NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.174 |
3.232 |
0.058 |
1.8% |
3.079 |
High |
3.252 |
3.261 |
0.009 |
0.3% |
3.261 |
Low |
3.159 |
3.183 |
0.024 |
0.8% |
3.047 |
Close |
3.239 |
3.200 |
-0.039 |
-1.2% |
3.200 |
Range |
0.093 |
0.078 |
-0.015 |
-16.1% |
0.214 |
ATR |
0.078 |
0.078 |
0.000 |
0.0% |
0.000 |
Volume |
30,487 |
25,299 |
-5,188 |
-17.0% |
124,688 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.449 |
3.402 |
3.243 |
|
R3 |
3.371 |
3.324 |
3.221 |
|
R2 |
3.293 |
3.293 |
3.214 |
|
R1 |
3.246 |
3.246 |
3.207 |
3.231 |
PP |
3.215 |
3.215 |
3.215 |
3.207 |
S1 |
3.168 |
3.168 |
3.193 |
3.153 |
S2 |
3.137 |
3.137 |
3.186 |
|
S3 |
3.059 |
3.090 |
3.179 |
|
S4 |
2.981 |
3.012 |
3.157 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.811 |
3.720 |
3.318 |
|
R3 |
3.597 |
3.506 |
3.259 |
|
R2 |
3.383 |
3.383 |
3.239 |
|
R1 |
3.292 |
3.292 |
3.220 |
3.338 |
PP |
3.169 |
3.169 |
3.169 |
3.192 |
S1 |
3.078 |
3.078 |
3.180 |
3.124 |
S2 |
2.955 |
2.955 |
3.161 |
|
S3 |
2.741 |
2.864 |
3.141 |
|
S4 |
2.527 |
2.650 |
3.082 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.261 |
3.047 |
0.214 |
6.7% |
0.098 |
3.1% |
71% |
True |
False |
24,937 |
10 |
3.261 |
3.017 |
0.244 |
7.6% |
0.088 |
2.8% |
75% |
True |
False |
23,334 |
20 |
3.261 |
3.017 |
0.244 |
7.6% |
0.078 |
2.4% |
75% |
True |
False |
23,403 |
40 |
3.261 |
2.778 |
0.483 |
15.1% |
0.070 |
2.2% |
87% |
True |
False |
19,695 |
60 |
3.261 |
2.660 |
0.601 |
18.8% |
0.064 |
2.0% |
90% |
True |
False |
16,632 |
80 |
3.261 |
2.653 |
0.608 |
19.0% |
0.059 |
1.8% |
90% |
True |
False |
15,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.593 |
2.618 |
3.465 |
1.618 |
3.387 |
1.000 |
3.339 |
0.618 |
3.309 |
HIGH |
3.261 |
0.618 |
3.231 |
0.500 |
3.222 |
0.382 |
3.213 |
LOW |
3.183 |
0.618 |
3.135 |
1.000 |
3.105 |
1.618 |
3.057 |
2.618 |
2.979 |
4.250 |
2.852 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.222 |
3.185 |
PP |
3.215 |
3.169 |
S1 |
3.207 |
3.154 |
|