NYMEX Natural Gas Future April 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 |
2.840 |
2.823 |
-0.017 |
-0.6% |
2.841 |
| High |
2.862 |
2.844 |
-0.018 |
-0.6% |
2.875 |
| Low |
2.809 |
2.803 |
-0.006 |
-0.2% |
2.820 |
| Close |
2.831 |
2.842 |
0.011 |
0.4% |
2.826 |
| Range |
0.053 |
0.041 |
-0.012 |
-22.6% |
0.055 |
| ATR |
0.045 |
0.045 |
0.000 |
-0.6% |
0.000 |
| Volume |
13,767 |
10,767 |
-3,000 |
-21.8% |
49,479 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.953 |
2.938 |
2.865 |
|
| R3 |
2.912 |
2.897 |
2.853 |
|
| R2 |
2.871 |
2.871 |
2.850 |
|
| R1 |
2.856 |
2.856 |
2.846 |
2.864 |
| PP |
2.830 |
2.830 |
2.830 |
2.833 |
| S1 |
2.815 |
2.815 |
2.838 |
2.823 |
| S2 |
2.789 |
2.789 |
2.834 |
|
| S3 |
2.748 |
2.774 |
2.831 |
|
| S4 |
2.707 |
2.733 |
2.819 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.005 |
2.971 |
2.856 |
|
| R3 |
2.950 |
2.916 |
2.841 |
|
| R2 |
2.895 |
2.895 |
2.836 |
|
| R1 |
2.861 |
2.861 |
2.831 |
2.851 |
| PP |
2.840 |
2.840 |
2.840 |
2.835 |
| S1 |
2.806 |
2.806 |
2.821 |
2.796 |
| S2 |
2.785 |
2.785 |
2.816 |
|
| S3 |
2.730 |
2.751 |
2.811 |
|
| S4 |
2.675 |
2.696 |
2.796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.868 |
2.803 |
0.065 |
2.3% |
0.041 |
1.4% |
60% |
False |
True |
12,202 |
| 10 |
2.875 |
2.790 |
0.085 |
3.0% |
0.044 |
1.5% |
61% |
False |
False |
13,081 |
| 20 |
2.875 |
2.726 |
0.149 |
5.2% |
0.046 |
1.6% |
78% |
False |
False |
13,819 |
| 40 |
2.875 |
2.437 |
0.438 |
15.4% |
0.045 |
1.6% |
92% |
False |
False |
13,248 |
| 60 |
2.875 |
2.420 |
0.455 |
16.0% |
0.041 |
1.4% |
93% |
False |
False |
11,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.018 |
|
2.618 |
2.951 |
|
1.618 |
2.910 |
|
1.000 |
2.885 |
|
0.618 |
2.869 |
|
HIGH |
2.844 |
|
0.618 |
2.828 |
|
0.500 |
2.824 |
|
0.382 |
2.819 |
|
LOW |
2.803 |
|
0.618 |
2.778 |
|
1.000 |
2.762 |
|
1.618 |
2.737 |
|
2.618 |
2.696 |
|
4.250 |
2.629 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.836 |
2.839 |
| PP |
2.830 |
2.836 |
| S1 |
2.824 |
2.833 |
|