NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.195 |
3.159 |
-0.036 |
-1.1% |
3.281 |
| High |
3.232 |
3.172 |
-0.060 |
-1.9% |
3.293 |
| Low |
3.138 |
3.118 |
-0.020 |
-0.6% |
3.148 |
| Close |
3.160 |
3.158 |
-0.002 |
-0.1% |
3.165 |
| Range |
0.094 |
0.054 |
-0.040 |
-42.6% |
0.145 |
| ATR |
0.080 |
0.079 |
-0.002 |
-2.3% |
0.000 |
| Volume |
47,687 |
30,760 |
-16,927 |
-35.5% |
168,972 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.311 |
3.289 |
3.188 |
|
| R3 |
3.257 |
3.235 |
3.173 |
|
| R2 |
3.203 |
3.203 |
3.168 |
|
| R1 |
3.181 |
3.181 |
3.163 |
3.165 |
| PP |
3.149 |
3.149 |
3.149 |
3.142 |
| S1 |
3.127 |
3.127 |
3.153 |
3.111 |
| S2 |
3.095 |
3.095 |
3.148 |
|
| S3 |
3.041 |
3.073 |
3.143 |
|
| S4 |
2.987 |
3.019 |
3.128 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.637 |
3.546 |
3.245 |
|
| R3 |
3.492 |
3.401 |
3.205 |
|
| R2 |
3.347 |
3.347 |
3.192 |
|
| R1 |
3.256 |
3.256 |
3.178 |
3.229 |
| PP |
3.202 |
3.202 |
3.202 |
3.189 |
| S1 |
3.111 |
3.111 |
3.152 |
3.084 |
| S2 |
3.057 |
3.057 |
3.138 |
|
| S3 |
2.912 |
2.966 |
3.125 |
|
| S4 |
2.767 |
2.821 |
3.085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.250 |
3.118 |
0.132 |
4.2% |
0.069 |
2.2% |
30% |
False |
True |
40,428 |
| 10 |
3.329 |
3.118 |
0.211 |
6.7% |
0.078 |
2.5% |
19% |
False |
True |
47,609 |
| 20 |
3.329 |
3.064 |
0.265 |
8.4% |
0.081 |
2.5% |
35% |
False |
False |
37,840 |
| 40 |
3.329 |
2.665 |
0.664 |
21.0% |
0.079 |
2.5% |
74% |
False |
False |
30,581 |
| 60 |
3.329 |
2.637 |
0.692 |
21.9% |
0.071 |
2.2% |
75% |
False |
False |
26,317 |
| 80 |
3.329 |
2.637 |
0.692 |
21.9% |
0.066 |
2.1% |
75% |
False |
False |
23,136 |
| 100 |
3.329 |
2.637 |
0.692 |
21.9% |
0.066 |
2.1% |
75% |
False |
False |
20,630 |
| 120 |
3.329 |
2.546 |
0.783 |
24.8% |
0.066 |
2.1% |
78% |
False |
False |
18,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.402 |
|
2.618 |
3.313 |
|
1.618 |
3.259 |
|
1.000 |
3.226 |
|
0.618 |
3.205 |
|
HIGH |
3.172 |
|
0.618 |
3.151 |
|
0.500 |
3.145 |
|
0.382 |
3.139 |
|
LOW |
3.118 |
|
0.618 |
3.085 |
|
1.000 |
3.064 |
|
1.618 |
3.031 |
|
2.618 |
2.977 |
|
4.250 |
2.889 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.154 |
3.175 |
| PP |
3.149 |
3.169 |
| S1 |
3.145 |
3.164 |
|