NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.051 |
3.107 |
0.056 |
1.8% |
2.884 |
| High |
3.116 |
3.152 |
0.036 |
1.2% |
3.019 |
| Low |
3.045 |
3.063 |
0.018 |
0.6% |
2.865 |
| Close |
3.103 |
3.096 |
-0.007 |
-0.2% |
2.915 |
| Range |
0.071 |
0.089 |
0.018 |
25.4% |
0.154 |
| ATR |
0.066 |
0.068 |
0.002 |
2.4% |
0.000 |
| Volume |
26,174 |
28,479 |
2,305 |
8.8% |
109,200 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.322 |
3.145 |
|
| R3 |
3.282 |
3.233 |
3.120 |
|
| R2 |
3.193 |
3.193 |
3.112 |
|
| R1 |
3.144 |
3.144 |
3.104 |
3.124 |
| PP |
3.104 |
3.104 |
3.104 |
3.094 |
| S1 |
3.055 |
3.055 |
3.088 |
3.035 |
| S2 |
3.015 |
3.015 |
3.080 |
|
| S3 |
2.926 |
2.966 |
3.072 |
|
| S4 |
2.837 |
2.877 |
3.047 |
|
|
| 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 |
3.152 |
2.905 |
0.247 |
8.0% |
0.084 |
2.7% |
77% |
True |
False |
30,970 |
| 10 |
3.152 |
2.835 |
0.317 |
10.2% |
0.077 |
2.5% |
82% |
True |
False |
26,057 |
| 20 |
3.152 |
2.785 |
0.367 |
11.9% |
0.063 |
2.0% |
85% |
True |
False |
22,442 |
| 40 |
3.152 |
2.778 |
0.374 |
12.1% |
0.058 |
1.9% |
85% |
True |
False |
22,174 |
| 60 |
3.152 |
2.778 |
0.374 |
12.1% |
0.058 |
1.9% |
85% |
True |
False |
20,865 |
| 80 |
3.208 |
2.778 |
0.430 |
13.9% |
0.061 |
2.0% |
74% |
False |
False |
19,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.530 |
|
2.618 |
3.385 |
|
1.618 |
3.296 |
|
1.000 |
3.241 |
|
0.618 |
3.207 |
|
HIGH |
3.152 |
|
0.618 |
3.118 |
|
0.500 |
3.108 |
|
0.382 |
3.097 |
|
LOW |
3.063 |
|
0.618 |
3.008 |
|
1.000 |
2.974 |
|
1.618 |
2.919 |
|
2.618 |
2.830 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.108 |
3.088 |
| PP |
3.104 |
3.079 |
| S1 |
3.100 |
3.071 |
|