NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.081 |
3.174 |
0.093 |
3.0% |
3.161 |
High |
3.196 |
3.252 |
0.056 |
1.8% |
3.190 |
Low |
3.047 |
3.159 |
0.112 |
3.7% |
3.017 |
Close |
3.165 |
3.239 |
0.074 |
2.3% |
3.116 |
Range |
0.149 |
0.093 |
-0.056 |
-37.6% |
0.173 |
ATR |
0.076 |
0.078 |
0.001 |
1.6% |
0.000 |
Volume |
25,991 |
30,487 |
4,496 |
17.3% |
108,658 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.496 |
3.460 |
3.290 |
|
R3 |
3.403 |
3.367 |
3.265 |
|
R2 |
3.310 |
3.310 |
3.256 |
|
R1 |
3.274 |
3.274 |
3.248 |
3.292 |
PP |
3.217 |
3.217 |
3.217 |
3.226 |
S1 |
3.181 |
3.181 |
3.230 |
3.199 |
S2 |
3.124 |
3.124 |
3.222 |
|
S3 |
3.031 |
3.088 |
3.213 |
|
S4 |
2.938 |
2.995 |
3.188 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.627 |
3.544 |
3.211 |
|
R3 |
3.454 |
3.371 |
3.164 |
|
R2 |
3.281 |
3.281 |
3.148 |
|
R1 |
3.198 |
3.198 |
3.132 |
3.153 |
PP |
3.108 |
3.108 |
3.108 |
3.085 |
S1 |
3.025 |
3.025 |
3.100 |
2.980 |
S2 |
2.935 |
2.935 |
3.084 |
|
S3 |
2.762 |
2.852 |
3.068 |
|
S4 |
2.589 |
2.679 |
3.021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.252 |
3.025 |
0.227 |
7.0% |
0.103 |
3.2% |
94% |
True |
False |
24,088 |
10 |
3.252 |
3.017 |
0.235 |
7.3% |
0.085 |
2.6% |
94% |
True |
False |
23,067 |
20 |
3.252 |
3.017 |
0.235 |
7.3% |
0.080 |
2.5% |
94% |
True |
False |
23,472 |
40 |
3.252 |
2.778 |
0.474 |
14.6% |
0.070 |
2.2% |
97% |
True |
False |
19,383 |
60 |
3.252 |
2.660 |
0.592 |
18.3% |
0.063 |
2.0% |
98% |
True |
False |
16,377 |
80 |
3.252 |
2.653 |
0.599 |
18.5% |
0.059 |
1.8% |
98% |
True |
False |
15,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.647 |
2.618 |
3.495 |
1.618 |
3.402 |
1.000 |
3.345 |
0.618 |
3.309 |
HIGH |
3.252 |
0.618 |
3.216 |
0.500 |
3.206 |
0.382 |
3.195 |
LOW |
3.159 |
0.618 |
3.102 |
1.000 |
3.066 |
1.618 |
3.009 |
2.618 |
2.916 |
4.250 |
2.764 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.228 |
3.209 |
PP |
3.217 |
3.179 |
S1 |
3.206 |
3.150 |
|