NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.336 |
3.283 |
-0.053 |
-1.6% |
3.249 |
| High |
3.365 |
3.330 |
-0.035 |
-1.0% |
3.389 |
| Low |
3.271 |
3.256 |
-0.015 |
-0.5% |
3.214 |
| Close |
3.313 |
3.323 |
0.010 |
0.3% |
3.350 |
| Range |
0.094 |
0.074 |
-0.020 |
-21.3% |
0.175 |
| ATR |
0.073 |
0.073 |
0.000 |
0.1% |
0.000 |
| Volume |
13,319 |
18,081 |
4,762 |
35.8% |
74,594 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.498 |
3.364 |
|
| R3 |
3.451 |
3.424 |
3.343 |
|
| R2 |
3.377 |
3.377 |
3.337 |
|
| R1 |
3.350 |
3.350 |
3.330 |
3.364 |
| PP |
3.303 |
3.303 |
3.303 |
3.310 |
| S1 |
3.276 |
3.276 |
3.316 |
3.290 |
| S2 |
3.229 |
3.229 |
3.309 |
|
| S3 |
3.155 |
3.202 |
3.303 |
|
| S4 |
3.081 |
3.128 |
3.282 |
|
|
| 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 |
3.256 |
0.133 |
4.0% |
0.079 |
2.4% |
50% |
False |
True |
16,124 |
| 10 |
3.389 |
3.150 |
0.239 |
7.2% |
0.086 |
2.6% |
72% |
False |
False |
14,837 |
| 20 |
3.389 |
3.012 |
0.377 |
11.3% |
0.071 |
2.1% |
82% |
False |
False |
11,878 |
| 40 |
3.389 |
2.756 |
0.633 |
19.0% |
0.068 |
2.0% |
90% |
False |
False |
9,297 |
| 60 |
3.389 |
2.750 |
0.639 |
19.2% |
0.061 |
1.8% |
90% |
False |
False |
8,266 |
| 80 |
3.389 |
2.750 |
0.639 |
19.2% |
0.059 |
1.8% |
90% |
False |
False |
7,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.645 |
|
2.618 |
3.524 |
|
1.618 |
3.450 |
|
1.000 |
3.404 |
|
0.618 |
3.376 |
|
HIGH |
3.330 |
|
0.618 |
3.302 |
|
0.500 |
3.293 |
|
0.382 |
3.284 |
|
LOW |
3.256 |
|
0.618 |
3.210 |
|
1.000 |
3.182 |
|
1.618 |
3.136 |
|
2.618 |
3.062 |
|
4.250 |
2.942 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.313 |
3.323 |
| PP |
3.303 |
3.323 |
| S1 |
3.293 |
3.323 |
|