NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.360 |
3.427 |
0.067 |
2.0% |
3.247 |
| High |
3.466 |
3.479 |
0.013 |
0.4% |
3.479 |
| Low |
3.347 |
3.380 |
0.033 |
1.0% |
3.205 |
| Close |
3.451 |
3.398 |
-0.053 |
-1.5% |
3.398 |
| Range |
0.119 |
0.099 |
-0.020 |
-16.8% |
0.274 |
| ATR |
0.092 |
0.093 |
0.000 |
0.5% |
0.000 |
| Volume |
45,422 |
59,071 |
13,649 |
30.0% |
233,641 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.716 |
3.656 |
3.452 |
|
| R3 |
3.617 |
3.557 |
3.425 |
|
| R2 |
3.518 |
3.518 |
3.416 |
|
| R1 |
3.458 |
3.458 |
3.407 |
3.439 |
| PP |
3.419 |
3.419 |
3.419 |
3.409 |
| S1 |
3.359 |
3.359 |
3.389 |
3.340 |
| S2 |
3.320 |
3.320 |
3.380 |
|
| S3 |
3.221 |
3.260 |
3.371 |
|
| S4 |
3.122 |
3.161 |
3.344 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.064 |
3.549 |
|
| R3 |
3.909 |
3.790 |
3.473 |
|
| R2 |
3.635 |
3.635 |
3.448 |
|
| R1 |
3.516 |
3.516 |
3.423 |
3.576 |
| PP |
3.361 |
3.361 |
3.361 |
3.390 |
| S1 |
3.242 |
3.242 |
3.373 |
3.302 |
| S2 |
3.087 |
3.087 |
3.348 |
|
| S3 |
2.813 |
2.968 |
3.323 |
|
| S4 |
2.539 |
2.694 |
3.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.479 |
3.205 |
0.274 |
8.1% |
0.122 |
3.6% |
70% |
True |
False |
46,728 |
| 10 |
3.479 |
3.156 |
0.323 |
9.5% |
0.105 |
3.1% |
75% |
True |
False |
40,778 |
| 20 |
3.479 |
3.156 |
0.323 |
9.5% |
0.093 |
2.7% |
75% |
True |
False |
39,767 |
| 40 |
3.479 |
2.905 |
0.574 |
16.9% |
0.083 |
2.4% |
86% |
True |
False |
33,145 |
| 60 |
3.479 |
2.785 |
0.694 |
20.4% |
0.075 |
2.2% |
88% |
True |
False |
29,407 |
| 80 |
3.479 |
2.778 |
0.701 |
20.6% |
0.069 |
2.0% |
88% |
True |
False |
26,849 |
| 100 |
3.479 |
2.778 |
0.701 |
20.6% |
0.067 |
2.0% |
88% |
True |
False |
25,015 |
| 120 |
3.479 |
2.778 |
0.701 |
20.6% |
0.067 |
2.0% |
88% |
True |
False |
23,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.900 |
|
2.618 |
3.738 |
|
1.618 |
3.639 |
|
1.000 |
3.578 |
|
0.618 |
3.540 |
|
HIGH |
3.479 |
|
0.618 |
3.441 |
|
0.500 |
3.430 |
|
0.382 |
3.418 |
|
LOW |
3.380 |
|
0.618 |
3.319 |
|
1.000 |
3.281 |
|
1.618 |
3.220 |
|
2.618 |
3.121 |
|
4.250 |
2.959 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.430 |
3.379 |
| PP |
3.419 |
3.361 |
| S1 |
3.409 |
3.342 |
|