NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.922 |
0.084 |
3.0% |
2.758 |
| High |
2.942 |
2.966 |
0.024 |
0.8% |
2.905 |
| Low |
2.811 |
2.882 |
0.071 |
2.5% |
2.737 |
| Close |
2.923 |
2.965 |
0.042 |
1.4% |
2.793 |
| Range |
0.131 |
0.084 |
-0.047 |
-35.9% |
0.168 |
| ATR |
0.069 |
0.070 |
0.001 |
1.5% |
0.000 |
| Volume |
57,435 |
31,450 |
-25,985 |
-45.2% |
100,941 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.190 |
3.161 |
3.011 |
|
| R3 |
3.106 |
3.077 |
2.988 |
|
| R2 |
3.022 |
3.022 |
2.980 |
|
| R1 |
2.993 |
2.993 |
2.973 |
3.008 |
| PP |
2.938 |
2.938 |
2.938 |
2.945 |
| S1 |
2.909 |
2.909 |
2.957 |
2.924 |
| S2 |
2.854 |
2.854 |
2.950 |
|
| S3 |
2.770 |
2.825 |
2.942 |
|
| S4 |
2.686 |
2.741 |
2.919 |
|
|
| 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 |
2.966 |
2.781 |
0.185 |
6.2% |
0.094 |
3.2% |
99% |
True |
False |
31,797 |
| 10 |
2.966 |
2.665 |
0.301 |
10.2% |
0.079 |
2.7% |
100% |
True |
False |
23,470 |
| 20 |
2.966 |
2.657 |
0.309 |
10.4% |
0.065 |
2.2% |
100% |
True |
False |
19,432 |
| 40 |
2.966 |
2.637 |
0.329 |
11.1% |
0.060 |
2.0% |
100% |
True |
False |
18,079 |
| 60 |
2.966 |
2.637 |
0.329 |
11.1% |
0.060 |
2.0% |
100% |
True |
False |
16,293 |
| 80 |
3.074 |
2.637 |
0.437 |
14.7% |
0.063 |
2.1% |
75% |
False |
False |
14,793 |
| 100 |
3.074 |
2.459 |
0.615 |
20.7% |
0.062 |
2.1% |
82% |
False |
False |
13,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.323 |
|
2.618 |
3.186 |
|
1.618 |
3.102 |
|
1.000 |
3.050 |
|
0.618 |
3.018 |
|
HIGH |
2.966 |
|
0.618 |
2.934 |
|
0.500 |
2.924 |
|
0.382 |
2.914 |
|
LOW |
2.882 |
|
0.618 |
2.830 |
|
1.000 |
2.798 |
|
1.618 |
2.746 |
|
2.618 |
2.662 |
|
4.250 |
2.525 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.951 |
2.935 |
| PP |
2.938 |
2.904 |
| S1 |
2.924 |
2.874 |
|