NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.226 |
3.247 |
0.021 |
0.7% |
3.116 |
| High |
3.287 |
3.267 |
-0.020 |
-0.6% |
3.370 |
| Low |
3.207 |
3.070 |
-0.137 |
-4.3% |
3.074 |
| Close |
3.271 |
3.118 |
-0.153 |
-4.7% |
3.277 |
| Range |
0.080 |
0.197 |
0.117 |
146.3% |
0.296 |
| ATR |
0.099 |
0.106 |
0.007 |
7.4% |
0.000 |
| Volume |
38,034 |
72,717 |
34,683 |
91.2% |
305,542 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.627 |
3.226 |
|
| R3 |
3.546 |
3.430 |
3.172 |
|
| R2 |
3.349 |
3.349 |
3.154 |
|
| R1 |
3.233 |
3.233 |
3.136 |
3.193 |
| PP |
3.152 |
3.152 |
3.152 |
3.131 |
| S1 |
3.036 |
3.036 |
3.100 |
2.996 |
| S2 |
2.955 |
2.955 |
3.082 |
|
| S3 |
2.758 |
2.839 |
3.064 |
|
| S4 |
2.561 |
2.642 |
3.010 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
3.999 |
3.440 |
|
| R3 |
3.832 |
3.703 |
3.358 |
|
| R2 |
3.536 |
3.536 |
3.331 |
|
| R1 |
3.407 |
3.407 |
3.304 |
3.472 |
| PP |
3.240 |
3.240 |
3.240 |
3.273 |
| S1 |
3.111 |
3.111 |
3.250 |
3.176 |
| S2 |
2.944 |
2.944 |
3.223 |
|
| S3 |
2.648 |
2.815 |
3.196 |
|
| S4 |
2.352 |
2.519 |
3.114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.370 |
3.070 |
0.300 |
9.6% |
0.143 |
4.6% |
16% |
False |
True |
59,205 |
| 10 |
3.370 |
3.023 |
0.347 |
11.1% |
0.127 |
4.1% |
27% |
False |
False |
58,366 |
| 20 |
3.370 |
3.023 |
0.347 |
11.1% |
0.102 |
3.3% |
27% |
False |
False |
52,987 |
| 40 |
3.370 |
2.882 |
0.488 |
15.7% |
0.092 |
2.9% |
48% |
False |
False |
39,830 |
| 60 |
3.370 |
2.657 |
0.713 |
22.9% |
0.083 |
2.6% |
65% |
False |
False |
32,933 |
| 80 |
3.370 |
2.637 |
0.733 |
23.5% |
0.076 |
2.4% |
66% |
False |
False |
28,688 |
| 100 |
3.370 |
2.637 |
0.733 |
23.5% |
0.072 |
2.3% |
66% |
False |
False |
25,472 |
| 120 |
3.370 |
2.637 |
0.733 |
23.5% |
0.072 |
2.3% |
66% |
False |
False |
22,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.104 |
|
2.618 |
3.783 |
|
1.618 |
3.586 |
|
1.000 |
3.464 |
|
0.618 |
3.389 |
|
HIGH |
3.267 |
|
0.618 |
3.192 |
|
0.500 |
3.169 |
|
0.382 |
3.145 |
|
LOW |
3.070 |
|
0.618 |
2.948 |
|
1.000 |
2.873 |
|
1.618 |
2.751 |
|
2.618 |
2.554 |
|
4.250 |
2.233 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.169 |
3.220 |
| PP |
3.152 |
3.186 |
| S1 |
3.135 |
3.152 |
|