NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.251 |
3.260 |
0.009 |
0.3% |
3.170 |
| High |
3.304 |
3.329 |
0.025 |
0.8% |
3.247 |
| Low |
3.228 |
3.220 |
-0.008 |
-0.2% |
3.080 |
| Close |
3.266 |
3.288 |
0.022 |
0.7% |
3.208 |
| Range |
0.076 |
0.109 |
0.033 |
43.4% |
0.167 |
| ATR |
0.081 |
0.083 |
0.002 |
2.5% |
0.000 |
| Volume |
60,979 |
83,955 |
22,976 |
37.7% |
148,271 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.606 |
3.556 |
3.348 |
|
| R3 |
3.497 |
3.447 |
3.318 |
|
| R2 |
3.388 |
3.388 |
3.308 |
|
| R1 |
3.338 |
3.338 |
3.298 |
3.363 |
| PP |
3.279 |
3.279 |
3.279 |
3.292 |
| S1 |
3.229 |
3.229 |
3.278 |
3.254 |
| S2 |
3.170 |
3.170 |
3.268 |
|
| S3 |
3.061 |
3.120 |
3.258 |
|
| S4 |
2.952 |
3.011 |
3.228 |
|
|
| 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 |
3.329 |
3.080 |
0.249 |
7.6% |
0.110 |
3.3% |
84% |
True |
False |
54,882 |
| 10 |
3.329 |
3.064 |
0.265 |
8.1% |
0.089 |
2.7% |
85% |
True |
False |
39,129 |
| 20 |
3.329 |
2.944 |
0.385 |
11.7% |
0.082 |
2.5% |
89% |
True |
False |
31,047 |
| 40 |
3.329 |
2.657 |
0.672 |
20.4% |
0.074 |
2.3% |
94% |
True |
False |
25,511 |
| 60 |
3.329 |
2.637 |
0.692 |
21.0% |
0.068 |
2.1% |
94% |
True |
False |
22,652 |
| 80 |
3.329 |
2.637 |
0.692 |
21.0% |
0.066 |
2.0% |
94% |
True |
False |
20,220 |
| 100 |
3.329 |
2.637 |
0.692 |
21.0% |
0.067 |
2.0% |
94% |
True |
False |
18,196 |
| 120 |
3.329 |
2.459 |
0.870 |
26.5% |
0.065 |
2.0% |
95% |
True |
False |
16,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.792 |
|
2.618 |
3.614 |
|
1.618 |
3.505 |
|
1.000 |
3.438 |
|
0.618 |
3.396 |
|
HIGH |
3.329 |
|
0.618 |
3.287 |
|
0.500 |
3.275 |
|
0.382 |
3.262 |
|
LOW |
3.220 |
|
0.618 |
3.153 |
|
1.000 |
3.111 |
|
1.618 |
3.044 |
|
2.618 |
2.935 |
|
4.250 |
2.757 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.271 |
| PP |
3.279 |
3.254 |
| S1 |
3.275 |
3.237 |
|