NYMEX Natural Gas Future March 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Sep-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Sep-2020 | 
                    24-Sep-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.081 | 
                        3.174 | 
                        0.093 | 
                        3.0% | 
                        3.161 | 
                     
                    
                        | High | 
                        3.196 | 
                        3.252 | 
                        0.056 | 
                        1.8% | 
                        3.190 | 
                     
                    
                        | Low | 
                        3.047 | 
                        3.159 | 
                        0.112 | 
                        3.7% | 
                        3.017 | 
                     
                    
                        | Close | 
                        3.165 | 
                        3.239 | 
                        0.074 | 
                        2.3% | 
                        3.116 | 
                     
                    
                        | Range | 
                        0.149 | 
                        0.093 | 
                        -0.056 | 
                        -37.6% | 
                        0.173 | 
                     
                    
                        | ATR | 
                        0.076 | 
                        0.078 | 
                        0.001 | 
                        1.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,991 | 
                        30,487 | 
                        4,496 | 
                        17.3% | 
                        108,658 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Sep-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.496 | 
                3.460 | 
                3.290 | 
                 | 
             
            
                | R3 | 
                3.403 | 
                3.367 | 
                3.265 | 
                 | 
             
            
                | R2 | 
                3.310 | 
                3.310 | 
                3.256 | 
                 | 
             
            
                | R1 | 
                3.274 | 
                3.274 | 
                3.248 | 
                3.292 | 
             
            
                | PP | 
                3.217 | 
                3.217 | 
                3.217 | 
                3.226 | 
             
            
                | S1 | 
                3.181 | 
                3.181 | 
                3.230 | 
                3.199 | 
             
            
                | S2 | 
                3.124 | 
                3.124 | 
                3.222 | 
                 | 
             
            
                | S3 | 
                3.031 | 
                3.088 | 
                3.213 | 
                 | 
             
            
                | S4 | 
                2.938 | 
                2.995 | 
                3.188 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.252 | 
                3.025 | 
                0.227 | 
                7.0% | 
                0.103 | 
                3.2% | 
                94% | 
                True | 
                False | 
                24,088 | 
                 
                
                | 10 | 
                3.252 | 
                3.017 | 
                0.235 | 
                7.3% | 
                0.085 | 
                2.6% | 
                94% | 
                True | 
                False | 
                23,067 | 
                 
                
                | 20 | 
                3.252 | 
                3.017 | 
                0.235 | 
                7.3% | 
                0.080 | 
                2.5% | 
                94% | 
                True | 
                False | 
                23,472 | 
                 
                
                | 40 | 
                3.252 | 
                2.778 | 
                0.474 | 
                14.6% | 
                0.070 | 
                2.2% | 
                97% | 
                True | 
                False | 
                19,383 | 
                 
                
                | 60 | 
                3.252 | 
                2.660 | 
                0.592 | 
                18.3% | 
                0.063 | 
                2.0% | 
                98% | 
                True | 
                False | 
                16,377 | 
                 
                
                | 80 | 
                3.252 | 
                2.653 | 
                0.599 | 
                18.5% | 
                0.059 | 
                1.8% | 
                98% | 
                True | 
                False | 
                15,142 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.647 | 
         
        
            | 
2.618             | 
            3.495 | 
         
        
            | 
1.618             | 
            3.402 | 
         
        
            | 
1.000             | 
            3.345 | 
         
        
            | 
0.618             | 
            3.309 | 
         
        
            | 
HIGH             | 
            3.252 | 
         
        
            | 
0.618             | 
            3.216 | 
         
        
            | 
0.500             | 
            3.206 | 
         
        
            | 
0.382             | 
            3.195 | 
         
        
            | 
LOW             | 
            3.159 | 
         
        
            | 
0.618             | 
            3.102 | 
         
        
            | 
1.000             | 
            3.066 | 
         
        
            | 
1.618             | 
            3.009 | 
         
        
            | 
2.618             | 
            2.916 | 
         
        
            | 
4.250             | 
            2.764 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Sep-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.228 | 
                                3.209 | 
                             
                            
                                | PP | 
                                3.217 | 
                                3.179 | 
                             
                            
                                | S1 | 
                                3.206 | 
                                3.150 | 
                             
             
         |