NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.116 |
3.170 |
0.054 |
1.7% |
3.124 |
| High |
3.163 |
3.193 |
0.030 |
0.9% |
3.177 |
| Low |
3.064 |
3.128 |
0.064 |
2.1% |
3.064 |
| Close |
3.158 |
3.156 |
-0.002 |
-0.1% |
3.158 |
| Range |
0.099 |
0.065 |
-0.034 |
-34.3% |
0.113 |
| ATR |
0.072 |
0.072 |
-0.001 |
-0.7% |
0.000 |
| Volume |
26,726 |
21,848 |
-4,878 |
-18.3% |
98,222 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.320 |
3.192 |
|
| R3 |
3.289 |
3.255 |
3.174 |
|
| R2 |
3.224 |
3.224 |
3.168 |
|
| R1 |
3.190 |
3.190 |
3.162 |
3.175 |
| PP |
3.159 |
3.159 |
3.159 |
3.151 |
| S1 |
3.125 |
3.125 |
3.150 |
3.110 |
| S2 |
3.094 |
3.094 |
3.144 |
|
| S3 |
3.029 |
3.060 |
3.138 |
|
| S4 |
2.964 |
2.995 |
3.120 |
|
|
| 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 |
3.193 |
3.064 |
0.129 |
4.1% |
0.067 |
2.1% |
71% |
True |
False |
20,536 |
| 10 |
3.193 |
2.944 |
0.249 |
7.9% |
0.067 |
2.1% |
85% |
True |
False |
22,244 |
| 20 |
3.193 |
2.753 |
0.440 |
13.9% |
0.079 |
2.5% |
92% |
True |
False |
24,881 |
| 40 |
3.193 |
2.657 |
0.536 |
17.0% |
0.068 |
2.2% |
93% |
True |
False |
21,253 |
| 60 |
3.193 |
2.637 |
0.556 |
17.6% |
0.062 |
2.0% |
93% |
True |
False |
19,000 |
| 80 |
3.193 |
2.637 |
0.556 |
17.6% |
0.062 |
2.0% |
93% |
True |
False |
17,089 |
| 100 |
3.193 |
2.592 |
0.601 |
19.0% |
0.064 |
2.0% |
94% |
True |
False |
15,699 |
| 120 |
3.193 |
2.305 |
0.888 |
28.1% |
0.065 |
2.1% |
96% |
True |
False |
14,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.363 |
|
1.618 |
3.298 |
|
1.000 |
3.258 |
|
0.618 |
3.233 |
|
HIGH |
3.193 |
|
0.618 |
3.168 |
|
0.500 |
3.161 |
|
0.382 |
3.153 |
|
LOW |
3.128 |
|
0.618 |
3.088 |
|
1.000 |
3.063 |
|
1.618 |
3.023 |
|
2.618 |
2.958 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.161 |
3.147 |
| PP |
3.159 |
3.138 |
| S1 |
3.158 |
3.129 |
|