NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.101 |
3.125 |
0.024 |
0.8% |
3.150 |
| High |
3.134 |
3.218 |
0.084 |
2.7% |
3.218 |
| Low |
3.081 |
3.115 |
0.034 |
1.1% |
3.054 |
| Close |
3.121 |
3.203 |
0.082 |
2.6% |
3.203 |
| Range |
0.053 |
0.103 |
0.050 |
94.3% |
0.164 |
| ATR |
0.068 |
0.071 |
0.002 |
3.7% |
0.000 |
| Volume |
17,739 |
34,532 |
16,793 |
94.7% |
116,171 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.448 |
3.260 |
|
| R3 |
3.385 |
3.345 |
3.231 |
|
| R2 |
3.282 |
3.282 |
3.222 |
|
| R1 |
3.242 |
3.242 |
3.212 |
3.262 |
| PP |
3.179 |
3.179 |
3.179 |
3.189 |
| S1 |
3.139 |
3.139 |
3.194 |
3.159 |
| S2 |
3.076 |
3.076 |
3.184 |
|
| S3 |
2.973 |
3.036 |
3.175 |
|
| S4 |
2.870 |
2.933 |
3.146 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.650 |
3.591 |
3.293 |
|
| R3 |
3.486 |
3.427 |
3.248 |
|
| R2 |
3.322 |
3.322 |
3.233 |
|
| R1 |
3.263 |
3.263 |
3.218 |
3.293 |
| PP |
3.158 |
3.158 |
3.158 |
3.173 |
| S1 |
3.099 |
3.099 |
3.188 |
3.129 |
| S2 |
2.994 |
2.994 |
3.173 |
|
| S3 |
2.830 |
2.935 |
3.158 |
|
| S4 |
2.666 |
2.771 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.218 |
3.054 |
0.164 |
5.1% |
0.074 |
2.3% |
91% |
True |
False |
23,234 |
| 10 |
3.218 |
2.933 |
0.285 |
8.9% |
0.080 |
2.5% |
95% |
True |
False |
28,720 |
| 20 |
3.218 |
2.785 |
0.433 |
13.5% |
0.073 |
2.3% |
97% |
True |
False |
24,298 |
| 40 |
3.218 |
2.778 |
0.440 |
13.7% |
0.062 |
1.9% |
97% |
True |
False |
23,745 |
| 60 |
3.218 |
2.778 |
0.440 |
13.7% |
0.058 |
1.8% |
97% |
True |
False |
21,296 |
| 80 |
3.218 |
2.778 |
0.440 |
13.7% |
0.060 |
1.9% |
97% |
True |
False |
20,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.656 |
|
2.618 |
3.488 |
|
1.618 |
3.385 |
|
1.000 |
3.321 |
|
0.618 |
3.282 |
|
HIGH |
3.218 |
|
0.618 |
3.179 |
|
0.500 |
3.167 |
|
0.382 |
3.154 |
|
LOW |
3.115 |
|
0.618 |
3.051 |
|
1.000 |
3.012 |
|
1.618 |
2.948 |
|
2.618 |
2.845 |
|
4.250 |
2.677 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.191 |
3.181 |
| PP |
3.179 |
3.158 |
| S1 |
3.167 |
3.136 |
|