NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.176 |
3.197 |
0.021 |
0.7% |
3.089 |
| High |
3.229 |
3.216 |
-0.013 |
-0.4% |
3.154 |
| Low |
3.148 |
3.176 |
0.028 |
0.9% |
3.017 |
| Close |
3.216 |
3.201 |
-0.015 |
-0.5% |
3.146 |
| Range |
0.081 |
0.040 |
-0.041 |
-50.6% |
0.137 |
| ATR |
0.064 |
0.062 |
-0.002 |
-2.7% |
0.000 |
| Volume |
32,116 |
14,354 |
-17,762 |
-55.3% |
105,067 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.318 |
3.299 |
3.223 |
|
| R3 |
3.278 |
3.259 |
3.212 |
|
| R2 |
3.238 |
3.238 |
3.208 |
|
| R1 |
3.219 |
3.219 |
3.205 |
3.229 |
| PP |
3.198 |
3.198 |
3.198 |
3.202 |
| S1 |
3.179 |
3.179 |
3.197 |
3.189 |
| S2 |
3.158 |
3.158 |
3.194 |
|
| S3 |
3.118 |
3.139 |
3.190 |
|
| S4 |
3.078 |
3.099 |
3.179 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.517 |
3.468 |
3.221 |
|
| R3 |
3.380 |
3.331 |
3.184 |
|
| R2 |
3.243 |
3.243 |
3.171 |
|
| R1 |
3.194 |
3.194 |
3.159 |
3.219 |
| PP |
3.106 |
3.106 |
3.106 |
3.118 |
| S1 |
3.057 |
3.057 |
3.133 |
3.082 |
| S2 |
2.969 |
2.969 |
3.121 |
|
| S3 |
2.832 |
2.920 |
3.108 |
|
| S4 |
2.695 |
2.783 |
3.071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.229 |
3.090 |
0.139 |
4.3% |
0.068 |
2.1% |
80% |
False |
False |
24,987 |
| 10 |
3.229 |
3.014 |
0.215 |
6.7% |
0.068 |
2.1% |
87% |
False |
False |
20,817 |
| 20 |
3.229 |
2.896 |
0.333 |
10.4% |
0.062 |
1.9% |
92% |
False |
False |
17,930 |
| 40 |
3.229 |
2.660 |
0.569 |
17.8% |
0.058 |
1.8% |
95% |
False |
False |
14,847 |
| 60 |
3.229 |
2.653 |
0.576 |
18.0% |
0.055 |
1.7% |
95% |
False |
False |
13,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.386 |
|
2.618 |
3.321 |
|
1.618 |
3.281 |
|
1.000 |
3.256 |
|
0.618 |
3.241 |
|
HIGH |
3.216 |
|
0.618 |
3.201 |
|
0.500 |
3.196 |
|
0.382 |
3.191 |
|
LOW |
3.176 |
|
0.618 |
3.151 |
|
1.000 |
3.136 |
|
1.618 |
3.111 |
|
2.618 |
3.071 |
|
4.250 |
3.006 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.199 |
3.197 |
| PP |
3.198 |
3.193 |
| S1 |
3.196 |
3.189 |
|