NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.315 |
3.386 |
0.071 |
2.1% |
3.232 |
| High |
3.408 |
3.420 |
0.012 |
0.4% |
3.420 |
| Low |
3.301 |
3.331 |
0.030 |
0.9% |
3.168 |
| Close |
3.393 |
3.348 |
-0.045 |
-1.3% |
3.348 |
| Range |
0.107 |
0.089 |
-0.018 |
-16.8% |
0.252 |
| ATR |
0.087 |
0.087 |
0.000 |
0.2% |
0.000 |
| Volume |
20,949 |
14,288 |
-6,661 |
-31.8% |
80,396 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.633 |
3.580 |
3.397 |
|
| R3 |
3.544 |
3.491 |
3.372 |
|
| R2 |
3.455 |
3.455 |
3.364 |
|
| R1 |
3.402 |
3.402 |
3.356 |
3.384 |
| PP |
3.366 |
3.366 |
3.366 |
3.358 |
| S1 |
3.313 |
3.313 |
3.340 |
3.295 |
| S2 |
3.277 |
3.277 |
3.332 |
|
| S3 |
3.188 |
3.224 |
3.324 |
|
| S4 |
3.099 |
3.135 |
3.299 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.068 |
3.960 |
3.487 |
|
| R3 |
3.816 |
3.708 |
3.417 |
|
| R2 |
3.564 |
3.564 |
3.394 |
|
| R1 |
3.456 |
3.456 |
3.371 |
3.510 |
| PP |
3.312 |
3.312 |
3.312 |
3.339 |
| S1 |
3.204 |
3.204 |
3.325 |
3.258 |
| S2 |
3.060 |
3.060 |
3.302 |
|
| S3 |
2.808 |
2.952 |
3.279 |
|
| S4 |
2.556 |
2.700 |
3.209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.420 |
3.168 |
0.252 |
7.5% |
0.112 |
3.3% |
71% |
True |
False |
16,079 |
| 10 |
3.420 |
3.123 |
0.297 |
8.9% |
0.099 |
3.0% |
76% |
True |
False |
13,663 |
| 20 |
3.420 |
3.123 |
0.297 |
8.9% |
0.088 |
2.6% |
76% |
True |
False |
14,026 |
| 40 |
3.420 |
2.874 |
0.546 |
16.3% |
0.078 |
2.3% |
87% |
True |
False |
11,911 |
| 60 |
3.420 |
2.756 |
0.664 |
19.8% |
0.071 |
2.1% |
89% |
True |
False |
9,808 |
| 80 |
3.420 |
2.750 |
0.670 |
20.0% |
0.065 |
1.9% |
89% |
True |
False |
8,753 |
| 100 |
3.420 |
2.750 |
0.670 |
20.0% |
0.063 |
1.9% |
89% |
True |
False |
7,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.798 |
|
2.618 |
3.653 |
|
1.618 |
3.564 |
|
1.000 |
3.509 |
|
0.618 |
3.475 |
|
HIGH |
3.420 |
|
0.618 |
3.386 |
|
0.500 |
3.376 |
|
0.382 |
3.365 |
|
LOW |
3.331 |
|
0.618 |
3.276 |
|
1.000 |
3.242 |
|
1.618 |
3.187 |
|
2.618 |
3.098 |
|
4.250 |
2.953 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.376 |
3.330 |
| PP |
3.366 |
3.312 |
| S1 |
3.357 |
3.294 |
|