NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.313 |
3.334 |
0.021 |
0.6% |
3.232 |
| High |
3.356 |
3.342 |
-0.014 |
-0.4% |
3.420 |
| Low |
3.290 |
3.169 |
-0.121 |
-3.7% |
3.168 |
| Close |
3.351 |
3.214 |
-0.137 |
-4.1% |
3.348 |
| Range |
0.066 |
0.173 |
0.107 |
162.1% |
0.252 |
| ATR |
0.086 |
0.093 |
0.007 |
8.0% |
0.000 |
| Volume |
12,592 |
29,467 |
16,875 |
134.0% |
80,396 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.761 |
3.660 |
3.309 |
|
| R3 |
3.588 |
3.487 |
3.262 |
|
| R2 |
3.415 |
3.415 |
3.246 |
|
| R1 |
3.314 |
3.314 |
3.230 |
3.278 |
| PP |
3.242 |
3.242 |
3.242 |
3.224 |
| S1 |
3.141 |
3.141 |
3.198 |
3.105 |
| S2 |
3.069 |
3.069 |
3.182 |
|
| S3 |
2.896 |
2.968 |
3.166 |
|
| S4 |
2.723 |
2.795 |
3.119 |
|
|
| 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 |
7.8% |
0.121 |
3.8% |
18% |
False |
False |
19,813 |
| 10 |
3.420 |
3.123 |
0.297 |
9.2% |
0.109 |
3.4% |
31% |
False |
False |
15,700 |
| 20 |
3.420 |
3.123 |
0.297 |
9.2% |
0.090 |
2.8% |
31% |
False |
False |
14,936 |
| 40 |
3.420 |
2.958 |
0.462 |
14.4% |
0.080 |
2.5% |
55% |
False |
False |
12,349 |
| 60 |
3.420 |
2.756 |
0.664 |
20.7% |
0.072 |
2.3% |
69% |
False |
False |
10,177 |
| 80 |
3.420 |
2.750 |
0.670 |
20.8% |
0.067 |
2.1% |
69% |
False |
False |
9,159 |
| 100 |
3.420 |
2.750 |
0.670 |
20.8% |
0.064 |
2.0% |
69% |
False |
False |
8,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.077 |
|
2.618 |
3.795 |
|
1.618 |
3.622 |
|
1.000 |
3.515 |
|
0.618 |
3.449 |
|
HIGH |
3.342 |
|
0.618 |
3.276 |
|
0.500 |
3.256 |
|
0.382 |
3.235 |
|
LOW |
3.169 |
|
0.618 |
3.062 |
|
1.000 |
2.996 |
|
1.618 |
2.889 |
|
2.618 |
2.716 |
|
4.250 |
2.434 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.256 |
3.295 |
| PP |
3.242 |
3.268 |
| S1 |
3.228 |
3.241 |
|