NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.321 |
3.244 |
-0.077 |
-2.3% |
3.305 |
| High |
3.329 |
3.388 |
0.059 |
1.8% |
3.351 |
| Low |
3.225 |
3.205 |
-0.020 |
-0.6% |
3.156 |
| Close |
3.264 |
3.348 |
0.084 |
2.6% |
3.285 |
| Range |
0.104 |
0.183 |
0.079 |
76.0% |
0.195 |
| ATR |
0.083 |
0.090 |
0.007 |
8.6% |
0.000 |
| Volume |
35,300 |
49,304 |
14,004 |
39.7% |
174,145 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.788 |
3.449 |
|
| R3 |
3.680 |
3.605 |
3.398 |
|
| R2 |
3.497 |
3.497 |
3.382 |
|
| R1 |
3.422 |
3.422 |
3.365 |
3.460 |
| PP |
3.314 |
3.314 |
3.314 |
3.332 |
| S1 |
3.239 |
3.239 |
3.331 |
3.277 |
| S2 |
3.131 |
3.131 |
3.314 |
|
| S3 |
2.948 |
3.056 |
3.298 |
|
| S4 |
2.765 |
2.873 |
3.247 |
|
|
| 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 |
3.388 |
3.156 |
0.232 |
6.9% |
0.124 |
3.7% |
83% |
True |
False |
43,242 |
| 10 |
3.388 |
3.156 |
0.232 |
6.9% |
0.095 |
2.8% |
83% |
True |
False |
37,062 |
| 20 |
3.433 |
3.156 |
0.277 |
8.3% |
0.093 |
2.8% |
69% |
False |
False |
37,843 |
| 40 |
3.433 |
2.905 |
0.528 |
15.8% |
0.082 |
2.4% |
84% |
False |
False |
32,017 |
| 60 |
3.433 |
2.785 |
0.648 |
19.4% |
0.073 |
2.2% |
87% |
False |
False |
28,598 |
| 80 |
3.433 |
2.778 |
0.655 |
19.6% |
0.067 |
2.0% |
87% |
False |
False |
25,944 |
| 100 |
3.433 |
2.778 |
0.655 |
19.6% |
0.066 |
2.0% |
87% |
False |
False |
24,461 |
| 120 |
3.433 |
2.749 |
0.684 |
20.4% |
0.066 |
2.0% |
88% |
False |
False |
23,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.166 |
|
2.618 |
3.867 |
|
1.618 |
3.684 |
|
1.000 |
3.571 |
|
0.618 |
3.501 |
|
HIGH |
3.388 |
|
0.618 |
3.318 |
|
0.500 |
3.297 |
|
0.382 |
3.275 |
|
LOW |
3.205 |
|
0.618 |
3.092 |
|
1.000 |
3.022 |
|
1.618 |
2.909 |
|
2.618 |
2.726 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.331 |
3.331 |
| PP |
3.314 |
3.314 |
| S1 |
3.297 |
3.297 |
|