NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.190 |
3.209 |
0.019 |
0.6% |
3.122 |
| High |
3.245 |
3.229 |
-0.016 |
-0.5% |
3.245 |
| Low |
3.171 |
3.147 |
-0.024 |
-0.8% |
3.090 |
| Close |
3.217 |
3.187 |
-0.030 |
-0.9% |
3.217 |
| Range |
0.074 |
0.082 |
0.008 |
10.8% |
0.155 |
| ATR |
0.063 |
0.065 |
0.001 |
2.1% |
0.000 |
| Volume |
17,731 |
22,494 |
4,763 |
26.9% |
108,319 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.392 |
3.232 |
|
| R3 |
3.352 |
3.310 |
3.210 |
|
| R2 |
3.270 |
3.270 |
3.202 |
|
| R1 |
3.228 |
3.228 |
3.195 |
3.208 |
| PP |
3.188 |
3.188 |
3.188 |
3.178 |
| S1 |
3.146 |
3.146 |
3.179 |
3.126 |
| S2 |
3.106 |
3.106 |
3.172 |
|
| S3 |
3.024 |
3.064 |
3.164 |
|
| S4 |
2.942 |
2.982 |
3.142 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.588 |
3.302 |
|
| R3 |
3.494 |
3.433 |
3.260 |
|
| R2 |
3.339 |
3.339 |
3.245 |
|
| R1 |
3.278 |
3.278 |
3.231 |
3.309 |
| PP |
3.184 |
3.184 |
3.184 |
3.199 |
| S1 |
3.123 |
3.123 |
3.203 |
3.154 |
| S2 |
3.029 |
3.029 |
3.189 |
|
| S3 |
2.874 |
2.968 |
3.174 |
|
| S4 |
2.719 |
2.813 |
3.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.245 |
3.147 |
0.098 |
3.1% |
0.067 |
2.1% |
41% |
False |
True |
21,929 |
| 10 |
3.245 |
3.017 |
0.228 |
7.2% |
0.073 |
2.3% |
75% |
False |
False |
22,617 |
| 20 |
3.245 |
2.896 |
0.349 |
11.0% |
0.062 |
2.0% |
83% |
False |
False |
18,438 |
| 40 |
3.245 |
2.660 |
0.585 |
18.4% |
0.060 |
1.9% |
90% |
False |
False |
15,266 |
| 60 |
3.245 |
2.653 |
0.592 |
18.6% |
0.055 |
1.7% |
90% |
False |
False |
13,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.578 |
|
2.618 |
3.444 |
|
1.618 |
3.362 |
|
1.000 |
3.311 |
|
0.618 |
3.280 |
|
HIGH |
3.229 |
|
0.618 |
3.198 |
|
0.500 |
3.188 |
|
0.382 |
3.178 |
|
LOW |
3.147 |
|
0.618 |
3.096 |
|
1.000 |
3.065 |
|
1.618 |
3.014 |
|
2.618 |
2.932 |
|
4.250 |
2.799 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.188 |
3.196 |
| PP |
3.188 |
3.193 |
| S1 |
3.187 |
3.190 |
|