NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.122 |
3.166 |
0.044 |
1.4% |
3.089 |
High |
3.190 |
3.204 |
0.014 |
0.4% |
3.154 |
Low |
3.090 |
3.148 |
0.058 |
1.9% |
3.017 |
Close |
3.167 |
3.185 |
0.018 |
0.6% |
3.146 |
Range |
0.100 |
0.056 |
-0.044 |
-44.0% |
0.137 |
ATR |
0.063 |
0.063 |
-0.001 |
-0.8% |
0.000 |
Volume |
21,166 |
22,952 |
1,786 |
8.4% |
105,067 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.347 |
3.322 |
3.216 |
|
R3 |
3.291 |
3.266 |
3.200 |
|
R2 |
3.235 |
3.235 |
3.195 |
|
R1 |
3.210 |
3.210 |
3.190 |
3.223 |
PP |
3.179 |
3.179 |
3.179 |
3.185 |
S1 |
3.154 |
3.154 |
3.180 |
3.167 |
S2 |
3.123 |
3.123 |
3.175 |
|
S3 |
3.067 |
3.098 |
3.170 |
|
S4 |
3.011 |
3.042 |
3.154 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.517 |
3.468 |
3.221 |
|
R3 |
3.380 |
3.331 |
3.184 |
|
R2 |
3.243 |
3.243 |
3.171 |
|
R1 |
3.194 |
3.194 |
3.159 |
3.219 |
PP |
3.106 |
3.106 |
3.106 |
3.118 |
S1 |
3.057 |
3.057 |
3.133 |
3.082 |
S2 |
2.969 |
2.969 |
3.121 |
|
S3 |
2.832 |
2.920 |
3.108 |
|
S4 |
2.695 |
2.783 |
3.071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.204 |
3.017 |
0.187 |
5.9% |
0.084 |
2.6% |
90% |
True |
False |
23,983 |
10 |
3.204 |
3.014 |
0.190 |
6.0% |
0.063 |
2.0% |
90% |
True |
False |
18,846 |
20 |
3.204 |
2.892 |
0.312 |
9.8% |
0.062 |
1.9% |
94% |
True |
False |
16,965 |
40 |
3.204 |
2.660 |
0.544 |
17.1% |
0.057 |
1.8% |
97% |
True |
False |
14,148 |
60 |
3.204 |
2.653 |
0.551 |
17.3% |
0.055 |
1.7% |
97% |
True |
False |
13,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.442 |
2.618 |
3.351 |
1.618 |
3.295 |
1.000 |
3.260 |
0.618 |
3.239 |
HIGH |
3.204 |
0.618 |
3.183 |
0.500 |
3.176 |
0.382 |
3.169 |
LOW |
3.148 |
0.618 |
3.113 |
1.000 |
3.092 |
1.618 |
3.057 |
2.618 |
3.001 |
4.250 |
2.910 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.182 |
3.172 |
PP |
3.179 |
3.160 |
S1 |
3.176 |
3.147 |
|