NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.270 |
3.269 |
-0.001 |
0.0% |
3.336 |
| High |
3.291 |
3.311 |
0.020 |
0.6% |
3.365 |
| Low |
3.233 |
3.223 |
-0.010 |
-0.3% |
3.233 |
| Close |
3.253 |
3.247 |
-0.006 |
-0.2% |
3.253 |
| Range |
0.058 |
0.088 |
0.030 |
51.7% |
0.132 |
| ATR |
0.071 |
0.072 |
0.001 |
1.7% |
0.000 |
| Volume |
14,428 |
13,532 |
-896 |
-6.2% |
55,274 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.524 |
3.474 |
3.295 |
|
| R3 |
3.436 |
3.386 |
3.271 |
|
| R2 |
3.348 |
3.348 |
3.263 |
|
| R1 |
3.298 |
3.298 |
3.255 |
3.279 |
| PP |
3.260 |
3.260 |
3.260 |
3.251 |
| S1 |
3.210 |
3.210 |
3.239 |
3.191 |
| S2 |
3.172 |
3.172 |
3.231 |
|
| S3 |
3.084 |
3.122 |
3.223 |
|
| S4 |
2.996 |
3.034 |
3.199 |
|
|
| 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 |
3.365 |
3.223 |
0.142 |
4.4% |
0.075 |
2.3% |
17% |
False |
True |
13,761 |
| 10 |
3.389 |
3.214 |
0.175 |
5.4% |
0.078 |
2.4% |
19% |
False |
False |
14,340 |
| 20 |
3.389 |
3.134 |
0.255 |
7.9% |
0.071 |
2.2% |
44% |
False |
False |
12,453 |
| 40 |
3.389 |
2.756 |
0.633 |
19.5% |
0.070 |
2.2% |
78% |
False |
False |
9,988 |
| 60 |
3.389 |
2.750 |
0.639 |
19.7% |
0.063 |
1.9% |
78% |
False |
False |
8,723 |
| 80 |
3.389 |
2.750 |
0.639 |
19.7% |
0.059 |
1.8% |
78% |
False |
False |
7,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.685 |
|
2.618 |
3.541 |
|
1.618 |
3.453 |
|
1.000 |
3.399 |
|
0.618 |
3.365 |
|
HIGH |
3.311 |
|
0.618 |
3.277 |
|
0.500 |
3.267 |
|
0.382 |
3.257 |
|
LOW |
3.223 |
|
0.618 |
3.169 |
|
1.000 |
3.135 |
|
1.618 |
3.081 |
|
2.618 |
2.993 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.267 |
3.274 |
| PP |
3.260 |
3.265 |
| S1 |
3.254 |
3.256 |
|