NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.838 |
0.003 |
0.1% |
2.758 |
| High |
2.858 |
2.942 |
0.084 |
2.9% |
2.905 |
| Low |
2.781 |
2.811 |
0.030 |
1.1% |
2.737 |
| Close |
2.793 |
2.923 |
0.130 |
4.7% |
2.793 |
| Range |
0.077 |
0.131 |
0.054 |
70.1% |
0.168 |
| ATR |
0.063 |
0.069 |
0.006 |
9.7% |
0.000 |
| Volume |
18,285 |
57,435 |
39,150 |
214.1% |
100,941 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.285 |
3.235 |
2.995 |
|
| R3 |
3.154 |
3.104 |
2.959 |
|
| R2 |
3.023 |
3.023 |
2.947 |
|
| R1 |
2.973 |
2.973 |
2.935 |
2.998 |
| PP |
2.892 |
2.892 |
2.892 |
2.905 |
| S1 |
2.842 |
2.842 |
2.911 |
2.867 |
| S2 |
2.761 |
2.761 |
2.899 |
|
| S3 |
2.630 |
2.711 |
2.887 |
|
| S4 |
2.499 |
2.580 |
2.851 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.222 |
2.885 |
|
| R3 |
3.148 |
3.054 |
2.839 |
|
| R2 |
2.980 |
2.980 |
2.824 |
|
| R1 |
2.886 |
2.886 |
2.808 |
2.933 |
| PP |
2.812 |
2.812 |
2.812 |
2.835 |
| S1 |
2.718 |
2.718 |
2.778 |
2.765 |
| S2 |
2.644 |
2.644 |
2.762 |
|
| S3 |
2.476 |
2.550 |
2.747 |
|
| S4 |
2.308 |
2.382 |
2.701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.942 |
2.753 |
0.189 |
6.5% |
0.091 |
3.1% |
90% |
True |
False |
28,436 |
| 10 |
2.942 |
2.665 |
0.277 |
9.5% |
0.075 |
2.6% |
93% |
True |
False |
21,370 |
| 20 |
2.942 |
2.657 |
0.285 |
9.8% |
0.064 |
2.2% |
93% |
True |
False |
19,140 |
| 40 |
2.942 |
2.637 |
0.305 |
10.4% |
0.059 |
2.0% |
94% |
True |
False |
17,546 |
| 60 |
2.942 |
2.637 |
0.305 |
10.4% |
0.059 |
2.0% |
94% |
True |
False |
15,900 |
| 80 |
3.074 |
2.637 |
0.437 |
15.0% |
0.062 |
2.1% |
65% |
False |
False |
14,504 |
| 100 |
3.074 |
2.455 |
0.619 |
21.2% |
0.062 |
2.1% |
76% |
False |
False |
13,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.285 |
|
1.618 |
3.154 |
|
1.000 |
3.073 |
|
0.618 |
3.023 |
|
HIGH |
2.942 |
|
0.618 |
2.892 |
|
0.500 |
2.877 |
|
0.382 |
2.861 |
|
LOW |
2.811 |
|
0.618 |
2.730 |
|
1.000 |
2.680 |
|
1.618 |
2.599 |
|
2.618 |
2.468 |
|
4.250 |
2.254 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.903 |
| PP |
2.892 |
2.882 |
| S1 |
2.877 |
2.862 |
|