NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.151 |
3.116 |
-0.035 |
-1.1% |
3.124 |
| High |
3.159 |
3.163 |
0.004 |
0.1% |
3.177 |
| Low |
3.115 |
3.064 |
-0.051 |
-1.6% |
3.064 |
| Close |
3.136 |
3.158 |
0.022 |
0.7% |
3.158 |
| Range |
0.044 |
0.099 |
0.055 |
125.0% |
0.113 |
| ATR |
0.070 |
0.072 |
0.002 |
3.0% |
0.000 |
| Volume |
19,760 |
26,726 |
6,966 |
35.3% |
98,222 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.391 |
3.212 |
|
| R3 |
3.326 |
3.292 |
3.185 |
|
| R2 |
3.227 |
3.227 |
3.176 |
|
| R1 |
3.193 |
3.193 |
3.167 |
3.210 |
| PP |
3.128 |
3.128 |
3.128 |
3.137 |
| S1 |
3.094 |
3.094 |
3.149 |
3.111 |
| S2 |
3.029 |
3.029 |
3.140 |
|
| S3 |
2.930 |
2.995 |
3.131 |
|
| S4 |
2.831 |
2.896 |
3.104 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.472 |
3.428 |
3.220 |
|
| R3 |
3.359 |
3.315 |
3.189 |
|
| R2 |
3.246 |
3.246 |
3.179 |
|
| R1 |
3.202 |
3.202 |
3.168 |
3.224 |
| PP |
3.133 |
3.133 |
3.133 |
3.144 |
| S1 |
3.089 |
3.089 |
3.148 |
3.111 |
| S2 |
3.020 |
3.020 |
3.137 |
|
| S3 |
2.907 |
2.976 |
3.127 |
|
| S4 |
2.794 |
2.863 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.177 |
3.064 |
0.113 |
3.6% |
0.063 |
2.0% |
83% |
False |
True |
19,644 |
| 10 |
3.177 |
2.944 |
0.233 |
7.4% |
0.071 |
2.3% |
92% |
False |
False |
22,455 |
| 20 |
3.177 |
2.737 |
0.440 |
13.9% |
0.078 |
2.5% |
96% |
False |
False |
24,598 |
| 40 |
3.177 |
2.645 |
0.532 |
16.8% |
0.068 |
2.1% |
96% |
False |
False |
20,981 |
| 60 |
3.177 |
2.637 |
0.540 |
17.1% |
0.062 |
2.0% |
96% |
False |
False |
18,859 |
| 80 |
3.177 |
2.637 |
0.540 |
17.1% |
0.063 |
2.0% |
96% |
False |
False |
16,953 |
| 100 |
3.177 |
2.592 |
0.585 |
18.5% |
0.063 |
2.0% |
97% |
False |
False |
15,579 |
| 120 |
3.177 |
2.305 |
0.872 |
27.6% |
0.065 |
2.1% |
98% |
False |
False |
14,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.584 |
|
2.618 |
3.422 |
|
1.618 |
3.323 |
|
1.000 |
3.262 |
|
0.618 |
3.224 |
|
HIGH |
3.163 |
|
0.618 |
3.125 |
|
0.500 |
3.114 |
|
0.382 |
3.102 |
|
LOW |
3.064 |
|
0.618 |
3.003 |
|
1.000 |
2.965 |
|
1.618 |
2.904 |
|
2.618 |
2.805 |
|
4.250 |
2.643 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.143 |
3.145 |
| PP |
3.128 |
3.131 |
| S1 |
3.114 |
3.118 |
|