NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.196 |
3.059 |
-0.137 |
-4.3% |
3.079 |
High |
3.199 |
3.134 |
-0.065 |
-2.0% |
3.261 |
Low |
3.053 |
3.035 |
-0.018 |
-0.6% |
3.047 |
Close |
3.096 |
3.099 |
0.003 |
0.1% |
3.200 |
Range |
0.146 |
0.099 |
-0.047 |
-32.2% |
0.214 |
ATR |
0.083 |
0.084 |
0.001 |
1.4% |
0.000 |
Volume |
36,239 |
23,533 |
-12,706 |
-35.1% |
124,688 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.386 |
3.342 |
3.153 |
|
R3 |
3.287 |
3.243 |
3.126 |
|
R2 |
3.188 |
3.188 |
3.117 |
|
R1 |
3.144 |
3.144 |
3.108 |
3.166 |
PP |
3.089 |
3.089 |
3.089 |
3.101 |
S1 |
3.045 |
3.045 |
3.090 |
3.067 |
S2 |
2.990 |
2.990 |
3.081 |
|
S3 |
2.891 |
2.946 |
3.072 |
|
S4 |
2.792 |
2.847 |
3.045 |
|
|
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 |
3.035 |
0.226 |
7.3% |
0.097 |
3.1% |
28% |
False |
True |
29,052 |
10 |
3.261 |
3.017 |
0.244 |
7.9% |
0.100 |
3.2% |
34% |
False |
False |
26,550 |
20 |
3.261 |
3.017 |
0.244 |
7.9% |
0.083 |
2.7% |
34% |
False |
False |
23,953 |
40 |
3.261 |
2.892 |
0.369 |
11.9% |
0.072 |
2.3% |
56% |
False |
False |
20,459 |
60 |
3.261 |
2.660 |
0.601 |
19.4% |
0.066 |
2.1% |
73% |
False |
False |
17,416 |
80 |
3.261 |
2.653 |
0.608 |
19.6% |
0.062 |
2.0% |
73% |
False |
False |
15,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.555 |
2.618 |
3.393 |
1.618 |
3.294 |
1.000 |
3.233 |
0.618 |
3.195 |
HIGH |
3.134 |
0.618 |
3.096 |
0.500 |
3.085 |
0.382 |
3.073 |
LOW |
3.035 |
0.618 |
2.974 |
1.000 |
2.936 |
1.618 |
2.875 |
2.618 |
2.776 |
4.250 |
2.614 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.094 |
3.127 |
PP |
3.089 |
3.117 |
S1 |
3.085 |
3.108 |
|