NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.823 |
2.838 |
0.015 |
0.5% |
2.841 |
| High |
2.844 |
2.853 |
0.009 |
0.3% |
2.875 |
| Low |
2.803 |
2.809 |
0.006 |
0.2% |
2.820 |
| Close |
2.842 |
2.814 |
-0.028 |
-1.0% |
2.826 |
| Range |
0.041 |
0.044 |
0.003 |
7.3% |
0.055 |
| ATR |
0.045 |
0.045 |
0.000 |
-0.1% |
0.000 |
| Volume |
10,767 |
8,906 |
-1,861 |
-17.3% |
49,479 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.930 |
2.838 |
|
| R3 |
2.913 |
2.886 |
2.826 |
|
| R2 |
2.869 |
2.869 |
2.822 |
|
| R1 |
2.842 |
2.842 |
2.818 |
2.834 |
| PP |
2.825 |
2.825 |
2.825 |
2.821 |
| S1 |
2.798 |
2.798 |
2.810 |
2.790 |
| S2 |
2.781 |
2.781 |
2.806 |
|
| S3 |
2.737 |
2.754 |
2.802 |
|
| S4 |
2.693 |
2.710 |
2.790 |
|
|
| 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 |
2.866 |
2.803 |
0.063 |
2.2% |
0.040 |
1.4% |
17% |
False |
False |
11,004 |
| 10 |
2.875 |
2.790 |
0.085 |
3.0% |
0.044 |
1.6% |
28% |
False |
False |
12,126 |
| 20 |
2.875 |
2.731 |
0.144 |
5.1% |
0.045 |
1.6% |
58% |
False |
False |
13,417 |
| 40 |
2.875 |
2.437 |
0.438 |
15.6% |
0.045 |
1.6% |
86% |
False |
False |
13,323 |
| 60 |
2.875 |
2.420 |
0.455 |
16.2% |
0.041 |
1.4% |
87% |
False |
False |
11,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.040 |
|
2.618 |
2.968 |
|
1.618 |
2.924 |
|
1.000 |
2.897 |
|
0.618 |
2.880 |
|
HIGH |
2.853 |
|
0.618 |
2.836 |
|
0.500 |
2.831 |
|
0.382 |
2.826 |
|
LOW |
2.809 |
|
0.618 |
2.782 |
|
1.000 |
2.765 |
|
1.618 |
2.738 |
|
2.618 |
2.694 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.831 |
2.833 |
| PP |
2.825 |
2.826 |
| S1 |
2.820 |
2.820 |
|