NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.257 |
3.257 |
0.000 |
0.0% |
3.150 |
| High |
3.273 |
3.260 |
-0.013 |
-0.4% |
3.218 |
| Low |
3.243 |
3.221 |
-0.022 |
-0.7% |
3.054 |
| Close |
3.255 |
3.243 |
-0.012 |
-0.4% |
3.203 |
| Range |
0.030 |
0.039 |
0.009 |
30.0% |
0.164 |
| ATR |
0.067 |
0.065 |
-0.002 |
-3.0% |
0.000 |
| Volume |
13,371 |
18,600 |
5,229 |
39.1% |
116,171 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.340 |
3.264 |
|
| R3 |
3.319 |
3.301 |
3.254 |
|
| R2 |
3.280 |
3.280 |
3.250 |
|
| R1 |
3.262 |
3.262 |
3.247 |
3.252 |
| PP |
3.241 |
3.241 |
3.241 |
3.236 |
| S1 |
3.223 |
3.223 |
3.239 |
3.213 |
| S2 |
3.202 |
3.202 |
3.236 |
|
| S3 |
3.163 |
3.184 |
3.232 |
|
| S4 |
3.124 |
3.145 |
3.222 |
|
|
| 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 |
3.278 |
3.115 |
0.163 |
5.0% |
0.060 |
1.9% |
79% |
False |
False |
23,081 |
| 10 |
3.278 |
3.054 |
0.224 |
6.9% |
0.065 |
2.0% |
84% |
False |
False |
23,239 |
| 20 |
3.278 |
2.835 |
0.443 |
13.7% |
0.071 |
2.2% |
92% |
False |
False |
24,648 |
| 40 |
3.278 |
2.778 |
0.500 |
15.4% |
0.063 |
1.9% |
93% |
False |
False |
23,942 |
| 60 |
3.278 |
2.778 |
0.500 |
15.4% |
0.058 |
1.8% |
93% |
False |
False |
21,752 |
| 80 |
3.278 |
2.778 |
0.500 |
15.4% |
0.059 |
1.8% |
93% |
False |
False |
20,682 |
| 100 |
3.278 |
2.713 |
0.565 |
17.4% |
0.060 |
1.9% |
94% |
False |
False |
20,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.426 |
|
2.618 |
3.362 |
|
1.618 |
3.323 |
|
1.000 |
3.299 |
|
0.618 |
3.284 |
|
HIGH |
3.260 |
|
0.618 |
3.245 |
|
0.500 |
3.241 |
|
0.382 |
3.236 |
|
LOW |
3.221 |
|
0.618 |
3.197 |
|
1.000 |
3.182 |
|
1.618 |
3.158 |
|
2.618 |
3.119 |
|
4.250 |
3.055 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.242 |
3.240 |
| PP |
3.241 |
3.237 |
| S1 |
3.241 |
3.234 |
|