NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.079 |
3.133 |
0.054 |
1.8% |
3.161 |
| High |
3.166 |
3.148 |
-0.018 |
-0.6% |
3.190 |
| Low |
3.077 |
3.065 |
-0.012 |
-0.4% |
3.017 |
| Close |
3.138 |
3.099 |
-0.039 |
-1.2% |
3.116 |
| Range |
0.089 |
0.083 |
-0.006 |
-6.7% |
0.173 |
| ATR |
0.070 |
0.071 |
0.001 |
1.3% |
0.000 |
| Volume |
22,612 |
20,299 |
-2,313 |
-10.2% |
108,658 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.309 |
3.145 |
|
| R3 |
3.270 |
3.226 |
3.122 |
|
| R2 |
3.187 |
3.187 |
3.114 |
|
| R1 |
3.143 |
3.143 |
3.107 |
3.124 |
| PP |
3.104 |
3.104 |
3.104 |
3.094 |
| S1 |
3.060 |
3.060 |
3.091 |
3.041 |
| S2 |
3.021 |
3.021 |
3.084 |
|
| S3 |
2.938 |
2.977 |
3.076 |
|
| S4 |
2.855 |
2.894 |
3.053 |
|
|
| 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 |
3.166 |
3.017 |
0.149 |
4.8% |
0.086 |
2.8% |
55% |
False |
False |
21,986 |
| 10 |
3.207 |
3.017 |
0.190 |
6.1% |
0.074 |
2.4% |
43% |
False |
False |
22,112 |
| 20 |
3.245 |
3.017 |
0.228 |
7.4% |
0.073 |
2.4% |
36% |
False |
False |
22,365 |
| 40 |
3.245 |
2.756 |
0.489 |
15.8% |
0.067 |
2.2% |
70% |
False |
False |
18,634 |
| 60 |
3.245 |
2.660 |
0.585 |
18.9% |
0.061 |
2.0% |
75% |
False |
False |
15,841 |
| 80 |
3.245 |
2.653 |
0.592 |
19.1% |
0.056 |
1.8% |
75% |
False |
False |
14,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.501 |
|
2.618 |
3.365 |
|
1.618 |
3.282 |
|
1.000 |
3.231 |
|
0.618 |
3.199 |
|
HIGH |
3.148 |
|
0.618 |
3.116 |
|
0.500 |
3.107 |
|
0.382 |
3.097 |
|
LOW |
3.065 |
|
0.618 |
3.014 |
|
1.000 |
2.982 |
|
1.618 |
2.931 |
|
2.618 |
2.848 |
|
4.250 |
2.712 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.107 |
3.098 |
| PP |
3.104 |
3.097 |
| S1 |
3.102 |
3.096 |
|