NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.314 |
3.270 |
-0.044 |
-1.3% |
3.336 |
| High |
3.325 |
3.291 |
-0.034 |
-1.0% |
3.365 |
| Low |
3.265 |
3.233 |
-0.032 |
-1.0% |
3.233 |
| Close |
3.273 |
3.253 |
-0.020 |
-0.6% |
3.253 |
| Range |
0.060 |
0.058 |
-0.002 |
-3.3% |
0.132 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.4% |
0.000 |
| Volume |
9,446 |
14,428 |
4,982 |
52.7% |
55,274 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.433 |
3.401 |
3.285 |
|
| R3 |
3.375 |
3.343 |
3.269 |
|
| R2 |
3.317 |
3.317 |
3.264 |
|
| R1 |
3.285 |
3.285 |
3.258 |
3.272 |
| PP |
3.259 |
3.259 |
3.259 |
3.253 |
| S1 |
3.227 |
3.227 |
3.248 |
3.214 |
| S2 |
3.201 |
3.201 |
3.242 |
|
| S3 |
3.143 |
3.169 |
3.237 |
|
| S4 |
3.085 |
3.111 |
3.221 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.598 |
3.326 |
|
| R3 |
3.548 |
3.466 |
3.289 |
|
| R2 |
3.416 |
3.416 |
3.277 |
|
| R1 |
3.334 |
3.334 |
3.265 |
3.309 |
| PP |
3.284 |
3.284 |
3.284 |
3.271 |
| S1 |
3.202 |
3.202 |
3.241 |
3.177 |
| S2 |
3.152 |
3.152 |
3.229 |
|
| S3 |
3.020 |
3.070 |
3.217 |
|
| S4 |
2.888 |
2.938 |
3.180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.389 |
3.233 |
0.156 |
4.8% |
0.074 |
2.3% |
13% |
False |
True |
14,336 |
| 10 |
3.389 |
3.214 |
0.175 |
5.4% |
0.076 |
2.3% |
22% |
False |
False |
14,389 |
| 20 |
3.389 |
3.070 |
0.319 |
9.8% |
0.072 |
2.2% |
57% |
False |
False |
12,472 |
| 40 |
3.389 |
2.756 |
0.633 |
19.5% |
0.068 |
2.1% |
79% |
False |
False |
9,705 |
| 60 |
3.389 |
2.750 |
0.639 |
19.6% |
0.062 |
1.9% |
79% |
False |
False |
8,564 |
| 80 |
3.389 |
2.750 |
0.639 |
19.6% |
0.059 |
1.8% |
79% |
False |
False |
7,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.538 |
|
2.618 |
3.443 |
|
1.618 |
3.385 |
|
1.000 |
3.349 |
|
0.618 |
3.327 |
|
HIGH |
3.291 |
|
0.618 |
3.269 |
|
0.500 |
3.262 |
|
0.382 |
3.255 |
|
LOW |
3.233 |
|
0.618 |
3.197 |
|
1.000 |
3.175 |
|
1.618 |
3.139 |
|
2.618 |
3.081 |
|
4.250 |
2.987 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.262 |
3.282 |
| PP |
3.259 |
3.272 |
| S1 |
3.256 |
3.263 |
|