NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.234 |
3.243 |
0.009 |
0.3% |
3.336 |
| High |
3.257 |
3.271 |
0.014 |
0.4% |
3.365 |
| Low |
3.207 |
3.196 |
-0.011 |
-0.3% |
3.233 |
| Close |
3.246 |
3.210 |
-0.036 |
-1.1% |
3.253 |
| Range |
0.050 |
0.075 |
0.025 |
50.0% |
0.132 |
| ATR |
0.071 |
0.071 |
0.000 |
0.5% |
0.000 |
| Volume |
8,161 |
7,383 |
-778 |
-9.5% |
55,274 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.405 |
3.251 |
|
| R3 |
3.376 |
3.330 |
3.231 |
|
| R2 |
3.301 |
3.301 |
3.224 |
|
| R1 |
3.255 |
3.255 |
3.217 |
3.241 |
| PP |
3.226 |
3.226 |
3.226 |
3.218 |
| S1 |
3.180 |
3.180 |
3.203 |
3.166 |
| S2 |
3.151 |
3.151 |
3.196 |
|
| S3 |
3.076 |
3.105 |
3.189 |
|
| S4 |
3.001 |
3.030 |
3.169 |
|
|
| 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 |
3.325 |
3.196 |
0.129 |
4.0% |
0.066 |
2.1% |
11% |
False |
True |
10,590 |
| 10 |
3.389 |
3.196 |
0.193 |
6.0% |
0.072 |
2.3% |
7% |
False |
True |
13,357 |
| 20 |
3.389 |
3.139 |
0.250 |
7.8% |
0.071 |
2.2% |
28% |
False |
False |
12,258 |
| 40 |
3.389 |
2.768 |
0.621 |
19.3% |
0.070 |
2.2% |
71% |
False |
False |
10,158 |
| 60 |
3.389 |
2.750 |
0.639 |
19.9% |
0.063 |
2.0% |
72% |
False |
False |
8,822 |
| 80 |
3.389 |
2.750 |
0.639 |
19.9% |
0.060 |
1.9% |
72% |
False |
False |
7,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.467 |
|
1.618 |
3.392 |
|
1.000 |
3.346 |
|
0.618 |
3.317 |
|
HIGH |
3.271 |
|
0.618 |
3.242 |
|
0.500 |
3.234 |
|
0.382 |
3.225 |
|
LOW |
3.196 |
|
0.618 |
3.150 |
|
1.000 |
3.121 |
|
1.618 |
3.075 |
|
2.618 |
3.000 |
|
4.250 |
2.877 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.234 |
3.254 |
| PP |
3.226 |
3.239 |
| S1 |
3.218 |
3.225 |
|