NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.309 |
3.305 |
-0.004 |
-0.1% |
3.375 |
| High |
3.329 |
3.351 |
0.022 |
0.7% |
3.406 |
| Low |
3.272 |
3.260 |
-0.012 |
-0.4% |
3.272 |
| Close |
3.290 |
3.284 |
-0.006 |
-0.2% |
3.290 |
| Range |
0.057 |
0.091 |
0.034 |
59.6% |
0.134 |
| ATR |
0.075 |
0.076 |
0.001 |
1.6% |
0.000 |
| Volume |
31,920 |
35,686 |
3,766 |
11.8% |
151,592 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.571 |
3.519 |
3.334 |
|
| R3 |
3.480 |
3.428 |
3.309 |
|
| R2 |
3.389 |
3.389 |
3.301 |
|
| R1 |
3.337 |
3.337 |
3.292 |
3.318 |
| PP |
3.298 |
3.298 |
3.298 |
3.289 |
| S1 |
3.246 |
3.246 |
3.276 |
3.227 |
| S2 |
3.207 |
3.207 |
3.267 |
|
| S3 |
3.116 |
3.155 |
3.259 |
|
| S4 |
3.025 |
3.064 |
3.234 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.641 |
3.364 |
|
| R3 |
3.591 |
3.507 |
3.327 |
|
| R2 |
3.457 |
3.457 |
3.315 |
|
| R1 |
3.373 |
3.373 |
3.302 |
3.348 |
| PP |
3.323 |
3.323 |
3.323 |
3.310 |
| S1 |
3.239 |
3.239 |
3.278 |
3.214 |
| S2 |
3.189 |
3.189 |
3.265 |
|
| S3 |
3.055 |
3.105 |
3.253 |
|
| S4 |
2.921 |
2.971 |
3.216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.406 |
3.260 |
0.146 |
4.4% |
0.077 |
2.3% |
16% |
False |
True |
37,455 |
| 10 |
3.433 |
3.258 |
0.175 |
5.3% |
0.082 |
2.5% |
15% |
False |
False |
38,175 |
| 20 |
3.433 |
3.180 |
0.253 |
7.7% |
0.075 |
2.3% |
41% |
False |
False |
32,366 |
| 40 |
3.433 |
2.785 |
0.648 |
19.7% |
0.074 |
2.3% |
77% |
False |
False |
28,332 |
| 60 |
3.433 |
2.778 |
0.655 |
19.9% |
0.066 |
2.0% |
77% |
False |
False |
26,619 |
| 80 |
3.433 |
2.778 |
0.655 |
19.9% |
0.062 |
1.9% |
77% |
False |
False |
24,064 |
| 100 |
3.433 |
2.778 |
0.655 |
19.9% |
0.063 |
1.9% |
77% |
False |
False |
22,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.738 |
|
2.618 |
3.589 |
|
1.618 |
3.498 |
|
1.000 |
3.442 |
|
0.618 |
3.407 |
|
HIGH |
3.351 |
|
0.618 |
3.316 |
|
0.500 |
3.306 |
|
0.382 |
3.295 |
|
LOW |
3.260 |
|
0.618 |
3.204 |
|
1.000 |
3.169 |
|
1.618 |
3.113 |
|
2.618 |
3.022 |
|
4.250 |
2.873 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.306 |
3.311 |
| PP |
3.298 |
3.302 |
| S1 |
3.291 |
3.293 |
|