NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.119 |
3.149 |
0.030 |
1.0% |
3.041 |
| High |
3.177 |
3.172 |
-0.005 |
-0.2% |
3.118 |
| Low |
3.084 |
3.137 |
0.053 |
1.7% |
2.944 |
| Close |
3.157 |
3.152 |
-0.005 |
-0.2% |
3.104 |
| Range |
0.093 |
0.035 |
-0.058 |
-62.4% |
0.174 |
| ATR |
0.075 |
0.072 |
-0.003 |
-3.8% |
0.000 |
| Volume |
22,638 |
11,711 |
-10,927 |
-48.3% |
126,333 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.259 |
3.240 |
3.171 |
|
| R3 |
3.224 |
3.205 |
3.162 |
|
| R2 |
3.189 |
3.189 |
3.158 |
|
| R1 |
3.170 |
3.170 |
3.155 |
3.180 |
| PP |
3.154 |
3.154 |
3.154 |
3.158 |
| S1 |
3.135 |
3.135 |
3.149 |
3.145 |
| S2 |
3.119 |
3.119 |
3.146 |
|
| S3 |
3.084 |
3.100 |
3.142 |
|
| S4 |
3.049 |
3.065 |
3.133 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.577 |
3.515 |
3.200 |
|
| R3 |
3.403 |
3.341 |
3.152 |
|
| R2 |
3.229 |
3.229 |
3.136 |
|
| R1 |
3.167 |
3.167 |
3.120 |
3.198 |
| PP |
3.055 |
3.055 |
3.055 |
3.071 |
| S1 |
2.993 |
2.993 |
3.088 |
3.024 |
| S2 |
2.881 |
2.881 |
3.072 |
|
| S3 |
2.707 |
2.819 |
3.056 |
|
| S4 |
2.533 |
2.645 |
3.008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.177 |
2.972 |
0.205 |
6.5% |
0.068 |
2.2% |
88% |
False |
False |
21,058 |
| 10 |
3.177 |
2.944 |
0.233 |
7.4% |
0.076 |
2.4% |
89% |
False |
False |
22,966 |
| 20 |
3.177 |
2.667 |
0.510 |
16.2% |
0.079 |
2.5% |
95% |
False |
False |
23,937 |
| 40 |
3.177 |
2.637 |
0.540 |
17.1% |
0.067 |
2.1% |
95% |
False |
False |
20,677 |
| 60 |
3.177 |
2.637 |
0.540 |
17.1% |
0.061 |
1.9% |
95% |
False |
False |
18,463 |
| 80 |
3.177 |
2.637 |
0.540 |
17.1% |
0.062 |
2.0% |
95% |
False |
False |
16,583 |
| 100 |
3.177 |
2.546 |
0.631 |
20.0% |
0.063 |
2.0% |
96% |
False |
False |
15,258 |
| 120 |
3.177 |
2.305 |
0.872 |
27.7% |
0.065 |
2.1% |
97% |
False |
False |
13,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.321 |
|
2.618 |
3.264 |
|
1.618 |
3.229 |
|
1.000 |
3.207 |
|
0.618 |
3.194 |
|
HIGH |
3.172 |
|
0.618 |
3.159 |
|
0.500 |
3.155 |
|
0.382 |
3.150 |
|
LOW |
3.137 |
|
0.618 |
3.115 |
|
1.000 |
3.102 |
|
1.618 |
3.080 |
|
2.618 |
3.045 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.155 |
3.144 |
| PP |
3.154 |
3.137 |
| S1 |
3.153 |
3.129 |
|