NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.125 |
3.219 |
0.094 |
3.0% |
3.150 |
| High |
3.218 |
3.221 |
0.003 |
0.1% |
3.218 |
| Low |
3.115 |
3.182 |
0.067 |
2.2% |
3.054 |
| Close |
3.203 |
3.211 |
0.008 |
0.2% |
3.203 |
| Range |
0.103 |
0.039 |
-0.064 |
-62.1% |
0.164 |
| ATR |
0.071 |
0.068 |
-0.002 |
-3.2% |
0.000 |
| Volume |
34,532 |
19,648 |
-14,884 |
-43.1% |
116,171 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.322 |
3.305 |
3.232 |
|
| R3 |
3.283 |
3.266 |
3.222 |
|
| R2 |
3.244 |
3.244 |
3.218 |
|
| R1 |
3.227 |
3.227 |
3.215 |
3.216 |
| PP |
3.205 |
3.205 |
3.205 |
3.199 |
| S1 |
3.188 |
3.188 |
3.207 |
3.177 |
| S2 |
3.166 |
3.166 |
3.204 |
|
| S3 |
3.127 |
3.149 |
3.200 |
|
| S4 |
3.088 |
3.110 |
3.190 |
|
|
| 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 |
3.221 |
3.054 |
0.167 |
5.2% |
0.061 |
1.9% |
94% |
True |
False |
22,865 |
| 10 |
3.221 |
2.990 |
0.231 |
7.2% |
0.073 |
2.3% |
96% |
True |
False |
25,316 |
| 20 |
3.221 |
2.797 |
0.424 |
13.2% |
0.071 |
2.2% |
98% |
True |
False |
23,969 |
| 40 |
3.221 |
2.778 |
0.443 |
13.8% |
0.063 |
1.9% |
98% |
True |
False |
23,860 |
| 60 |
3.221 |
2.778 |
0.443 |
13.8% |
0.058 |
1.8% |
98% |
True |
False |
21,318 |
| 80 |
3.221 |
2.778 |
0.443 |
13.8% |
0.060 |
1.9% |
98% |
True |
False |
20,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.387 |
|
2.618 |
3.323 |
|
1.618 |
3.284 |
|
1.000 |
3.260 |
|
0.618 |
3.245 |
|
HIGH |
3.221 |
|
0.618 |
3.206 |
|
0.500 |
3.202 |
|
0.382 |
3.197 |
|
LOW |
3.182 |
|
0.618 |
3.158 |
|
1.000 |
3.143 |
|
1.618 |
3.119 |
|
2.618 |
3.080 |
|
4.250 |
3.016 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.208 |
3.191 |
| PP |
3.205 |
3.171 |
| S1 |
3.202 |
3.151 |
|