NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.366 |
3.370 |
0.004 |
0.1% |
3.279 |
| High |
3.432 |
3.398 |
-0.034 |
-1.0% |
3.349 |
| Low |
3.331 |
3.348 |
0.017 |
0.5% |
3.194 |
| Close |
3.399 |
3.374 |
-0.025 |
-0.7% |
3.316 |
| Range |
0.101 |
0.050 |
-0.051 |
-50.5% |
0.155 |
| ATR |
0.076 |
0.075 |
-0.002 |
-2.4% |
0.000 |
| Volume |
49,778 |
28,225 |
-21,553 |
-43.3% |
159,044 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.499 |
3.402 |
|
| R3 |
3.473 |
3.449 |
3.388 |
|
| R2 |
3.423 |
3.423 |
3.383 |
|
| R1 |
3.399 |
3.399 |
3.379 |
3.411 |
| PP |
3.373 |
3.373 |
3.373 |
3.380 |
| S1 |
3.349 |
3.349 |
3.369 |
3.361 |
| S2 |
3.323 |
3.323 |
3.365 |
|
| S3 |
3.273 |
3.299 |
3.360 |
|
| S4 |
3.223 |
3.249 |
3.347 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.689 |
3.401 |
|
| R3 |
3.596 |
3.534 |
3.359 |
|
| R2 |
3.441 |
3.441 |
3.344 |
|
| R1 |
3.379 |
3.379 |
3.330 |
3.410 |
| PP |
3.286 |
3.286 |
3.286 |
3.302 |
| S1 |
3.224 |
3.224 |
3.302 |
3.255 |
| S2 |
3.131 |
3.131 |
3.288 |
|
| S3 |
2.976 |
3.069 |
3.273 |
|
| S4 |
2.821 |
2.914 |
3.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.432 |
3.258 |
0.174 |
5.2% |
0.084 |
2.5% |
67% |
False |
False |
39,758 |
| 10 |
3.432 |
3.180 |
0.252 |
7.5% |
0.083 |
2.5% |
77% |
False |
False |
34,200 |
| 20 |
3.432 |
3.054 |
0.378 |
11.2% |
0.074 |
2.2% |
85% |
False |
False |
28,719 |
| 40 |
3.432 |
2.785 |
0.647 |
19.2% |
0.069 |
2.0% |
91% |
False |
False |
25,581 |
| 60 |
3.432 |
2.778 |
0.654 |
19.4% |
0.064 |
1.9% |
91% |
False |
False |
24,356 |
| 80 |
3.432 |
2.778 |
0.654 |
19.4% |
0.062 |
1.8% |
91% |
False |
False |
22,829 |
| 100 |
3.432 |
2.778 |
0.654 |
19.4% |
0.064 |
1.9% |
91% |
False |
False |
21,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.611 |
|
2.618 |
3.529 |
|
1.618 |
3.479 |
|
1.000 |
3.448 |
|
0.618 |
3.429 |
|
HIGH |
3.398 |
|
0.618 |
3.379 |
|
0.500 |
3.373 |
|
0.382 |
3.367 |
|
LOW |
3.348 |
|
0.618 |
3.317 |
|
1.000 |
3.298 |
|
1.618 |
3.267 |
|
2.618 |
3.217 |
|
4.250 |
3.136 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.374 |
3.382 |
| PP |
3.373 |
3.379 |
| S1 |
3.373 |
3.377 |
|