NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.257 |
3.229 |
-0.028 |
-0.9% |
3.219 |
| High |
3.260 |
3.270 |
0.010 |
0.3% |
3.278 |
| Low |
3.221 |
3.180 |
-0.041 |
-1.3% |
3.180 |
| Close |
3.243 |
3.266 |
0.023 |
0.7% |
3.266 |
| Range |
0.039 |
0.090 |
0.051 |
130.8% |
0.098 |
| ATR |
0.065 |
0.067 |
0.002 |
2.7% |
0.000 |
| Volume |
18,600 |
25,658 |
7,058 |
37.9% |
106,531 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.509 |
3.477 |
3.316 |
|
| R3 |
3.419 |
3.387 |
3.291 |
|
| R2 |
3.329 |
3.329 |
3.283 |
|
| R1 |
3.297 |
3.297 |
3.274 |
3.313 |
| PP |
3.239 |
3.239 |
3.239 |
3.247 |
| S1 |
3.207 |
3.207 |
3.258 |
3.223 |
| S2 |
3.149 |
3.149 |
3.250 |
|
| S3 |
3.059 |
3.117 |
3.241 |
|
| S4 |
2.969 |
3.027 |
3.217 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.535 |
3.499 |
3.320 |
|
| R3 |
3.437 |
3.401 |
3.293 |
|
| R2 |
3.339 |
3.339 |
3.284 |
|
| R1 |
3.303 |
3.303 |
3.275 |
3.321 |
| PP |
3.241 |
3.241 |
3.241 |
3.251 |
| S1 |
3.205 |
3.205 |
3.257 |
3.223 |
| S2 |
3.143 |
3.143 |
3.248 |
|
| S3 |
3.045 |
3.107 |
3.239 |
|
| S4 |
2.947 |
3.009 |
3.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.180 |
0.098 |
3.0% |
0.057 |
1.8% |
88% |
False |
True |
21,306 |
| 10 |
3.278 |
3.054 |
0.224 |
6.9% |
0.066 |
2.0% |
95% |
False |
False |
22,270 |
| 20 |
3.278 |
2.865 |
0.413 |
12.6% |
0.072 |
2.2% |
97% |
False |
False |
25,146 |
| 40 |
3.278 |
2.783 |
0.495 |
15.2% |
0.064 |
2.0% |
98% |
False |
False |
23,858 |
| 60 |
3.278 |
2.778 |
0.500 |
15.3% |
0.058 |
1.8% |
98% |
False |
False |
21,915 |
| 80 |
3.278 |
2.778 |
0.500 |
15.3% |
0.060 |
1.8% |
98% |
False |
False |
20,860 |
| 100 |
3.278 |
2.713 |
0.565 |
17.3% |
0.061 |
1.9% |
98% |
False |
False |
20,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.653 |
|
2.618 |
3.506 |
|
1.618 |
3.416 |
|
1.000 |
3.360 |
|
0.618 |
3.326 |
|
HIGH |
3.270 |
|
0.618 |
3.236 |
|
0.500 |
3.225 |
|
0.382 |
3.214 |
|
LOW |
3.180 |
|
0.618 |
3.124 |
|
1.000 |
3.090 |
|
1.618 |
3.034 |
|
2.618 |
2.944 |
|
4.250 |
2.798 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.252 |
3.253 |
| PP |
3.239 |
3.240 |
| S1 |
3.225 |
3.227 |
|