NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.269 |
3.234 |
-0.035 |
-1.1% |
3.336 |
| High |
3.311 |
3.257 |
-0.054 |
-1.6% |
3.365 |
| Low |
3.223 |
3.207 |
-0.016 |
-0.5% |
3.233 |
| Close |
3.247 |
3.246 |
-0.001 |
0.0% |
3.253 |
| Range |
0.088 |
0.050 |
-0.038 |
-43.2% |
0.132 |
| ATR |
0.072 |
0.071 |
-0.002 |
-2.2% |
0.000 |
| Volume |
13,532 |
8,161 |
-5,371 |
-39.7% |
55,274 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.387 |
3.366 |
3.274 |
|
| R3 |
3.337 |
3.316 |
3.260 |
|
| R2 |
3.287 |
3.287 |
3.255 |
|
| R1 |
3.266 |
3.266 |
3.251 |
3.277 |
| PP |
3.237 |
3.237 |
3.237 |
3.242 |
| S1 |
3.216 |
3.216 |
3.241 |
3.227 |
| S2 |
3.187 |
3.187 |
3.237 |
|
| S3 |
3.137 |
3.166 |
3.232 |
|
| S4 |
3.087 |
3.116 |
3.219 |
|
|
| 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 |
3.330 |
3.207 |
0.123 |
3.8% |
0.066 |
2.0% |
32% |
False |
True |
12,729 |
| 10 |
3.389 |
3.207 |
0.182 |
5.6% |
0.071 |
2.2% |
21% |
False |
True |
14,171 |
| 20 |
3.389 |
3.139 |
0.250 |
7.7% |
0.072 |
2.2% |
43% |
False |
False |
12,489 |
| 40 |
3.389 |
2.768 |
0.621 |
19.1% |
0.069 |
2.1% |
77% |
False |
False |
10,048 |
| 60 |
3.389 |
2.750 |
0.639 |
19.7% |
0.063 |
1.9% |
78% |
False |
False |
8,796 |
| 80 |
3.389 |
2.750 |
0.639 |
19.7% |
0.059 |
1.8% |
78% |
False |
False |
7,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.470 |
|
2.618 |
3.388 |
|
1.618 |
3.338 |
|
1.000 |
3.307 |
|
0.618 |
3.288 |
|
HIGH |
3.257 |
|
0.618 |
3.238 |
|
0.500 |
3.232 |
|
0.382 |
3.226 |
|
LOW |
3.207 |
|
0.618 |
3.176 |
|
1.000 |
3.157 |
|
1.618 |
3.126 |
|
2.618 |
3.076 |
|
4.250 |
2.995 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.241 |
3.259 |
| PP |
3.237 |
3.255 |
| S1 |
3.232 |
3.250 |
|