NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.982 |
2.993 |
0.011 |
0.4% |
2.838 |
| High |
3.000 |
3.027 |
0.027 |
0.9% |
3.049 |
| Low |
2.944 |
2.972 |
0.028 |
1.0% |
2.811 |
| Close |
2.997 |
3.016 |
0.019 |
0.6% |
3.044 |
| Range |
0.056 |
0.055 |
-0.001 |
-1.8% |
0.238 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.9% |
0.000 |
| Volume |
30,673 |
19,918 |
-10,755 |
-35.1% |
166,478 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.148 |
3.046 |
|
| R3 |
3.115 |
3.093 |
3.031 |
|
| R2 |
3.060 |
3.060 |
3.026 |
|
| R1 |
3.038 |
3.038 |
3.021 |
3.049 |
| PP |
3.005 |
3.005 |
3.005 |
3.011 |
| S1 |
2.983 |
2.983 |
3.011 |
2.994 |
| S2 |
2.950 |
2.950 |
3.006 |
|
| S3 |
2.895 |
2.928 |
3.001 |
|
| S4 |
2.840 |
2.873 |
2.986 |
|
|
| 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% |
0.076 |
2.5% |
65% |
False |
False |
24,616 |
| 10 |
3.055 |
2.781 |
0.274 |
9.1% |
0.084 |
2.8% |
86% |
False |
False |
27,745 |
| 20 |
3.055 |
2.657 |
0.398 |
13.2% |
0.075 |
2.5% |
90% |
False |
False |
21,978 |
| 40 |
3.055 |
2.637 |
0.418 |
13.9% |
0.064 |
2.1% |
91% |
False |
False |
20,151 |
| 60 |
3.055 |
2.637 |
0.418 |
13.9% |
0.061 |
2.0% |
91% |
False |
False |
17,753 |
| 80 |
3.074 |
2.637 |
0.437 |
14.5% |
0.062 |
2.1% |
87% |
False |
False |
15,903 |
| 100 |
3.074 |
2.541 |
0.533 |
17.7% |
0.062 |
2.1% |
89% |
False |
False |
14,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.261 |
|
2.618 |
3.171 |
|
1.618 |
3.116 |
|
1.000 |
3.082 |
|
0.618 |
3.061 |
|
HIGH |
3.027 |
|
0.618 |
3.006 |
|
0.500 |
3.000 |
|
0.382 |
2.993 |
|
LOW |
2.972 |
|
0.618 |
2.938 |
|
1.000 |
2.917 |
|
1.618 |
2.883 |
|
2.618 |
2.828 |
|
4.250 |
2.738 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
3.006 |
| PP |
3.005 |
2.996 |
| S1 |
3.000 |
2.987 |
|