NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 09-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.209 |
3.153 |
-0.056 |
-1.7% |
3.122 |
High |
3.229 |
3.207 |
-0.022 |
-0.7% |
3.245 |
Low |
3.147 |
3.134 |
-0.013 |
-0.4% |
3.090 |
Close |
3.187 |
3.201 |
0.014 |
0.4% |
3.217 |
Range |
0.082 |
0.073 |
-0.009 |
-11.0% |
0.155 |
ATR |
0.065 |
0.065 |
0.001 |
0.9% |
0.000 |
Volume |
22,494 |
26,456 |
3,962 |
17.6% |
108,319 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.400 |
3.373 |
3.241 |
|
R3 |
3.327 |
3.300 |
3.221 |
|
R2 |
3.254 |
3.254 |
3.214 |
|
R1 |
3.227 |
3.227 |
3.208 |
3.241 |
PP |
3.181 |
3.181 |
3.181 |
3.187 |
S1 |
3.154 |
3.154 |
3.194 |
3.168 |
S2 |
3.108 |
3.108 |
3.188 |
|
S3 |
3.035 |
3.081 |
3.181 |
|
S4 |
2.962 |
3.008 |
3.161 |
|
|
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 |
3.134 |
0.111 |
3.5% |
0.070 |
2.2% |
60% |
False |
True |
22,630 |
10 |
3.245 |
3.017 |
0.228 |
7.1% |
0.077 |
2.4% |
81% |
False |
False |
23,306 |
20 |
3.245 |
2.896 |
0.349 |
10.9% |
0.063 |
2.0% |
87% |
False |
False |
19,086 |
40 |
3.245 |
2.660 |
0.585 |
18.3% |
0.061 |
1.9% |
92% |
False |
False |
15,642 |
60 |
3.245 |
2.653 |
0.592 |
18.5% |
0.056 |
1.7% |
93% |
False |
False |
14,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.517 |
2.618 |
3.398 |
1.618 |
3.325 |
1.000 |
3.280 |
0.618 |
3.252 |
HIGH |
3.207 |
0.618 |
3.179 |
0.500 |
3.171 |
0.382 |
3.162 |
LOW |
3.134 |
0.618 |
3.089 |
1.000 |
3.061 |
1.618 |
3.016 |
2.618 |
2.943 |
4.250 |
2.824 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.191 |
3.197 |
PP |
3.181 |
3.193 |
S1 |
3.171 |
3.190 |
|