 |
-1.2% |
3.305 |
| High |
3.260 |
3.298 |
0.038 |
1.2% |
3.351 |
| Low |
3.156 |
3.175 |
0.019 |
0.6% |
3.156 |
| Close |
3.229 |
3.285 |
0.056 |
1.7% |
3.285 |
| Range |
0.104 |
0.123 |
0.019 |
18.3% |
0.195 |
| ATR |
0.076 |
0.080 |
0.003 |
4.4% |
0.000 |
| Volume |
51,721 |
35,345 |
-16,376 |
-31.7% |
174,145 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.622 |
3.576 |
3.353 |
|
| R3 |
3.499 |
3.453 |
3.319 |
|
| R2 |
3.376 |
3.376 |
3.308 |
|
| R1 |
3.330 |
3.330 |
3.296 |
3.353 |
| PP |
3.253 |
3.253 |
3.253 |
3.264 |
| S1 |
3.207 |
3.207 |
3.274 |
3.230 |
| S2 |
3.130 |
3.130 |
3.262 |
|
| S3 |
3.007 |
3.084 |
3.251 |
|
| S4 |
2.884 |
2.961 |
3.217 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.762 |
3.392 |
|
| R3 |
3.654 |
3.567 |
3.339 |
|
| R2 |
3.459 |
3.459 |
3.321 |
|
| R1 |
3.372 |
3.372 |
3.303 |
3.318 |
| PP |
3.264 |
3.264 |
3.264 |
3.237 |
| S1 |
3.177 |
3.177 |
3.267 |
3.123 |
| S2 |
3.069 |
3.069 |
3.249 |
|
| S3 |
2.874 |
2.982 |
3.231 |
|
| S4 |
2.679 |
2.787 |
3.178 |
|
|
| 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 |
5.9% |
0.089 |
2.7% |
66% |
False |
False |
34,829 |
| 10 |
3.433 |
3.156 |
0.277 |
8.4% |
0.082 |
2.5% |
47% |
False |
False |
36,291 |
| 20 |
3.433 |
3.156 |
0.277 |
8.4% |
0.083 |
2.5% |
47% |
False |
False |
35,246 |
| 40 |
3.433 |
2.835 |
0.598 |
18.2% |
0.077 |
2.3% |
75% |
False |
False |
29,947 |
| 60 |
3.433 |
2.778 |
0.655 |
19.9% |
0.070 |
2.1% |
77% |
False |
False |
27,710 |
| 80 |
3.433 |
2.778 |
0.655 |
19.9% |
0.064 |
1.9% |
77% |
False |
False |
25,125 |
| 100 |
3.433 |
2.778 |
0.655 |
19.9% |
0.064 |
2.0% |
77% |
False |
False |
23,595 |
| 120 |
3.433 |
2.713 |
0.720 |
21.9% |
0.064 |
2.0% |
79% |
False |
False |
22,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.821 |
|
2.618 |
3.620 |
|
1.618 |
3.497 |
|
1.000 |
3.421 |
|
0.618 |
3.374 |
|
HIGH |
3.298 |
|
0.618 |
3.251 |
|
0.500 |
3.237 |
|
0.382 |
3.222 |
|
LOW |
3.175 |
|
0.618 |
3.099 |
|
1.000 |
3.052 |
|
1.618 |
2.976 |
|
2.618 |
2.853 |
|
4.250 |
2.652 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.269 |
3.268 |
| PP |
3.253 |
3.250 |
| S1 |
3.237 |
3.233 |
|