NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.197 |
3.190 |
-0.007 |
-0.2% |
3.122 |
High |
3.216 |
3.245 |
0.029 |
0.9% |
3.245 |
Low |
3.176 |
3.171 |
-0.005 |
-0.2% |
3.090 |
Close |
3.201 |
3.217 |
0.016 |
0.5% |
3.217 |
Range |
0.040 |
0.074 |
0.034 |
85.0% |
0.155 |
ATR |
0.062 |
0.063 |
0.001 |
1.3% |
0.000 |
Volume |
14,354 |
17,731 |
3,377 |
23.5% |
108,319 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.433 |
3.399 |
3.258 |
|
R3 |
3.359 |
3.325 |
3.237 |
|
R2 |
3.285 |
3.285 |
3.231 |
|
R1 |
3.251 |
3.251 |
3.224 |
3.268 |
PP |
3.211 |
3.211 |
3.211 |
3.220 |
S1 |
3.177 |
3.177 |
3.210 |
3.194 |
S2 |
3.137 |
3.137 |
3.203 |
|
S3 |
3.063 |
3.103 |
3.197 |
|
S4 |
2.989 |
3.029 |
3.176 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.649 |
3.588 |
3.302 |
|
R3 |
3.494 |
3.433 |
3.260 |
|
R2 |
3.339 |
3.339 |
3.245 |
|
R1 |
3.278 |
3.278 |
3.231 |
3.309 |
PP |
3.184 |
3.184 |
3.184 |
3.199 |
S1 |
3.123 |
3.123 |
3.203 |
3.154 |
S2 |
3.029 |
3.029 |
3.189 |
|
S3 |
2.874 |
2.968 |
3.174 |
|
S4 |
2.719 |
2.813 |
3.132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.245 |
3.090 |
0.155 |
4.8% |
0.070 |
2.2% |
82% |
True |
False |
21,663 |
10 |
3.245 |
3.017 |
0.228 |
7.1% |
0.069 |
2.1% |
88% |
True |
False |
21,338 |
20 |
3.245 |
2.896 |
0.349 |
10.8% |
0.063 |
1.9% |
92% |
True |
False |
17,998 |
40 |
3.245 |
2.660 |
0.585 |
18.2% |
0.059 |
1.8% |
95% |
True |
False |
14,985 |
60 |
3.245 |
2.653 |
0.592 |
18.4% |
0.055 |
1.7% |
95% |
True |
False |
13,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.560 |
2.618 |
3.439 |
1.618 |
3.365 |
1.000 |
3.319 |
0.618 |
3.291 |
HIGH |
3.245 |
0.618 |
3.217 |
0.500 |
3.208 |
0.382 |
3.199 |
LOW |
3.171 |
0.618 |
3.125 |
1.000 |
3.097 |
1.618 |
3.051 |
2.618 |
2.977 |
4.250 |
2.857 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.214 |
3.210 |
PP |
3.211 |
3.203 |
S1 |
3.208 |
3.197 |
|