NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.089 |
3.220 |
0.131 |
4.2% |
3.170 |
| High |
3.229 |
3.247 |
0.018 |
0.6% |
3.247 |
| Low |
3.080 |
3.170 |
0.090 |
2.9% |
3.080 |
| Close |
3.216 |
3.208 |
-0.008 |
-0.2% |
3.208 |
| Range |
0.149 |
0.077 |
-0.072 |
-48.3% |
0.167 |
| ATR |
0.077 |
0.077 |
0.000 |
0.0% |
0.000 |
| Volume |
44,223 |
33,653 |
-10,570 |
-23.9% |
148,271 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.439 |
3.401 |
3.250 |
|
| R3 |
3.362 |
3.324 |
3.229 |
|
| R2 |
3.285 |
3.285 |
3.222 |
|
| R1 |
3.247 |
3.247 |
3.215 |
3.228 |
| PP |
3.208 |
3.208 |
3.208 |
3.199 |
| S1 |
3.170 |
3.170 |
3.201 |
3.151 |
| S2 |
3.131 |
3.131 |
3.194 |
|
| S3 |
3.054 |
3.093 |
3.187 |
|
| S4 |
2.977 |
3.016 |
3.166 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.611 |
3.300 |
|
| R3 |
3.512 |
3.444 |
3.254 |
|
| R2 |
3.345 |
3.345 |
3.239 |
|
| R1 |
3.277 |
3.277 |
3.223 |
3.311 |
| PP |
3.178 |
3.178 |
3.178 |
3.196 |
| S1 |
3.110 |
3.110 |
3.193 |
3.144 |
| S2 |
3.011 |
3.011 |
3.177 |
|
| S3 |
2.844 |
2.943 |
3.162 |
|
| S4 |
2.677 |
2.776 |
3.116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.247 |
3.080 |
0.167 |
5.2% |
0.085 |
2.6% |
77% |
True |
False |
29,654 |
| 10 |
3.247 |
3.064 |
0.183 |
5.7% |
0.074 |
2.3% |
79% |
True |
False |
24,649 |
| 20 |
3.247 |
2.811 |
0.436 |
13.6% |
0.081 |
2.5% |
91% |
True |
False |
26,965 |
| 40 |
3.247 |
2.657 |
0.590 |
18.4% |
0.071 |
2.2% |
93% |
True |
False |
22,392 |
| 60 |
3.247 |
2.637 |
0.610 |
19.0% |
0.065 |
2.0% |
94% |
True |
False |
20,000 |
| 80 |
3.247 |
2.637 |
0.610 |
19.0% |
0.063 |
2.0% |
94% |
True |
False |
18,059 |
| 100 |
3.247 |
2.637 |
0.610 |
19.0% |
0.065 |
2.0% |
94% |
True |
False |
16,512 |
| 120 |
3.247 |
2.455 |
0.792 |
24.7% |
0.065 |
2.0% |
95% |
True |
False |
15,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.574 |
|
2.618 |
3.449 |
|
1.618 |
3.372 |
|
1.000 |
3.324 |
|
0.618 |
3.295 |
|
HIGH |
3.247 |
|
0.618 |
3.218 |
|
0.500 |
3.209 |
|
0.382 |
3.199 |
|
LOW |
3.170 |
|
0.618 |
3.122 |
|
1.000 |
3.093 |
|
1.618 |
3.045 |
|
2.618 |
2.968 |
|
4.250 |
2.843 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.209 |
3.193 |
| PP |
3.208 |
3.178 |
| S1 |
3.208 |
3.164 |
|