NYMEX Natural Gas Future December 2020
| 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 |
3.116 |
3.194 |
0.078 |
2.5% |
3.195 |
| High |
3.232 |
3.204 |
-0.028 |
-0.9% |
3.232 |
| Low |
3.110 |
3.091 |
-0.019 |
-0.6% |
3.023 |
| Close |
3.186 |
3.134 |
-0.052 |
-1.6% |
3.154 |
| Range |
0.122 |
0.113 |
-0.009 |
-7.4% |
0.209 |
| ATR |
0.087 |
0.089 |
0.002 |
2.1% |
0.000 |
| Volume |
70,405 |
49,861 |
-20,544 |
-29.2% |
245,815 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.482 |
3.421 |
3.196 |
|
| R3 |
3.369 |
3.308 |
3.165 |
|
| R2 |
3.256 |
3.256 |
3.155 |
|
| R1 |
3.195 |
3.195 |
3.144 |
3.169 |
| PP |
3.143 |
3.143 |
3.143 |
3.130 |
| S1 |
3.082 |
3.082 |
3.124 |
3.056 |
| S2 |
3.030 |
3.030 |
3.113 |
|
| S3 |
2.917 |
2.969 |
3.103 |
|
| S4 |
2.804 |
2.856 |
3.072 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.763 |
3.668 |
3.269 |
|
| R3 |
3.554 |
3.459 |
3.211 |
|
| R2 |
3.345 |
3.345 |
3.192 |
|
| R1 |
3.250 |
3.250 |
3.173 |
3.193 |
| PP |
3.136 |
3.136 |
3.136 |
3.108 |
| S1 |
3.041 |
3.041 |
3.135 |
2.984 |
| S2 |
2.927 |
2.927 |
3.116 |
|
| S3 |
2.718 |
2.832 |
3.097 |
|
| S4 |
2.509 |
2.623 |
3.039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.232 |
3.023 |
0.209 |
6.7% |
0.111 |
3.5% |
53% |
False |
False |
57,526 |
| 10 |
3.250 |
3.023 |
0.227 |
7.2% |
0.090 |
2.9% |
49% |
False |
False |
48,977 |
| 20 |
3.329 |
3.023 |
0.306 |
9.8% |
0.091 |
2.9% |
36% |
False |
False |
47,087 |
| 40 |
3.329 |
2.753 |
0.576 |
18.4% |
0.085 |
2.7% |
66% |
False |
False |
35,984 |
| 60 |
3.329 |
2.657 |
0.672 |
21.4% |
0.076 |
2.4% |
71% |
False |
False |
29,865 |
| 80 |
3.329 |
2.637 |
0.692 |
22.1% |
0.069 |
2.2% |
72% |
False |
False |
26,021 |
| 100 |
3.329 |
2.637 |
0.692 |
22.1% |
0.068 |
2.2% |
72% |
False |
False |
23,089 |
| 120 |
3.329 |
2.592 |
0.737 |
23.5% |
0.068 |
2.2% |
74% |
False |
False |
20,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.684 |
|
2.618 |
3.500 |
|
1.618 |
3.387 |
|
1.000 |
3.317 |
|
0.618 |
3.274 |
|
HIGH |
3.204 |
|
0.618 |
3.161 |
|
0.500 |
3.148 |
|
0.382 |
3.134 |
|
LOW |
3.091 |
|
0.618 |
3.021 |
|
1.000 |
2.978 |
|
1.618 |
2.908 |
|
2.618 |
2.795 |
|
4.250 |
2.611 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.148 |
3.137 |
| PP |
3.143 |
3.136 |
| S1 |
3.139 |
3.135 |
|