NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.126 |
3.125 |
-0.001 |
0.0% |
3.209 |
| High |
3.142 |
3.152 |
0.010 |
0.3% |
3.229 |
| Low |
3.095 |
3.086 |
-0.009 |
-0.3% |
3.122 |
| Close |
3.133 |
3.097 |
-0.036 |
-1.1% |
3.138 |
| Range |
0.047 |
0.066 |
0.019 |
40.4% |
0.107 |
| ATR |
0.064 |
0.064 |
0.000 |
0.3% |
0.000 |
| Volume |
18,238 |
15,688 |
-2,550 |
-14.0% |
92,052 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.269 |
3.133 |
|
| R3 |
3.244 |
3.203 |
3.115 |
|
| R2 |
3.178 |
3.178 |
3.109 |
|
| R1 |
3.137 |
3.137 |
3.103 |
3.125 |
| PP |
3.112 |
3.112 |
3.112 |
3.105 |
| S1 |
3.071 |
3.071 |
3.091 |
3.059 |
| S2 |
3.046 |
3.046 |
3.085 |
|
| S3 |
2.980 |
3.005 |
3.079 |
|
| S4 |
2.914 |
2.939 |
3.061 |
|
|
| 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 |
3.203 |
3.086 |
0.117 |
3.8% |
0.060 |
2.0% |
9% |
False |
True |
20,085 |
| 10 |
3.245 |
3.086 |
0.159 |
5.1% |
0.065 |
2.1% |
7% |
False |
True |
21,357 |
| 20 |
3.245 |
3.014 |
0.231 |
7.5% |
0.064 |
2.1% |
36% |
False |
False |
20,102 |
| 40 |
3.245 |
2.674 |
0.571 |
18.4% |
0.063 |
2.0% |
74% |
False |
False |
17,124 |
| 60 |
3.245 |
2.653 |
0.592 |
19.1% |
0.057 |
1.9% |
75% |
False |
False |
15,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.433 |
|
2.618 |
3.325 |
|
1.618 |
3.259 |
|
1.000 |
3.218 |
|
0.618 |
3.193 |
|
HIGH |
3.152 |
|
0.618 |
3.127 |
|
0.500 |
3.119 |
|
0.382 |
3.111 |
|
LOW |
3.086 |
|
0.618 |
3.045 |
|
1.000 |
3.020 |
|
1.618 |
2.979 |
|
2.618 |
2.913 |
|
4.250 |
2.806 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.138 |
| PP |
3.112 |
3.124 |
| S1 |
3.104 |
3.111 |
|