NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.125 |
3.099 |
-0.026 |
-0.8% |
3.209 |
| High |
3.152 |
3.109 |
-0.043 |
-1.4% |
3.229 |
| Low |
3.086 |
3.017 |
-0.069 |
-2.2% |
3.122 |
| Close |
3.097 |
3.074 |
-0.023 |
-0.7% |
3.138 |
| Range |
0.066 |
0.092 |
0.026 |
39.4% |
0.107 |
| ATR |
0.064 |
0.066 |
0.002 |
3.2% |
0.000 |
| Volume |
15,688 |
30,280 |
14,592 |
93.0% |
92,052 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.343 |
3.300 |
3.125 |
|
| R3 |
3.251 |
3.208 |
3.099 |
|
| R2 |
3.159 |
3.159 |
3.091 |
|
| R1 |
3.116 |
3.116 |
3.082 |
3.092 |
| PP |
3.067 |
3.067 |
3.067 |
3.054 |
| S1 |
3.024 |
3.024 |
3.066 |
3.000 |
| S2 |
2.975 |
2.975 |
3.057 |
|
| S3 |
2.883 |
2.932 |
3.049 |
|
| S4 |
2.791 |
2.840 |
3.023 |
|
|
| 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 |
3.190 |
3.017 |
0.173 |
5.6% |
0.068 |
2.2% |
33% |
False |
True |
22,046 |
| 10 |
3.245 |
3.017 |
0.228 |
7.4% |
0.066 |
2.2% |
25% |
False |
True |
21,174 |
| 20 |
3.245 |
3.014 |
0.231 |
7.5% |
0.067 |
2.2% |
26% |
False |
False |
21,209 |
| 40 |
3.245 |
2.681 |
0.564 |
18.3% |
0.064 |
2.1% |
70% |
False |
False |
17,709 |
| 60 |
3.245 |
2.653 |
0.592 |
19.3% |
0.058 |
1.9% |
71% |
False |
False |
15,403 |
| 80 |
3.245 |
2.653 |
0.592 |
19.3% |
0.055 |
1.8% |
71% |
False |
False |
14,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.500 |
|
2.618 |
3.350 |
|
1.618 |
3.258 |
|
1.000 |
3.201 |
|
0.618 |
3.166 |
|
HIGH |
3.109 |
|
0.618 |
3.074 |
|
0.500 |
3.063 |
|
0.382 |
3.052 |
|
LOW |
3.017 |
|
0.618 |
2.960 |
|
1.000 |
2.925 |
|
1.618 |
2.868 |
|
2.618 |
2.776 |
|
4.250 |
2.626 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.070 |
3.085 |
| PP |
3.067 |
3.081 |
| S1 |
3.063 |
3.078 |
|