NYMEX Natural Gas Future February 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 |
3.161 |
3.232 |
0.071 |
2.2% |
3.269 |
| High |
3.254 |
3.304 |
0.050 |
1.5% |
3.311 |
| Low |
3.135 |
3.210 |
0.075 |
2.4% |
3.123 |
| Close |
3.242 |
3.272 |
0.030 |
0.9% |
3.242 |
| Range |
0.119 |
0.094 |
-0.025 |
-21.0% |
0.188 |
| ATR |
0.076 |
0.077 |
0.001 |
1.7% |
0.000 |
| Volume |
10,979 |
13,898 |
2,919 |
26.6% |
56,241 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.544 |
3.502 |
3.324 |
|
| R3 |
3.450 |
3.408 |
3.298 |
|
| R2 |
3.356 |
3.356 |
3.289 |
|
| R1 |
3.314 |
3.314 |
3.281 |
3.335 |
| PP |
3.262 |
3.262 |
3.262 |
3.273 |
| S1 |
3.220 |
3.220 |
3.263 |
3.241 |
| S2 |
3.168 |
3.168 |
3.255 |
|
| S3 |
3.074 |
3.126 |
3.246 |
|
| S4 |
2.980 |
3.032 |
3.220 |
|
|
| 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 |
3.304 |
3.123 |
0.181 |
5.5% |
0.087 |
2.7% |
82% |
True |
False |
11,321 |
| 10 |
3.365 |
3.123 |
0.242 |
7.4% |
0.081 |
2.5% |
62% |
False |
False |
12,541 |
| 20 |
3.389 |
3.123 |
0.266 |
8.1% |
0.079 |
2.4% |
56% |
False |
False |
12,990 |
| 40 |
3.389 |
2.835 |
0.554 |
16.9% |
0.073 |
2.2% |
79% |
False |
False |
10,882 |
| 60 |
3.389 |
2.755 |
0.634 |
19.4% |
0.066 |
2.0% |
82% |
False |
False |
9,145 |
| 80 |
3.389 |
2.750 |
0.639 |
19.5% |
0.061 |
1.9% |
82% |
False |
False |
8,213 |
| 100 |
3.389 |
2.750 |
0.639 |
19.5% |
0.061 |
1.9% |
82% |
False |
False |
7,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.704 |
|
2.618 |
3.550 |
|
1.618 |
3.456 |
|
1.000 |
3.398 |
|
0.618 |
3.362 |
|
HIGH |
3.304 |
|
0.618 |
3.268 |
|
0.500 |
3.257 |
|
0.382 |
3.246 |
|
LOW |
3.210 |
|
0.618 |
3.152 |
|
1.000 |
3.116 |
|
1.618 |
3.058 |
|
2.618 |
2.964 |
|
4.250 |
2.811 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.267 |
3.253 |
| PP |
3.262 |
3.233 |
| S1 |
3.257 |
3.214 |
|