NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
2.806 |
2.774 |
-0.032 |
-1.1% |
2.840 |
| High |
2.810 |
2.844 |
0.034 |
1.2% |
2.862 |
| Low |
2.769 |
2.752 |
-0.017 |
-0.6% |
2.760 |
| Close |
2.792 |
2.834 |
0.042 |
1.5% |
2.813 |
| Range |
0.041 |
0.092 |
0.051 |
124.4% |
0.102 |
| ATR |
0.047 |
0.050 |
0.003 |
6.9% |
0.000 |
| Volume |
15,459 |
27,734 |
12,275 |
79.4% |
72,947 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.052 |
2.885 |
|
| R3 |
2.994 |
2.960 |
2.859 |
|
| R2 |
2.902 |
2.902 |
2.851 |
|
| R1 |
2.868 |
2.868 |
2.842 |
2.885 |
| PP |
2.810 |
2.810 |
2.810 |
2.819 |
| S1 |
2.776 |
2.776 |
2.826 |
2.793 |
| S2 |
2.718 |
2.718 |
2.817 |
|
| S3 |
2.626 |
2.684 |
2.809 |
|
| S4 |
2.534 |
2.592 |
2.783 |
|
|
| 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 |
2.844 |
2.752 |
0.092 |
3.2% |
0.061 |
2.2% |
89% |
True |
True |
20,774 |
| 10 |
2.866 |
2.752 |
0.114 |
4.0% |
0.051 |
1.8% |
72% |
False |
True |
15,889 |
| 20 |
2.875 |
2.731 |
0.144 |
5.1% |
0.052 |
1.8% |
72% |
False |
False |
15,849 |
| 40 |
2.875 |
2.546 |
0.329 |
11.6% |
0.047 |
1.7% |
88% |
False |
False |
14,886 |
| 60 |
2.875 |
2.425 |
0.450 |
15.9% |
0.044 |
1.5% |
91% |
False |
False |
12,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.085 |
|
1.618 |
2.993 |
|
1.000 |
2.936 |
|
0.618 |
2.901 |
|
HIGH |
2.844 |
|
0.618 |
2.809 |
|
0.500 |
2.798 |
|
0.382 |
2.787 |
|
LOW |
2.752 |
|
0.618 |
2.695 |
|
1.000 |
2.660 |
|
1.618 |
2.603 |
|
2.618 |
2.511 |
|
4.250 |
2.361 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.822 |
| PP |
2.810 |
2.810 |
| S1 |
2.798 |
2.798 |
|