NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.161 |
3.126 |
-0.035 |
-1.1% |
3.209 |
High |
3.190 |
3.142 |
-0.048 |
-1.5% |
3.229 |
Low |
3.106 |
3.095 |
-0.011 |
-0.4% |
3.122 |
Close |
3.133 |
3.133 |
0.000 |
0.0% |
3.138 |
Range |
0.084 |
0.047 |
-0.037 |
-44.0% |
0.107 |
ATR |
0.065 |
0.064 |
-0.001 |
-2.0% |
0.000 |
Volume |
23,397 |
18,238 |
-5,159 |
-22.0% |
92,052 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.264 |
3.246 |
3.159 |
|
R3 |
3.217 |
3.199 |
3.146 |
|
R2 |
3.170 |
3.170 |
3.142 |
|
R1 |
3.152 |
3.152 |
3.137 |
3.161 |
PP |
3.123 |
3.123 |
3.123 |
3.128 |
S1 |
3.105 |
3.105 |
3.129 |
3.114 |
S2 |
3.076 |
3.076 |
3.124 |
|
S3 |
3.029 |
3.058 |
3.120 |
|
S4 |
2.982 |
3.011 |
3.107 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.484 |
3.418 |
3.197 |
|
R3 |
3.377 |
3.311 |
3.167 |
|
R2 |
3.270 |
3.270 |
3.158 |
|
R1 |
3.204 |
3.204 |
3.148 |
3.184 |
PP |
3.163 |
3.163 |
3.163 |
3.153 |
S1 |
3.097 |
3.097 |
3.128 |
3.077 |
S2 |
3.056 |
3.056 |
3.118 |
|
S3 |
2.949 |
2.990 |
3.109 |
|
S4 |
2.842 |
2.883 |
3.079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.207 |
3.095 |
0.112 |
3.6% |
0.062 |
2.0% |
34% |
False |
True |
22,238 |
10 |
3.245 |
3.095 |
0.150 |
4.8% |
0.064 |
2.0% |
25% |
False |
True |
22,084 |
20 |
3.245 |
3.011 |
0.234 |
7.5% |
0.064 |
2.1% |
52% |
False |
False |
20,146 |
40 |
3.245 |
2.673 |
0.572 |
18.3% |
0.062 |
2.0% |
80% |
False |
False |
16,926 |
60 |
3.245 |
2.653 |
0.592 |
18.9% |
0.057 |
1.8% |
81% |
False |
False |
15,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.342 |
2.618 |
3.265 |
1.618 |
3.218 |
1.000 |
3.189 |
0.618 |
3.171 |
HIGH |
3.142 |
0.618 |
3.124 |
0.500 |
3.119 |
0.382 |
3.113 |
LOW |
3.095 |
0.618 |
3.066 |
1.000 |
3.048 |
1.618 |
3.019 |
2.618 |
2.972 |
4.250 |
2.895 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.128 |
3.143 |
PP |
3.123 |
3.139 |
S1 |
3.119 |
3.136 |
|