NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.386 |
3.313 |
-0.073 |
-2.2% |
3.232 |
| High |
3.420 |
3.356 |
-0.064 |
-1.9% |
3.420 |
| Low |
3.331 |
3.290 |
-0.041 |
-1.2% |
3.168 |
| Close |
3.348 |
3.351 |
0.003 |
0.1% |
3.348 |
| Range |
0.089 |
0.066 |
-0.023 |
-25.8% |
0.252 |
| ATR |
0.087 |
0.086 |
-0.002 |
-1.7% |
0.000 |
| Volume |
14,288 |
12,592 |
-1,696 |
-11.9% |
80,396 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.507 |
3.387 |
|
| R3 |
3.464 |
3.441 |
3.369 |
|
| R2 |
3.398 |
3.398 |
3.363 |
|
| R1 |
3.375 |
3.375 |
3.357 |
3.387 |
| PP |
3.332 |
3.332 |
3.332 |
3.338 |
| S1 |
3.309 |
3.309 |
3.345 |
3.321 |
| S2 |
3.266 |
3.266 |
3.339 |
|
| S3 |
3.200 |
3.243 |
3.333 |
|
| S4 |
3.134 |
3.177 |
3.315 |
|
|
| 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% |
0.106 |
3.2% |
73% |
False |
False |
15,818 |
| 10 |
3.420 |
3.123 |
0.297 |
8.9% |
0.097 |
2.9% |
77% |
False |
False |
13,569 |
| 20 |
3.420 |
3.123 |
0.297 |
8.9% |
0.087 |
2.6% |
77% |
False |
False |
13,954 |
| 40 |
3.420 |
2.901 |
0.519 |
15.5% |
0.078 |
2.3% |
87% |
False |
False |
12,096 |
| 60 |
3.420 |
2.756 |
0.664 |
19.8% |
0.071 |
2.1% |
90% |
False |
False |
9,882 |
| 80 |
3.420 |
2.750 |
0.670 |
20.0% |
0.065 |
2.0% |
90% |
False |
False |
8,863 |
| 100 |
3.420 |
2.750 |
0.670 |
20.0% |
0.063 |
1.9% |
90% |
False |
False |
8,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.637 |
|
2.618 |
3.529 |
|
1.618 |
3.463 |
|
1.000 |
3.422 |
|
0.618 |
3.397 |
|
HIGH |
3.356 |
|
0.618 |
3.331 |
|
0.500 |
3.323 |
|
0.382 |
3.315 |
|
LOW |
3.290 |
|
0.618 |
3.249 |
|
1.000 |
3.224 |
|
1.618 |
3.183 |
|
2.618 |
3.117 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.342 |
3.355 |
| PP |
3.332 |
3.354 |
| S1 |
3.323 |
3.352 |
|