NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.989 |
2.982 |
-0.007 |
-0.2% |
2.838 |
| High |
3.029 |
3.000 |
-0.029 |
-1.0% |
3.049 |
| Low |
2.965 |
2.944 |
-0.021 |
-0.7% |
2.811 |
| Close |
3.003 |
2.997 |
-0.006 |
-0.2% |
3.044 |
| Range |
0.064 |
0.056 |
-0.008 |
-12.5% |
0.238 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.6% |
0.000 |
| Volume |
18,144 |
30,673 |
12,529 |
69.1% |
166,478 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.148 |
3.129 |
3.028 |
|
| R3 |
3.092 |
3.073 |
3.012 |
|
| R2 |
3.036 |
3.036 |
3.007 |
|
| R1 |
3.017 |
3.017 |
3.002 |
3.027 |
| PP |
2.980 |
2.980 |
2.980 |
2.985 |
| S1 |
2.961 |
2.961 |
2.992 |
2.971 |
| S2 |
2.924 |
2.924 |
2.987 |
|
| S3 |
2.868 |
2.905 |
2.982 |
|
| S4 |
2.812 |
2.849 |
2.966 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.682 |
3.601 |
3.175 |
|
| R3 |
3.444 |
3.363 |
3.109 |
|
| R2 |
3.206 |
3.206 |
3.088 |
|
| R1 |
3.125 |
3.125 |
3.066 |
3.166 |
| PP |
2.968 |
2.968 |
2.968 |
2.988 |
| S1 |
2.887 |
2.887 |
3.022 |
2.928 |
| S2 |
2.730 |
2.730 |
3.000 |
|
| S3 |
2.492 |
2.649 |
2.979 |
|
| S4 |
2.254 |
2.411 |
2.913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.055 |
2.944 |
0.111 |
3.7% |
0.084 |
2.8% |
48% |
False |
True |
24,873 |
| 10 |
3.055 |
2.781 |
0.274 |
9.1% |
0.087 |
2.9% |
79% |
False |
False |
28,351 |
| 20 |
3.055 |
2.657 |
0.398 |
13.3% |
0.074 |
2.5% |
85% |
False |
False |
21,650 |
| 40 |
3.055 |
2.637 |
0.418 |
13.9% |
0.063 |
2.1% |
86% |
False |
False |
19,938 |
| 60 |
3.055 |
2.637 |
0.418 |
13.9% |
0.061 |
2.0% |
86% |
False |
False |
17,621 |
| 80 |
3.074 |
2.637 |
0.437 |
14.6% |
0.063 |
2.1% |
82% |
False |
False |
15,943 |
| 100 |
3.074 |
2.474 |
0.600 |
20.0% |
0.063 |
2.1% |
87% |
False |
False |
14,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.238 |
|
2.618 |
3.147 |
|
1.618 |
3.091 |
|
1.000 |
3.056 |
|
0.618 |
3.035 |
|
HIGH |
3.000 |
|
0.618 |
2.979 |
|
0.500 |
2.972 |
|
0.382 |
2.965 |
|
LOW |
2.944 |
|
0.618 |
2.909 |
|
1.000 |
2.888 |
|
1.618 |
2.853 |
|
2.618 |
2.797 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.989 |
3.000 |
| PP |
2.980 |
2.999 |
| S1 |
2.972 |
2.998 |
|