NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.331 |
3.336 |
0.005 |
0.2% |
3.249 |
| High |
3.389 |
3.365 |
-0.024 |
-0.7% |
3.389 |
| Low |
3.306 |
3.271 |
-0.035 |
-1.1% |
3.214 |
| Close |
3.350 |
3.313 |
-0.037 |
-1.1% |
3.350 |
| Range |
0.083 |
0.094 |
0.011 |
13.3% |
0.175 |
| ATR |
0.071 |
0.073 |
0.002 |
2.3% |
0.000 |
| Volume |
16,409 |
13,319 |
-3,090 |
-18.8% |
74,594 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.598 |
3.550 |
3.365 |
|
| R3 |
3.504 |
3.456 |
3.339 |
|
| R2 |
3.410 |
3.410 |
3.330 |
|
| R1 |
3.362 |
3.362 |
3.322 |
3.339 |
| PP |
3.316 |
3.316 |
3.316 |
3.305 |
| S1 |
3.268 |
3.268 |
3.304 |
3.245 |
| S2 |
3.222 |
3.222 |
3.296 |
|
| S3 |
3.128 |
3.174 |
3.287 |
|
| S4 |
3.034 |
3.080 |
3.261 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.843 |
3.771 |
3.446 |
|
| R3 |
3.668 |
3.596 |
3.398 |
|
| R2 |
3.493 |
3.493 |
3.382 |
|
| R1 |
3.421 |
3.421 |
3.366 |
3.457 |
| PP |
3.318 |
3.318 |
3.318 |
3.336 |
| S1 |
3.246 |
3.246 |
3.334 |
3.282 |
| S2 |
3.143 |
3.143 |
3.318 |
|
| S3 |
2.968 |
3.071 |
3.302 |
|
| S4 |
2.793 |
2.896 |
3.254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.389 |
3.271 |
0.118 |
3.6% |
0.076 |
2.3% |
36% |
False |
True |
15,614 |
| 10 |
3.389 |
3.150 |
0.239 |
7.2% |
0.082 |
2.5% |
68% |
False |
False |
14,021 |
| 20 |
3.389 |
3.012 |
0.377 |
11.4% |
0.070 |
2.1% |
80% |
False |
False |
11,321 |
| 40 |
3.389 |
2.756 |
0.633 |
19.1% |
0.067 |
2.0% |
88% |
False |
False |
8,960 |
| 60 |
3.389 |
2.750 |
0.639 |
19.3% |
0.061 |
1.8% |
88% |
False |
False |
8,014 |
| 80 |
3.389 |
2.750 |
0.639 |
19.3% |
0.059 |
1.8% |
88% |
False |
False |
7,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.765 |
|
2.618 |
3.611 |
|
1.618 |
3.517 |
|
1.000 |
3.459 |
|
0.618 |
3.423 |
|
HIGH |
3.365 |
|
0.618 |
3.329 |
|
0.500 |
3.318 |
|
0.382 |
3.307 |
|
LOW |
3.271 |
|
0.618 |
3.213 |
|
1.000 |
3.177 |
|
1.618 |
3.119 |
|
2.618 |
3.025 |
|
4.250 |
2.872 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.318 |
3.330 |
| PP |
3.316 |
3.324 |
| S1 |
3.315 |
3.319 |
|