NYMEX Natural Gas Future January 2021
Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3.087 |
3.101 |
0.014 |
0.5% |
2.944 |
High |
3.104 |
3.134 |
0.030 |
1.0% |
3.152 |
Low |
3.054 |
3.081 |
0.027 |
0.9% |
2.933 |
Close |
3.101 |
3.121 |
0.020 |
0.6% |
3.147 |
Range |
0.050 |
0.053 |
0.003 |
6.0% |
0.219 |
ATR |
0.069 |
0.068 |
-0.001 |
-1.7% |
0.000 |
Volume |
22,467 |
17,739 |
-4,728 |
-21.0% |
171,032 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.271 |
3.249 |
3.150 |
|
R3 |
3.218 |
3.196 |
3.136 |
|
R2 |
3.165 |
3.165 |
3.131 |
|
R1 |
3.143 |
3.143 |
3.126 |
3.154 |
PP |
3.112 |
3.112 |
3.112 |
3.118 |
S1 |
3.090 |
3.090 |
3.116 |
3.101 |
S2 |
3.059 |
3.059 |
3.111 |
|
S3 |
3.006 |
3.037 |
3.106 |
|
S4 |
2.953 |
2.984 |
3.092 |
|
|
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 |
3.054 |
0.105 |
3.4% |
0.070 |
2.2% |
64% |
False |
False |
23,397 |
10 |
3.159 |
2.905 |
0.254 |
8.1% |
0.077 |
2.5% |
85% |
False |
False |
27,183 |
20 |
3.159 |
2.785 |
0.374 |
12.0% |
0.070 |
2.2% |
90% |
False |
False |
23,023 |
40 |
3.159 |
2.778 |
0.381 |
12.2% |
0.060 |
1.9% |
90% |
False |
False |
23,239 |
60 |
3.159 |
2.778 |
0.381 |
12.2% |
0.058 |
1.8% |
90% |
False |
False |
21,132 |
80 |
3.208 |
2.778 |
0.430 |
13.8% |
0.060 |
1.9% |
80% |
False |
False |
20,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.359 |
2.618 |
3.273 |
1.618 |
3.220 |
1.000 |
3.187 |
0.618 |
3.167 |
HIGH |
3.134 |
0.618 |
3.114 |
0.500 |
3.108 |
0.382 |
3.101 |
LOW |
3.081 |
0.618 |
3.048 |
1.000 |
3.028 |
1.618 |
2.995 |
2.618 |
2.942 |
4.250 |
2.856 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3.117 |
3.112 |
PP |
3.112 |
3.103 |
S1 |
3.108 |
3.094 |
|