NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.099 |
3.050 |
-0.049 |
-1.6% |
3.161 |
| High |
3.109 |
3.126 |
0.017 |
0.5% |
3.190 |
| Low |
3.017 |
3.025 |
0.008 |
0.3% |
3.017 |
| Close |
3.074 |
3.116 |
0.042 |
1.4% |
3.116 |
| Range |
0.092 |
0.101 |
0.009 |
9.8% |
0.173 |
| ATR |
0.066 |
0.068 |
0.003 |
3.8% |
0.000 |
| Volume |
30,280 |
21,055 |
-9,225 |
-30.5% |
108,658 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.392 |
3.355 |
3.172 |
|
| R3 |
3.291 |
3.254 |
3.144 |
|
| R2 |
3.190 |
3.190 |
3.135 |
|
| R1 |
3.153 |
3.153 |
3.125 |
3.172 |
| PP |
3.089 |
3.089 |
3.089 |
3.098 |
| S1 |
3.052 |
3.052 |
3.107 |
3.071 |
| S2 |
2.988 |
2.988 |
3.097 |
|
| S3 |
2.887 |
2.951 |
3.088 |
|
| S4 |
2.786 |
2.850 |
3.060 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.544 |
3.211 |
|
| R3 |
3.454 |
3.371 |
3.164 |
|
| R2 |
3.281 |
3.281 |
3.148 |
|
| R1 |
3.198 |
3.198 |
3.132 |
3.153 |
| PP |
3.108 |
3.108 |
3.108 |
3.085 |
| S1 |
3.025 |
3.025 |
3.100 |
2.980 |
| S2 |
2.935 |
2.935 |
3.084 |
|
| S3 |
2.762 |
2.852 |
3.068 |
|
| S4 |
2.589 |
2.679 |
3.021 |
|
|
| 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% |
0.078 |
2.5% |
57% |
False |
False |
21,731 |
| 10 |
3.245 |
3.017 |
0.228 |
7.3% |
0.072 |
2.3% |
43% |
False |
False |
21,844 |
| 20 |
3.245 |
3.014 |
0.231 |
7.4% |
0.070 |
2.3% |
44% |
False |
False |
21,330 |
| 40 |
3.245 |
2.707 |
0.538 |
17.3% |
0.065 |
2.1% |
76% |
False |
False |
17,981 |
| 60 |
3.245 |
2.653 |
0.592 |
19.0% |
0.060 |
1.9% |
78% |
False |
False |
15,577 |
| 80 |
3.245 |
2.653 |
0.592 |
19.0% |
0.055 |
1.8% |
78% |
False |
False |
14,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.555 |
|
2.618 |
3.390 |
|
1.618 |
3.289 |
|
1.000 |
3.227 |
|
0.618 |
3.188 |
|
HIGH |
3.126 |
|
0.618 |
3.087 |
|
0.500 |
3.076 |
|
0.382 |
3.064 |
|
LOW |
3.025 |
|
0.618 |
2.963 |
|
1.000 |
2.924 |
|
1.618 |
2.862 |
|
2.618 |
2.761 |
|
4.250 |
2.596 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.103 |
3.106 |
| PP |
3.089 |
3.095 |
| S1 |
3.076 |
3.085 |
|