NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.244 |
3.360 |
0.116 |
3.6% |
3.305 |
| High |
3.388 |
3.466 |
0.078 |
2.3% |
3.351 |
| Low |
3.205 |
3.347 |
0.142 |
4.4% |
3.156 |
| Close |
3.348 |
3.451 |
0.103 |
3.1% |
3.285 |
| Range |
0.183 |
0.119 |
-0.064 |
-35.0% |
0.195 |
| ATR |
0.090 |
0.092 |
0.002 |
2.3% |
0.000 |
| Volume |
49,304 |
45,422 |
-3,882 |
-7.9% |
174,145 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.734 |
3.516 |
|
| R3 |
3.659 |
3.615 |
3.484 |
|
| R2 |
3.540 |
3.540 |
3.473 |
|
| R1 |
3.496 |
3.496 |
3.462 |
3.518 |
| PP |
3.421 |
3.421 |
3.421 |
3.433 |
| S1 |
3.377 |
3.377 |
3.440 |
3.399 |
| S2 |
3.302 |
3.302 |
3.429 |
|
| S3 |
3.183 |
3.258 |
3.418 |
|
| S4 |
3.064 |
3.139 |
3.386 |
|
|
| 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 |
3.466 |
3.175 |
0.291 |
8.4% |
0.127 |
3.7% |
95% |
True |
False |
41,983 |
| 10 |
3.466 |
3.156 |
0.310 |
9.0% |
0.101 |
2.9% |
95% |
True |
False |
38,063 |
| 20 |
3.466 |
3.156 |
0.310 |
9.0% |
0.095 |
2.7% |
95% |
True |
False |
38,855 |
| 40 |
3.466 |
2.905 |
0.561 |
16.3% |
0.083 |
2.4% |
97% |
True |
False |
32,371 |
| 60 |
3.466 |
2.785 |
0.681 |
19.7% |
0.074 |
2.1% |
98% |
True |
False |
28,878 |
| 80 |
3.466 |
2.778 |
0.688 |
19.9% |
0.068 |
2.0% |
98% |
True |
False |
26,311 |
| 100 |
3.466 |
2.778 |
0.688 |
19.9% |
0.067 |
1.9% |
98% |
True |
False |
24,716 |
| 120 |
3.466 |
2.778 |
0.688 |
19.9% |
0.067 |
1.9% |
98% |
True |
False |
23,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.972 |
|
2.618 |
3.778 |
|
1.618 |
3.659 |
|
1.000 |
3.585 |
|
0.618 |
3.540 |
|
HIGH |
3.466 |
|
0.618 |
3.421 |
|
0.500 |
3.407 |
|
0.382 |
3.392 |
|
LOW |
3.347 |
|
0.618 |
3.273 |
|
1.000 |
3.228 |
|
1.618 |
3.154 |
|
2.618 |
3.035 |
|
4.250 |
2.841 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.436 |
3.413 |
| PP |
3.421 |
3.374 |
| S1 |
3.407 |
3.336 |
|