NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.152 |
3.161 |
0.009 |
0.3% |
3.209 |
| High |
3.171 |
3.190 |
0.019 |
0.6% |
3.229 |
| Low |
3.122 |
3.106 |
-0.016 |
-0.5% |
3.122 |
| Close |
3.138 |
3.133 |
-0.005 |
-0.2% |
3.138 |
| Range |
0.049 |
0.084 |
0.035 |
71.4% |
0.107 |
| ATR |
0.063 |
0.065 |
0.001 |
2.3% |
0.000 |
| Volume |
22,630 |
23,397 |
767 |
3.4% |
92,052 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.348 |
3.179 |
|
| R3 |
3.311 |
3.264 |
3.156 |
|
| R2 |
3.227 |
3.227 |
3.148 |
|
| R1 |
3.180 |
3.180 |
3.141 |
3.162 |
| PP |
3.143 |
3.143 |
3.143 |
3.134 |
| S1 |
3.096 |
3.096 |
3.125 |
3.078 |
| S2 |
3.059 |
3.059 |
3.118 |
|
| S3 |
2.975 |
3.012 |
3.110 |
|
| S4 |
2.891 |
2.928 |
3.087 |
|
|
| 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 |
3.229 |
3.106 |
0.123 |
3.9% |
0.069 |
2.2% |
22% |
False |
True |
23,089 |
| 10 |
3.245 |
3.090 |
0.155 |
4.9% |
0.070 |
2.2% |
28% |
False |
False |
22,376 |
| 20 |
3.245 |
3.003 |
0.242 |
7.7% |
0.064 |
2.0% |
54% |
False |
False |
19,865 |
| 40 |
3.245 |
2.660 |
0.585 |
18.7% |
0.063 |
2.0% |
81% |
False |
False |
16,811 |
| 60 |
3.245 |
2.653 |
0.592 |
18.9% |
0.057 |
1.8% |
81% |
False |
False |
14,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.547 |
|
2.618 |
3.410 |
|
1.618 |
3.326 |
|
1.000 |
3.274 |
|
0.618 |
3.242 |
|
HIGH |
3.190 |
|
0.618 |
3.158 |
|
0.500 |
3.148 |
|
0.382 |
3.138 |
|
LOW |
3.106 |
|
0.618 |
3.054 |
|
1.000 |
3.022 |
|
1.618 |
2.970 |
|
2.618 |
2.886 |
|
4.250 |
2.749 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.148 |
3.155 |
| PP |
3.143 |
3.147 |
| S1 |
3.138 |
3.140 |
|