NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.130 |
3.089 |
-0.041 |
-1.3% |
3.124 |
| High |
3.173 |
3.229 |
0.056 |
1.8% |
3.177 |
| Low |
3.081 |
3.080 |
-0.001 |
0.0% |
3.064 |
| Close |
3.111 |
3.216 |
0.105 |
3.4% |
3.158 |
| Range |
0.092 |
0.149 |
0.057 |
62.0% |
0.113 |
| ATR |
0.071 |
0.077 |
0.006 |
7.9% |
0.000 |
| Volume |
24,503 |
44,223 |
19,720 |
80.5% |
98,222 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.622 |
3.568 |
3.298 |
|
| R3 |
3.473 |
3.419 |
3.257 |
|
| R2 |
3.324 |
3.324 |
3.243 |
|
| R1 |
3.270 |
3.270 |
3.230 |
3.297 |
| PP |
3.175 |
3.175 |
3.175 |
3.189 |
| S1 |
3.121 |
3.121 |
3.202 |
3.148 |
| S2 |
3.026 |
3.026 |
3.189 |
|
| S3 |
2.877 |
2.972 |
3.175 |
|
| S4 |
2.728 |
2.823 |
3.134 |
|
|
| 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 |
3.229 |
3.064 |
0.165 |
5.1% |
0.089 |
2.8% |
92% |
True |
False |
28,268 |
| 10 |
3.229 |
3.005 |
0.224 |
7.0% |
0.077 |
2.4% |
94% |
True |
False |
24,647 |
| 20 |
3.229 |
2.781 |
0.448 |
13.9% |
0.081 |
2.5% |
97% |
True |
False |
26,196 |
| 40 |
3.229 |
2.657 |
0.572 |
17.8% |
0.071 |
2.2% |
98% |
True |
False |
22,007 |
| 60 |
3.229 |
2.637 |
0.592 |
18.4% |
0.064 |
2.0% |
98% |
True |
False |
19,657 |
| 80 |
3.229 |
2.637 |
0.592 |
18.4% |
0.063 |
2.0% |
98% |
True |
False |
17,764 |
| 100 |
3.229 |
2.637 |
0.592 |
18.4% |
0.065 |
2.0% |
98% |
True |
False |
16,312 |
| 120 |
3.229 |
2.455 |
0.774 |
24.1% |
0.065 |
2.0% |
98% |
True |
False |
14,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.862 |
|
2.618 |
3.619 |
|
1.618 |
3.470 |
|
1.000 |
3.378 |
|
0.618 |
3.321 |
|
HIGH |
3.229 |
|
0.618 |
3.172 |
|
0.500 |
3.155 |
|
0.382 |
3.137 |
|
LOW |
3.080 |
|
0.618 |
2.988 |
|
1.000 |
2.931 |
|
1.618 |
2.839 |
|
2.618 |
2.690 |
|
4.250 |
2.447 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.196 |
3.196 |
| PP |
3.175 |
3.175 |
| S1 |
3.155 |
3.155 |
|