NYMEX Natural Gas Future December 2020
| 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 |
3.194 |
3.106 |
-0.088 |
-2.8% |
3.195 |
| High |
3.204 |
3.273 |
0.069 |
2.2% |
3.232 |
| Low |
3.091 |
3.074 |
-0.017 |
-0.5% |
3.023 |
| Close |
3.134 |
3.229 |
0.095 |
3.0% |
3.154 |
| Range |
0.113 |
0.199 |
0.086 |
76.1% |
0.209 |
| ATR |
0.089 |
0.097 |
0.008 |
8.9% |
0.000 |
| Volume |
49,861 |
79,460 |
29,599 |
59.4% |
245,815 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.789 |
3.708 |
3.338 |
|
| R3 |
3.590 |
3.509 |
3.284 |
|
| R2 |
3.391 |
3.391 |
3.265 |
|
| R1 |
3.310 |
3.310 |
3.247 |
3.351 |
| PP |
3.192 |
3.192 |
3.192 |
3.212 |
| S1 |
3.111 |
3.111 |
3.211 |
3.152 |
| S2 |
2.993 |
2.993 |
3.193 |
|
| S3 |
2.794 |
2.912 |
3.174 |
|
| S4 |
2.595 |
2.713 |
3.120 |
|
|
| 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 |
3.273 |
3.023 |
0.250 |
7.7% |
0.134 |
4.2% |
82% |
True |
False |
65,921 |
| 10 |
3.273 |
3.023 |
0.250 |
7.7% |
0.102 |
3.2% |
82% |
True |
False |
52,185 |
| 20 |
3.329 |
3.023 |
0.306 |
9.5% |
0.099 |
3.1% |
67% |
False |
False |
49,858 |
| 40 |
3.329 |
2.781 |
0.548 |
17.0% |
0.088 |
2.7% |
82% |
False |
False |
37,604 |
| 60 |
3.329 |
2.657 |
0.672 |
20.8% |
0.078 |
2.4% |
85% |
False |
False |
30,844 |
| 80 |
3.329 |
2.637 |
0.692 |
21.4% |
0.071 |
2.2% |
86% |
False |
False |
26,789 |
| 100 |
3.329 |
2.637 |
0.692 |
21.4% |
0.070 |
2.2% |
86% |
False |
False |
23,810 |
| 120 |
3.329 |
2.621 |
0.708 |
21.9% |
0.070 |
2.2% |
86% |
False |
False |
21,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.119 |
|
2.618 |
3.794 |
|
1.618 |
3.595 |
|
1.000 |
3.472 |
|
0.618 |
3.396 |
|
HIGH |
3.273 |
|
0.618 |
3.197 |
|
0.500 |
3.174 |
|
0.382 |
3.150 |
|
LOW |
3.074 |
|
0.618 |
2.951 |
|
1.000 |
2.875 |
|
1.618 |
2.752 |
|
2.618 |
2.553 |
|
4.250 |
2.228 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.211 |
3.211 |
| PP |
3.192 |
3.192 |
| S1 |
3.174 |
3.174 |
|