NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.243 |
3.211 |
-0.032 |
-1.0% |
3.336 |
| High |
3.271 |
3.222 |
-0.049 |
-1.5% |
3.365 |
| Low |
3.196 |
3.123 |
-0.073 |
-2.3% |
3.233 |
| Close |
3.210 |
3.189 |
-0.021 |
-0.7% |
3.253 |
| Range |
0.075 |
0.099 |
0.024 |
32.0% |
0.132 |
| ATR |
0.071 |
0.073 |
0.002 |
2.8% |
0.000 |
| Volume |
7,383 |
16,186 |
8,803 |
119.2% |
55,274 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.475 |
3.431 |
3.243 |
|
| R3 |
3.376 |
3.332 |
3.216 |
|
| R2 |
3.277 |
3.277 |
3.207 |
|
| R1 |
3.233 |
3.233 |
3.198 |
3.206 |
| PP |
3.178 |
3.178 |
3.178 |
3.164 |
| S1 |
3.134 |
3.134 |
3.180 |
3.107 |
| S2 |
3.079 |
3.079 |
3.171 |
|
| S3 |
2.980 |
3.035 |
3.162 |
|
| S4 |
2.881 |
2.936 |
3.135 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.598 |
3.326 |
|
| R3 |
3.548 |
3.466 |
3.289 |
|
| R2 |
3.416 |
3.416 |
3.277 |
|
| R1 |
3.334 |
3.334 |
3.265 |
3.309 |
| PP |
3.284 |
3.284 |
3.284 |
3.271 |
| S1 |
3.202 |
3.202 |
3.241 |
3.177 |
| S2 |
3.152 |
3.152 |
3.229 |
|
| S3 |
3.020 |
3.070 |
3.217 |
|
| S4 |
2.888 |
2.938 |
3.180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.311 |
3.123 |
0.188 |
5.9% |
0.074 |
2.3% |
35% |
False |
True |
11,938 |
| 10 |
3.389 |
3.123 |
0.266 |
8.3% |
0.073 |
2.3% |
25% |
False |
True |
12,746 |
| 20 |
3.389 |
3.123 |
0.266 |
8.3% |
0.075 |
2.3% |
25% |
False |
True |
12,828 |
| 40 |
3.389 |
2.771 |
0.618 |
19.4% |
0.072 |
2.2% |
68% |
False |
False |
10,470 |
| 60 |
3.389 |
2.750 |
0.639 |
20.0% |
0.064 |
2.0% |
69% |
False |
False |
8,991 |
| 80 |
3.389 |
2.750 |
0.639 |
20.0% |
0.060 |
1.9% |
69% |
False |
False |
8,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.643 |
|
2.618 |
3.481 |
|
1.618 |
3.382 |
|
1.000 |
3.321 |
|
0.618 |
3.283 |
|
HIGH |
3.222 |
|
0.618 |
3.184 |
|
0.500 |
3.173 |
|
0.382 |
3.161 |
|
LOW |
3.123 |
|
0.618 |
3.062 |
|
1.000 |
3.024 |
|
1.618 |
2.963 |
|
2.618 |
2.864 |
|
4.250 |
2.702 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.184 |
3.197 |
| PP |
3.178 |
3.194 |
| S1 |
3.173 |
3.192 |
|