NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.280 |
3.277 |
-0.003 |
-0.1% |
3.375 |
| High |
3.295 |
3.310 |
0.015 |
0.5% |
3.406 |
| Low |
3.244 |
3.234 |
-0.010 |
-0.3% |
3.272 |
| Close |
3.282 |
3.249 |
-0.033 |
-1.0% |
3.290 |
| Range |
0.051 |
0.076 |
0.025 |
49.0% |
0.134 |
| ATR |
0.074 |
0.074 |
0.000 |
0.2% |
0.000 |
| Volume |
22,337 |
29,056 |
6,719 |
30.1% |
151,592 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.492 |
3.447 |
3.291 |
|
| R3 |
3.416 |
3.371 |
3.270 |
|
| R2 |
3.340 |
3.340 |
3.263 |
|
| R1 |
3.295 |
3.295 |
3.256 |
3.280 |
| PP |
3.264 |
3.264 |
3.264 |
3.257 |
| S1 |
3.219 |
3.219 |
3.242 |
3.204 |
| S2 |
3.188 |
3.188 |
3.235 |
|
| S3 |
3.112 |
3.143 |
3.228 |
|
| S4 |
3.036 |
3.067 |
3.207 |
|
|
| 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 |
3.362 |
3.234 |
0.128 |
3.9% |
0.067 |
2.1% |
12% |
False |
True |
30,882 |
| 10 |
3.433 |
3.234 |
0.199 |
6.1% |
0.075 |
2.3% |
8% |
False |
True |
35,385 |
| 20 |
3.433 |
3.180 |
0.253 |
7.8% |
0.075 |
2.3% |
27% |
False |
False |
32,491 |
| 40 |
3.433 |
2.797 |
0.636 |
19.6% |
0.074 |
2.3% |
71% |
False |
False |
28,623 |
| 60 |
3.433 |
2.778 |
0.655 |
20.2% |
0.067 |
2.1% |
72% |
False |
False |
26,941 |
| 80 |
3.433 |
2.778 |
0.655 |
20.2% |
0.063 |
1.9% |
72% |
False |
False |
24,316 |
| 100 |
3.433 |
2.778 |
0.655 |
20.2% |
0.063 |
1.9% |
72% |
False |
False |
22,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.633 |
|
2.618 |
3.509 |
|
1.618 |
3.433 |
|
1.000 |
3.386 |
|
0.618 |
3.357 |
|
HIGH |
3.310 |
|
0.618 |
3.281 |
|
0.500 |
3.272 |
|
0.382 |
3.263 |
|
LOW |
3.234 |
|
0.618 |
3.187 |
|
1.000 |
3.158 |
|
1.618 |
3.111 |
|
2.618 |
3.035 |
|
4.250 |
2.911 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.272 |
3.293 |
| PP |
3.264 |
3.278 |
| S1 |
3.257 |
3.264 |
|