NYMEX Natural Gas Future February 2021
Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.232 |
3.272 |
0.040 |
1.2% |
3.269 |
High |
3.304 |
3.284 |
-0.020 |
-0.6% |
3.311 |
Low |
3.210 |
3.186 |
-0.024 |
-0.7% |
3.123 |
Close |
3.272 |
3.223 |
-0.049 |
-1.5% |
3.242 |
Range |
0.094 |
0.098 |
0.004 |
4.3% |
0.188 |
ATR |
0.077 |
0.079 |
0.001 |
1.9% |
0.000 |
Volume |
13,898 |
9,492 |
-4,406 |
-31.7% |
56,241 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.525 |
3.472 |
3.277 |
|
R3 |
3.427 |
3.374 |
3.250 |
|
R2 |
3.329 |
3.329 |
3.241 |
|
R1 |
3.276 |
3.276 |
3.232 |
3.254 |
PP |
3.231 |
3.231 |
3.231 |
3.220 |
S1 |
3.178 |
3.178 |
3.214 |
3.156 |
S2 |
3.133 |
3.133 |
3.205 |
|
S3 |
3.035 |
3.080 |
3.196 |
|
S4 |
2.937 |
2.982 |
3.169 |
|
|
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 |
5.6% |
0.097 |
3.0% |
55% |
False |
False |
11,587 |
10 |
3.330 |
3.123 |
0.207 |
6.4% |
0.082 |
2.5% |
48% |
False |
False |
12,158 |
20 |
3.389 |
3.123 |
0.266 |
8.3% |
0.082 |
2.5% |
38% |
False |
False |
13,090 |
40 |
3.389 |
2.845 |
0.544 |
16.9% |
0.075 |
2.3% |
69% |
False |
False |
11,013 |
60 |
3.389 |
2.756 |
0.633 |
19.6% |
0.067 |
2.1% |
74% |
False |
False |
9,232 |
80 |
3.389 |
2.750 |
0.639 |
19.8% |
0.062 |
1.9% |
74% |
False |
False |
8,280 |
100 |
3.389 |
2.750 |
0.639 |
19.8% |
0.061 |
1.9% |
74% |
False |
False |
7,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.701 |
2.618 |
3.541 |
1.618 |
3.443 |
1.000 |
3.382 |
0.618 |
3.345 |
HIGH |
3.284 |
0.618 |
3.247 |
0.500 |
3.235 |
0.382 |
3.223 |
LOW |
3.186 |
0.618 |
3.125 |
1.000 |
3.088 |
1.618 |
3.027 |
2.618 |
2.929 |
4.250 |
2.770 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.235 |
3.222 |
PP |
3.231 |
3.221 |
S1 |
3.227 |
3.220 |
|