NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.150 |
3.091 |
-0.059 |
-1.9% |
2.944 |
| High |
3.159 |
3.131 |
-0.028 |
-0.9% |
3.152 |
| Low |
3.056 |
3.072 |
0.016 |
0.5% |
2.933 |
| Close |
3.079 |
3.106 |
0.027 |
0.9% |
3.147 |
| Range |
0.103 |
0.059 |
-0.044 |
-42.7% |
0.219 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.2% |
0.000 |
| Volume |
21,492 |
19,941 |
-1,551 |
-7.2% |
171,032 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.252 |
3.138 |
|
| R3 |
3.221 |
3.193 |
3.122 |
|
| R2 |
3.162 |
3.162 |
3.117 |
|
| R1 |
3.134 |
3.134 |
3.111 |
3.148 |
| PP |
3.103 |
3.103 |
3.103 |
3.110 |
| S1 |
3.075 |
3.075 |
3.101 |
3.089 |
| S2 |
3.044 |
3.044 |
3.095 |
|
| S3 |
2.985 |
3.016 |
3.090 |
|
| S4 |
2.926 |
2.957 |
3.074 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.734 |
3.660 |
3.267 |
|
| R3 |
3.515 |
3.441 |
3.207 |
|
| R2 |
3.296 |
3.296 |
3.187 |
|
| R1 |
3.222 |
3.222 |
3.167 |
3.259 |
| PP |
3.077 |
3.077 |
3.077 |
3.096 |
| S1 |
3.003 |
3.003 |
3.127 |
3.040 |
| S2 |
2.858 |
2.858 |
3.107 |
|
| S3 |
2.639 |
2.784 |
3.087 |
|
| S4 |
2.420 |
2.565 |
3.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.159 |
3.045 |
0.114 |
3.7% |
0.081 |
2.6% |
54% |
False |
False |
26,287 |
| 10 |
3.159 |
2.905 |
0.254 |
8.2% |
0.083 |
2.7% |
79% |
False |
False |
29,101 |
| 20 |
3.159 |
2.785 |
0.374 |
12.0% |
0.069 |
2.2% |
86% |
False |
False |
22,624 |
| 40 |
3.159 |
2.778 |
0.381 |
12.3% |
0.060 |
1.9% |
86% |
False |
False |
22,793 |
| 60 |
3.159 |
2.778 |
0.381 |
12.3% |
0.059 |
1.9% |
86% |
False |
False |
21,198 |
| 80 |
3.208 |
2.778 |
0.430 |
13.8% |
0.062 |
2.0% |
76% |
False |
False |
20,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.382 |
|
2.618 |
3.285 |
|
1.618 |
3.226 |
|
1.000 |
3.190 |
|
0.618 |
3.167 |
|
HIGH |
3.131 |
|
0.618 |
3.108 |
|
0.500 |
3.102 |
|
0.382 |
3.095 |
|
LOW |
3.072 |
|
0.618 |
3.036 |
|
1.000 |
3.013 |
|
1.618 |
2.977 |
|
2.618 |
2.918 |
|
4.250 |
2.821 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.105 |
3.108 |
| PP |
3.103 |
3.107 |
| S1 |
3.102 |
3.107 |
|