NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.133 |
3.081 |
-0.052 |
-1.7% |
3.161 |
| High |
3.148 |
3.196 |
0.048 |
1.5% |
3.190 |
| Low |
3.065 |
3.047 |
-0.018 |
-0.6% |
3.017 |
| Close |
3.099 |
3.165 |
0.066 |
2.1% |
3.116 |
| Range |
0.083 |
0.149 |
0.066 |
79.5% |
0.173 |
| ATR |
0.071 |
0.076 |
0.006 |
7.9% |
0.000 |
| Volume |
20,299 |
25,991 |
5,692 |
28.0% |
108,658 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.583 |
3.523 |
3.247 |
|
| R3 |
3.434 |
3.374 |
3.206 |
|
| R2 |
3.285 |
3.285 |
3.192 |
|
| R1 |
3.225 |
3.225 |
3.179 |
3.255 |
| PP |
3.136 |
3.136 |
3.136 |
3.151 |
| S1 |
3.076 |
3.076 |
3.151 |
3.106 |
| S2 |
2.987 |
2.987 |
3.138 |
|
| S3 |
2.838 |
2.927 |
3.124 |
|
| S4 |
2.689 |
2.778 |
3.083 |
|
|
| 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 |
3.196 |
3.017 |
0.179 |
5.7% |
0.103 |
3.2% |
83% |
True |
False |
24,047 |
| 10 |
3.203 |
3.017 |
0.186 |
5.9% |
0.082 |
2.6% |
80% |
False |
False |
22,066 |
| 20 |
3.245 |
3.017 |
0.228 |
7.2% |
0.079 |
2.5% |
65% |
False |
False |
22,686 |
| 40 |
3.245 |
2.778 |
0.467 |
14.8% |
0.069 |
2.2% |
83% |
False |
False |
19,057 |
| 60 |
3.245 |
2.660 |
0.585 |
18.5% |
0.063 |
2.0% |
86% |
False |
False |
16,050 |
| 80 |
3.245 |
2.653 |
0.592 |
18.7% |
0.058 |
1.8% |
86% |
False |
False |
14,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.829 |
|
2.618 |
3.586 |
|
1.618 |
3.437 |
|
1.000 |
3.345 |
|
0.618 |
3.288 |
|
HIGH |
3.196 |
|
0.618 |
3.139 |
|
0.500 |
3.122 |
|
0.382 |
3.104 |
|
LOW |
3.047 |
|
0.618 |
2.955 |
|
1.000 |
2.898 |
|
1.618 |
2.806 |
|
2.618 |
2.657 |
|
4.250 |
2.414 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.151 |
3.151 |
| PP |
3.136 |
3.136 |
| S1 |
3.122 |
3.122 |
|