NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.201 |
3.315 |
0.114 |
3.6% |
3.269 |
| High |
3.340 |
3.408 |
0.068 |
2.0% |
3.311 |
| Low |
3.168 |
3.301 |
0.133 |
4.2% |
3.123 |
| Close |
3.303 |
3.393 |
0.090 |
2.7% |
3.242 |
| Range |
0.172 |
0.107 |
-0.065 |
-37.8% |
0.188 |
| ATR |
0.086 |
0.087 |
0.002 |
1.8% |
0.000 |
| Volume |
21,769 |
20,949 |
-820 |
-3.8% |
56,241 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.688 |
3.648 |
3.452 |
|
| R3 |
3.581 |
3.541 |
3.422 |
|
| R2 |
3.474 |
3.474 |
3.413 |
|
| R1 |
3.434 |
3.434 |
3.403 |
3.454 |
| PP |
3.367 |
3.367 |
3.367 |
3.378 |
| S1 |
3.327 |
3.327 |
3.383 |
3.347 |
| S2 |
3.260 |
3.260 |
3.373 |
|
| S3 |
3.153 |
3.220 |
3.364 |
|
| S4 |
3.046 |
3.113 |
3.334 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.789 |
3.704 |
3.345 |
|
| R3 |
3.601 |
3.516 |
3.294 |
|
| R2 |
3.413 |
3.413 |
3.276 |
|
| R1 |
3.328 |
3.328 |
3.259 |
3.277 |
| PP |
3.225 |
3.225 |
3.225 |
3.200 |
| S1 |
3.140 |
3.140 |
3.225 |
3.089 |
| S2 |
3.037 |
3.037 |
3.208 |
|
| S3 |
2.849 |
2.952 |
3.190 |
|
| S4 |
2.661 |
2.764 |
3.139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.135 |
0.273 |
8.0% |
0.118 |
3.5% |
95% |
True |
False |
15,417 |
| 10 |
3.408 |
3.123 |
0.285 |
8.4% |
0.096 |
2.8% |
95% |
True |
False |
13,677 |
| 20 |
3.408 |
3.123 |
0.285 |
8.4% |
0.090 |
2.6% |
95% |
True |
False |
14,098 |
| 40 |
3.408 |
2.874 |
0.534 |
15.7% |
0.078 |
2.3% |
97% |
True |
False |
11,697 |
| 60 |
3.408 |
2.756 |
0.652 |
19.2% |
0.070 |
2.1% |
98% |
True |
False |
9,681 |
| 80 |
3.408 |
2.750 |
0.658 |
19.4% |
0.064 |
1.9% |
98% |
True |
False |
8,644 |
| 100 |
3.408 |
2.750 |
0.658 |
19.4% |
0.063 |
1.9% |
98% |
True |
False |
7,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.863 |
|
2.618 |
3.688 |
|
1.618 |
3.581 |
|
1.000 |
3.515 |
|
0.618 |
3.474 |
|
HIGH |
3.408 |
|
0.618 |
3.367 |
|
0.500 |
3.355 |
|
0.382 |
3.342 |
|
LOW |
3.301 |
|
0.618 |
3.235 |
|
1.000 |
3.194 |
|
1.618 |
3.128 |
|
2.618 |
3.021 |
|
4.250 |
2.846 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.380 |
3.358 |
| PP |
3.367 |
3.323 |
| S1 |
3.355 |
3.288 |
|