NYMEX Natural Gas Future January 2021
Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
2.944 |
3.023 |
0.079 |
2.7% |
2.884 |
High |
3.047 |
3.065 |
0.018 |
0.6% |
3.019 |
Low |
2.933 |
2.990 |
0.057 |
1.9% |
2.865 |
Close |
3.025 |
3.065 |
0.040 |
1.3% |
2.915 |
Range |
0.114 |
0.075 |
-0.039 |
-34.2% |
0.154 |
ATR |
0.065 |
0.066 |
0.001 |
1.1% |
0.000 |
Volume |
53,688 |
27,341 |
-26,347 |
-49.1% |
109,200 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.265 |
3.240 |
3.106 |
|
R3 |
3.190 |
3.165 |
3.086 |
|
R2 |
3.115 |
3.115 |
3.079 |
|
R1 |
3.090 |
3.090 |
3.072 |
3.103 |
PP |
3.040 |
3.040 |
3.040 |
3.046 |
S1 |
3.015 |
3.015 |
3.058 |
3.028 |
S2 |
2.965 |
2.965 |
3.051 |
|
S3 |
2.890 |
2.940 |
3.044 |
|
S4 |
2.815 |
2.865 |
3.024 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.395 |
3.309 |
3.000 |
|
R3 |
3.241 |
3.155 |
2.957 |
|
R2 |
3.087 |
3.087 |
2.943 |
|
R1 |
3.001 |
3.001 |
2.929 |
3.044 |
PP |
2.933 |
2.933 |
2.933 |
2.955 |
S1 |
2.847 |
2.847 |
2.901 |
2.890 |
S2 |
2.779 |
2.779 |
2.887 |
|
S3 |
2.625 |
2.693 |
2.873 |
|
S4 |
2.471 |
2.539 |
2.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.065 |
2.905 |
0.160 |
5.2% |
0.084 |
2.7% |
100% |
True |
False |
31,916 |
10 |
3.065 |
2.797 |
0.268 |
8.7% |
0.073 |
2.4% |
100% |
True |
False |
24,003 |
20 |
3.065 |
2.785 |
0.280 |
9.1% |
0.060 |
2.0% |
100% |
True |
False |
21,970 |
40 |
3.065 |
2.778 |
0.287 |
9.4% |
0.058 |
1.9% |
100% |
True |
False |
21,757 |
60 |
3.065 |
2.778 |
0.287 |
9.4% |
0.057 |
1.9% |
100% |
True |
False |
20,509 |
80 |
3.208 |
2.778 |
0.430 |
14.0% |
0.060 |
2.0% |
67% |
False |
False |
19,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.384 |
2.618 |
3.261 |
1.618 |
3.186 |
1.000 |
3.140 |
0.618 |
3.111 |
HIGH |
3.065 |
0.618 |
3.036 |
0.500 |
3.028 |
0.382 |
3.019 |
LOW |
2.990 |
0.618 |
2.944 |
1.000 |
2.915 |
1.618 |
2.869 |
2.618 |
2.794 |
4.250 |
2.671 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3.053 |
3.038 |
PP |
3.040 |
3.012 |
S1 |
3.028 |
2.985 |
|