NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.816 |
-0.022 |
-0.8% |
2.841 |
| High |
2.853 |
2.825 |
-0.028 |
-1.0% |
2.875 |
| Low |
2.809 |
2.760 |
-0.049 |
-1.7% |
2.820 |
| Close |
2.814 |
2.795 |
-0.019 |
-0.7% |
2.826 |
| Range |
0.044 |
0.065 |
0.021 |
47.7% |
0.055 |
| ATR |
0.045 |
0.046 |
0.001 |
3.3% |
0.000 |
| Volume |
8,906 |
25,846 |
16,940 |
190.2% |
49,479 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.988 |
2.957 |
2.831 |
|
| R3 |
2.923 |
2.892 |
2.813 |
|
| R2 |
2.858 |
2.858 |
2.807 |
|
| R1 |
2.827 |
2.827 |
2.801 |
2.810 |
| PP |
2.793 |
2.793 |
2.793 |
2.785 |
| S1 |
2.762 |
2.762 |
2.789 |
2.745 |
| S2 |
2.728 |
2.728 |
2.783 |
|
| S3 |
2.663 |
2.697 |
2.777 |
|
| S4 |
2.598 |
2.632 |
2.759 |
|
|
| 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 |
2.862 |
2.760 |
0.102 |
3.6% |
0.046 |
1.7% |
34% |
False |
True |
13,943 |
| 10 |
2.875 |
2.760 |
0.115 |
4.1% |
0.043 |
1.5% |
30% |
False |
True |
12,664 |
| 20 |
2.875 |
2.731 |
0.144 |
5.2% |
0.047 |
1.7% |
44% |
False |
False |
14,272 |
| 40 |
2.875 |
2.444 |
0.431 |
15.4% |
0.046 |
1.6% |
81% |
False |
False |
13,858 |
| 60 |
2.875 |
2.420 |
0.455 |
16.3% |
0.041 |
1.5% |
82% |
False |
False |
12,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.995 |
|
1.618 |
2.930 |
|
1.000 |
2.890 |
|
0.618 |
2.865 |
|
HIGH |
2.825 |
|
0.618 |
2.800 |
|
0.500 |
2.793 |
|
0.382 |
2.785 |
|
LOW |
2.760 |
|
0.618 |
2.720 |
|
1.000 |
2.695 |
|
1.618 |
2.655 |
|
2.618 |
2.590 |
|
4.250 |
2.484 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.807 |
| PP |
2.793 |
2.803 |
| S1 |
2.793 |
2.799 |
|