NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.188 |
3.152 |
-0.036 |
-1.1% |
3.209 |
| High |
3.203 |
3.171 |
-0.032 |
-1.0% |
3.229 |
| Low |
3.147 |
3.122 |
-0.025 |
-0.8% |
3.122 |
| Close |
3.154 |
3.138 |
-0.016 |
-0.5% |
3.138 |
| Range |
0.056 |
0.049 |
-0.007 |
-12.5% |
0.107 |
| ATR |
0.065 |
0.063 |
-0.001 |
-1.7% |
0.000 |
| Volume |
20,472 |
22,630 |
2,158 |
10.5% |
92,052 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.291 |
3.263 |
3.165 |
|
| R3 |
3.242 |
3.214 |
3.151 |
|
| R2 |
3.193 |
3.193 |
3.147 |
|
| R1 |
3.165 |
3.165 |
3.142 |
3.155 |
| PP |
3.144 |
3.144 |
3.144 |
3.138 |
| S1 |
3.116 |
3.116 |
3.134 |
3.106 |
| S2 |
3.095 |
3.095 |
3.129 |
|
| S3 |
3.046 |
3.067 |
3.125 |
|
| S4 |
2.997 |
3.018 |
3.111 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.418 |
3.197 |
|
| R3 |
3.377 |
3.311 |
3.167 |
|
| R2 |
3.270 |
3.270 |
3.158 |
|
| R1 |
3.204 |
3.204 |
3.148 |
3.184 |
| PP |
3.163 |
3.163 |
3.163 |
3.153 |
| S1 |
3.097 |
3.097 |
3.128 |
3.077 |
| S2 |
3.056 |
3.056 |
3.118 |
|
| S3 |
2.949 |
2.990 |
3.109 |
|
| S4 |
2.842 |
2.883 |
3.079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.245 |
3.122 |
0.123 |
3.9% |
0.067 |
2.1% |
13% |
False |
True |
21,956 |
| 10 |
3.245 |
3.090 |
0.155 |
4.9% |
0.068 |
2.2% |
31% |
False |
False |
23,471 |
| 20 |
3.245 |
2.947 |
0.298 |
9.5% |
0.064 |
2.1% |
64% |
False |
False |
19,962 |
| 40 |
3.245 |
2.660 |
0.585 |
18.6% |
0.062 |
2.0% |
82% |
False |
False |
16,322 |
| 60 |
3.245 |
2.653 |
0.592 |
18.9% |
0.056 |
1.8% |
82% |
False |
False |
14,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.379 |
|
2.618 |
3.299 |
|
1.618 |
3.250 |
|
1.000 |
3.220 |
|
0.618 |
3.201 |
|
HIGH |
3.171 |
|
0.618 |
3.152 |
|
0.500 |
3.147 |
|
0.382 |
3.141 |
|
LOW |
3.122 |
|
0.618 |
3.092 |
|
1.000 |
3.073 |
|
1.618 |
3.043 |
|
2.618 |
2.994 |
|
4.250 |
2.914 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.147 |
3.165 |
| PP |
3.144 |
3.156 |
| S1 |
3.141 |
3.147 |
|