NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.211 |
3.161 |
-0.050 |
-1.6% |
3.269 |
| High |
3.222 |
3.254 |
0.032 |
1.0% |
3.311 |
| Low |
3.123 |
3.135 |
0.012 |
0.4% |
3.123 |
| Close |
3.189 |
3.242 |
0.053 |
1.7% |
3.242 |
| Range |
0.099 |
0.119 |
0.020 |
20.2% |
0.188 |
| ATR |
0.073 |
0.076 |
0.003 |
4.5% |
0.000 |
| Volume |
16,186 |
10,979 |
-5,207 |
-32.2% |
56,241 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.567 |
3.524 |
3.307 |
|
| R3 |
3.448 |
3.405 |
3.275 |
|
| R2 |
3.329 |
3.329 |
3.264 |
|
| R1 |
3.286 |
3.286 |
3.253 |
3.308 |
| PP |
3.210 |
3.210 |
3.210 |
3.221 |
| S1 |
3.167 |
3.167 |
3.231 |
3.189 |
| S2 |
3.091 |
3.091 |
3.220 |
|
| S3 |
2.972 |
3.048 |
3.209 |
|
| S4 |
2.853 |
2.929 |
3.177 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.789 |
3.704 |
3.345 |
|
| R3 |
3.601 |
3.516 |
3.294 |
|
| R2 |
3.413 |
3.413 |
3.276 |
|
| R1 |
3.328 |
3.328 |
3.259 |
3.277 |
| PP |
3.225 |
3.225 |
3.225 |
3.200 |
| S1 |
3.140 |
3.140 |
3.225 |
3.089 |
| S2 |
3.037 |
3.037 |
3.208 |
|
| S3 |
2.849 |
2.952 |
3.190 |
|
| S4 |
2.661 |
2.764 |
3.139 |
|
|
| 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 |
5.8% |
0.086 |
2.7% |
63% |
False |
False |
11,248 |
| 10 |
3.389 |
3.123 |
0.266 |
8.2% |
0.080 |
2.5% |
45% |
False |
False |
12,792 |
| 20 |
3.389 |
3.123 |
0.266 |
8.2% |
0.079 |
2.4% |
45% |
False |
False |
12,845 |
| 40 |
3.389 |
2.804 |
0.585 |
18.0% |
0.073 |
2.2% |
75% |
False |
False |
10,605 |
| 60 |
3.389 |
2.750 |
0.639 |
19.7% |
0.066 |
2.0% |
77% |
False |
False |
9,075 |
| 80 |
3.389 |
2.750 |
0.639 |
19.7% |
0.061 |
1.9% |
77% |
False |
False |
8,097 |
| 100 |
3.389 |
2.750 |
0.639 |
19.7% |
0.061 |
1.9% |
77% |
False |
False |
7,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.760 |
|
2.618 |
3.566 |
|
1.618 |
3.447 |
|
1.000 |
3.373 |
|
0.618 |
3.328 |
|
HIGH |
3.254 |
|
0.618 |
3.209 |
|
0.500 |
3.195 |
|
0.382 |
3.180 |
|
LOW |
3.135 |
|
0.618 |
3.061 |
|
1.000 |
3.016 |
|
1.618 |
2.942 |
|
2.618 |
2.823 |
|
4.250 |
2.629 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.226 |
3.227 |
| PP |
3.210 |
3.212 |
| S1 |
3.195 |
3.197 |
|