NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.153 |
3.188 |
0.035 |
1.1% |
3.122 |
| High |
3.207 |
3.203 |
-0.004 |
-0.1% |
3.245 |
| Low |
3.134 |
3.147 |
0.013 |
0.4% |
3.090 |
| Close |
3.201 |
3.154 |
-0.047 |
-1.5% |
3.217 |
| Range |
0.073 |
0.056 |
-0.017 |
-23.3% |
0.155 |
| ATR |
0.065 |
0.065 |
-0.001 |
-1.0% |
0.000 |
| Volume |
26,456 |
20,472 |
-5,984 |
-22.6% |
108,319 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.301 |
3.185 |
|
| R3 |
3.280 |
3.245 |
3.169 |
|
| R2 |
3.224 |
3.224 |
3.164 |
|
| R1 |
3.189 |
3.189 |
3.159 |
3.179 |
| PP |
3.168 |
3.168 |
3.168 |
3.163 |
| S1 |
3.133 |
3.133 |
3.149 |
3.123 |
| S2 |
3.112 |
3.112 |
3.144 |
|
| S3 |
3.056 |
3.077 |
3.139 |
|
| S4 |
3.000 |
3.021 |
3.123 |
|
|
| 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 |
3.134 |
0.111 |
3.5% |
0.065 |
2.1% |
18% |
False |
False |
20,301 |
| 10 |
3.245 |
3.017 |
0.228 |
7.2% |
0.075 |
2.4% |
60% |
False |
False |
23,876 |
| 20 |
3.245 |
2.919 |
0.326 |
10.3% |
0.064 |
2.0% |
72% |
False |
False |
19,515 |
| 40 |
3.245 |
2.660 |
0.585 |
18.5% |
0.061 |
1.9% |
84% |
False |
False |
15,978 |
| 60 |
3.245 |
2.653 |
0.592 |
18.8% |
0.056 |
1.8% |
85% |
False |
False |
14,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.441 |
|
2.618 |
3.350 |
|
1.618 |
3.294 |
|
1.000 |
3.259 |
|
0.618 |
3.238 |
|
HIGH |
3.203 |
|
0.618 |
3.182 |
|
0.500 |
3.175 |
|
0.382 |
3.168 |
|
LOW |
3.147 |
|
0.618 |
3.112 |
|
1.000 |
3.091 |
|
1.618 |
3.056 |
|
2.618 |
3.000 |
|
4.250 |
2.909 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.175 |
3.182 |
| PP |
3.168 |
3.172 |
| S1 |
3.161 |
3.163 |
|