NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.210 |
3.247 |
0.037 |
1.2% |
3.305 |
| High |
3.298 |
3.351 |
0.053 |
1.6% |
3.351 |
| Low |
3.175 |
3.247 |
0.072 |
2.3% |
3.156 |
| Close |
3.285 |
3.317 |
0.032 |
1.0% |
3.285 |
| Range |
0.123 |
0.104 |
-0.019 |
-15.4% |
0.195 |
| ATR |
0.080 |
0.081 |
0.002 |
2.2% |
0.000 |
| Volume |
35,345 |
44,544 |
9,199 |
26.0% |
174,145 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.571 |
3.374 |
|
| R3 |
3.513 |
3.467 |
3.346 |
|
| R2 |
3.409 |
3.409 |
3.336 |
|
| R1 |
3.363 |
3.363 |
3.327 |
3.386 |
| PP |
3.305 |
3.305 |
3.305 |
3.317 |
| S1 |
3.259 |
3.259 |
3.307 |
3.282 |
| S2 |
3.201 |
3.201 |
3.298 |
|
| S3 |
3.097 |
3.155 |
3.288 |
|
| S4 |
2.993 |
3.051 |
3.260 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.762 |
3.392 |
|
| R3 |
3.654 |
3.567 |
3.339 |
|
| R2 |
3.459 |
3.459 |
3.321 |
|
| R1 |
3.372 |
3.372 |
3.303 |
3.318 |
| PP |
3.264 |
3.264 |
3.264 |
3.237 |
| S1 |
3.177 |
3.177 |
3.267 |
3.123 |
| S2 |
3.069 |
3.069 |
3.249 |
|
| S3 |
2.874 |
2.982 |
3.231 |
|
| S4 |
2.679 |
2.787 |
3.178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.351 |
3.156 |
0.195 |
5.9% |
0.092 |
2.8% |
83% |
True |
False |
36,600 |
| 10 |
3.406 |
3.156 |
0.250 |
7.5% |
0.084 |
2.5% |
64% |
False |
False |
37,028 |
| 20 |
3.433 |
3.156 |
0.277 |
8.4% |
0.083 |
2.5% |
58% |
False |
False |
36,190 |
| 40 |
3.433 |
2.865 |
0.568 |
17.1% |
0.078 |
2.3% |
80% |
False |
False |
30,668 |
| 60 |
3.433 |
2.783 |
0.650 |
19.6% |
0.070 |
2.1% |
82% |
False |
False |
27,969 |
| 80 |
3.433 |
2.778 |
0.655 |
19.7% |
0.065 |
1.9% |
82% |
False |
False |
25,484 |
| 100 |
3.433 |
2.778 |
0.655 |
19.7% |
0.065 |
1.9% |
82% |
False |
False |
23,926 |
| 120 |
3.433 |
2.713 |
0.720 |
21.7% |
0.065 |
2.0% |
84% |
False |
False |
22,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.793 |
|
2.618 |
3.623 |
|
1.618 |
3.519 |
|
1.000 |
3.455 |
|
0.618 |
3.415 |
|
HIGH |
3.351 |
|
0.618 |
3.311 |
|
0.500 |
3.299 |
|
0.382 |
3.287 |
|
LOW |
3.247 |
|
0.618 |
3.183 |
|
1.000 |
3.143 |
|
1.618 |
3.079 |
|
2.618 |
2.975 |
|
4.250 |
2.805 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.311 |
3.296 |
| PP |
3.305 |
3.275 |
| S1 |
3.299 |
3.254 |
|