NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.166 |
3.176 |
0.010 |
0.3% |
3.089 |
High |
3.204 |
3.229 |
0.025 |
0.8% |
3.154 |
Low |
3.148 |
3.148 |
0.000 |
0.0% |
3.017 |
Close |
3.185 |
3.216 |
0.031 |
1.0% |
3.146 |
Range |
0.056 |
0.081 |
0.025 |
44.6% |
0.137 |
ATR |
0.063 |
0.064 |
0.001 |
2.1% |
0.000 |
Volume |
22,952 |
32,116 |
9,164 |
39.9% |
105,067 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.441 |
3.409 |
3.261 |
|
R3 |
3.360 |
3.328 |
3.238 |
|
R2 |
3.279 |
3.279 |
3.231 |
|
R1 |
3.247 |
3.247 |
3.223 |
3.263 |
PP |
3.198 |
3.198 |
3.198 |
3.206 |
S1 |
3.166 |
3.166 |
3.209 |
3.182 |
S2 |
3.117 |
3.117 |
3.201 |
|
S3 |
3.036 |
3.085 |
3.194 |
|
S4 |
2.955 |
3.004 |
3.171 |
|
|
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 |
3.229 |
3.017 |
0.212 |
6.6% |
0.084 |
2.6% |
94% |
True |
False |
27,451 |
10 |
3.229 |
3.014 |
0.215 |
6.7% |
0.068 |
2.1% |
94% |
True |
False |
21,245 |
20 |
3.229 |
2.896 |
0.333 |
10.4% |
0.063 |
2.0% |
96% |
True |
False |
17,871 |
40 |
3.229 |
2.660 |
0.569 |
17.7% |
0.059 |
1.8% |
98% |
True |
False |
14,747 |
60 |
3.229 |
2.653 |
0.576 |
17.9% |
0.055 |
1.7% |
98% |
True |
False |
13,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.573 |
2.618 |
3.441 |
1.618 |
3.360 |
1.000 |
3.310 |
0.618 |
3.279 |
HIGH |
3.229 |
0.618 |
3.198 |
0.500 |
3.189 |
0.382 |
3.179 |
LOW |
3.148 |
0.618 |
3.098 |
1.000 |
3.067 |
1.618 |
3.017 |
2.618 |
2.936 |
4.250 |
2.804 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.207 |
3.197 |
PP |
3.198 |
3.178 |
S1 |
3.189 |
3.160 |
|