NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.272 |
3.201 |
-0.071 |
-2.2% |
3.269 |
| High |
3.284 |
3.340 |
0.056 |
1.7% |
3.311 |
| Low |
3.186 |
3.168 |
-0.018 |
-0.6% |
3.123 |
| Close |
3.223 |
3.303 |
0.080 |
2.5% |
3.242 |
| Range |
0.098 |
0.172 |
0.074 |
75.5% |
0.188 |
| ATR |
0.079 |
0.086 |
0.007 |
8.4% |
0.000 |
| Volume |
9,492 |
21,769 |
12,277 |
129.3% |
56,241 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.786 |
3.717 |
3.398 |
|
| R3 |
3.614 |
3.545 |
3.350 |
|
| R2 |
3.442 |
3.442 |
3.335 |
|
| R1 |
3.373 |
3.373 |
3.319 |
3.408 |
| PP |
3.270 |
3.270 |
3.270 |
3.288 |
| S1 |
3.201 |
3.201 |
3.287 |
3.236 |
| S2 |
3.098 |
3.098 |
3.271 |
|
| S3 |
2.926 |
3.029 |
3.256 |
|
| S4 |
2.754 |
2.857 |
3.208 |
|
|
| 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 |
3.340 |
3.123 |
0.217 |
6.6% |
0.116 |
3.5% |
83% |
True |
False |
14,464 |
| 10 |
3.340 |
3.123 |
0.217 |
6.6% |
0.091 |
2.8% |
83% |
True |
False |
12,527 |
| 20 |
3.389 |
3.123 |
0.266 |
8.1% |
0.089 |
2.7% |
68% |
False |
False |
13,682 |
| 40 |
3.389 |
2.874 |
0.515 |
15.6% |
0.077 |
2.3% |
83% |
False |
False |
11,384 |
| 60 |
3.389 |
2.756 |
0.633 |
19.2% |
0.069 |
2.1% |
86% |
False |
False |
9,482 |
| 80 |
3.389 |
2.750 |
0.639 |
19.3% |
0.063 |
1.9% |
87% |
False |
False |
8,465 |
| 100 |
3.389 |
2.750 |
0.639 |
19.3% |
0.063 |
1.9% |
87% |
False |
False |
7,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.071 |
|
2.618 |
3.790 |
|
1.618 |
3.618 |
|
1.000 |
3.512 |
|
0.618 |
3.446 |
|
HIGH |
3.340 |
|
0.618 |
3.274 |
|
0.500 |
3.254 |
|
0.382 |
3.234 |
|
LOW |
3.168 |
|
0.618 |
3.062 |
|
1.000 |
2.996 |
|
1.618 |
2.890 |
|
2.618 |
2.718 |
|
4.250 |
2.437 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.287 |
3.287 |
| PP |
3.270 |
3.270 |
| S1 |
3.254 |
3.254 |
|