NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.172 |
3.196 |
0.024 |
0.8% |
3.079 |
| High |
3.218 |
3.199 |
-0.019 |
-0.6% |
3.261 |
| Low |
3.147 |
3.053 |
-0.094 |
-3.0% |
3.047 |
| Close |
3.212 |
3.096 |
-0.116 |
-3.6% |
3.200 |
| Range |
0.071 |
0.146 |
0.075 |
105.6% |
0.214 |
| ATR |
0.077 |
0.083 |
0.006 |
7.6% |
0.000 |
| Volume |
29,706 |
36,239 |
6,533 |
22.0% |
124,688 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.554 |
3.471 |
3.176 |
|
| R3 |
3.408 |
3.325 |
3.136 |
|
| R2 |
3.262 |
3.262 |
3.123 |
|
| R1 |
3.179 |
3.179 |
3.109 |
3.148 |
| PP |
3.116 |
3.116 |
3.116 |
3.100 |
| S1 |
3.033 |
3.033 |
3.083 |
3.002 |
| S2 |
2.970 |
2.970 |
3.069 |
|
| S3 |
2.824 |
2.887 |
3.056 |
|
| S4 |
2.678 |
2.741 |
3.016 |
|
|
| 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 |
6.9% |
0.107 |
3.5% |
23% |
False |
False |
29,544 |
| 10 |
3.261 |
3.017 |
0.244 |
7.9% |
0.097 |
3.1% |
32% |
False |
False |
25,765 |
| 20 |
3.261 |
3.017 |
0.244 |
7.9% |
0.081 |
2.6% |
32% |
False |
False |
23,924 |
| 40 |
3.261 |
2.847 |
0.414 |
13.4% |
0.071 |
2.3% |
60% |
False |
False |
20,306 |
| 60 |
3.261 |
2.660 |
0.601 |
19.4% |
0.065 |
2.1% |
73% |
False |
False |
17,218 |
| 80 |
3.261 |
2.653 |
0.608 |
19.6% |
0.061 |
2.0% |
73% |
False |
False |
15,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.820 |
|
2.618 |
3.581 |
|
1.618 |
3.435 |
|
1.000 |
3.345 |
|
0.618 |
3.289 |
|
HIGH |
3.199 |
|
0.618 |
3.143 |
|
0.500 |
3.126 |
|
0.382 |
3.109 |
|
LOW |
3.053 |
|
0.618 |
2.963 |
|
1.000 |
2.907 |
|
1.618 |
2.817 |
|
2.618 |
2.671 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.126 |
3.157 |
| PP |
3.116 |
3.137 |
| S1 |
3.106 |
3.116 |
|