NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.779 |
2.806 |
0.027 |
1.0% |
2.840 |
| High |
2.826 |
2.810 |
-0.016 |
-0.6% |
2.862 |
| Low |
2.779 |
2.769 |
-0.010 |
-0.4% |
2.760 |
| Close |
2.814 |
2.792 |
-0.022 |
-0.8% |
2.813 |
| Range |
0.047 |
0.041 |
-0.006 |
-12.8% |
0.102 |
| ATR |
0.047 |
0.047 |
0.000 |
-0.3% |
0.000 |
| Volume |
21,174 |
15,459 |
-5,715 |
-27.0% |
72,947 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.913 |
2.894 |
2.815 |
|
| R3 |
2.872 |
2.853 |
2.803 |
|
| R2 |
2.831 |
2.831 |
2.800 |
|
| R1 |
2.812 |
2.812 |
2.796 |
2.801 |
| PP |
2.790 |
2.790 |
2.790 |
2.785 |
| S1 |
2.771 |
2.771 |
2.788 |
2.760 |
| S2 |
2.749 |
2.749 |
2.784 |
|
| S3 |
2.708 |
2.730 |
2.781 |
|
| S4 |
2.667 |
2.689 |
2.769 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.118 |
3.067 |
2.869 |
|
| R3 |
3.016 |
2.965 |
2.841 |
|
| R2 |
2.914 |
2.914 |
2.832 |
|
| R1 |
2.863 |
2.863 |
2.822 |
2.838 |
| PP |
2.812 |
2.812 |
2.812 |
2.799 |
| S1 |
2.761 |
2.761 |
2.804 |
2.736 |
| S2 |
2.710 |
2.710 |
2.794 |
|
| S3 |
2.608 |
2.659 |
2.785 |
|
| S4 |
2.506 |
2.557 |
2.757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.853 |
2.760 |
0.093 |
3.3% |
0.051 |
1.8% |
34% |
False |
False |
17,009 |
| 10 |
2.868 |
2.760 |
0.108 |
3.9% |
0.046 |
1.7% |
30% |
False |
False |
14,605 |
| 20 |
2.875 |
2.731 |
0.144 |
5.2% |
0.049 |
1.8% |
42% |
False |
False |
15,120 |
| 40 |
2.875 |
2.518 |
0.357 |
12.8% |
0.046 |
1.7% |
77% |
False |
False |
14,454 |
| 60 |
2.875 |
2.425 |
0.450 |
16.1% |
0.043 |
1.5% |
82% |
False |
False |
12,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.984 |
|
2.618 |
2.917 |
|
1.618 |
2.876 |
|
1.000 |
2.851 |
|
0.618 |
2.835 |
|
HIGH |
2.810 |
|
0.618 |
2.794 |
|
0.500 |
2.790 |
|
0.382 |
2.785 |
|
LOW |
2.769 |
|
0.618 |
2.744 |
|
1.000 |
2.728 |
|
1.618 |
2.703 |
|
2.618 |
2.662 |
|
4.250 |
2.595 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.791 |
2.793 |
| PP |
2.790 |
2.793 |
| S1 |
2.790 |
2.792 |
|