NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.922 |
0.004 |
0.1% |
2.856 |
| High |
2.939 |
3.010 |
0.071 |
2.4% |
2.983 |
| Low |
2.874 |
2.901 |
0.027 |
0.9% |
2.835 |
| Close |
2.884 |
2.988 |
0.104 |
3.6% |
2.884 |
| Range |
0.065 |
0.109 |
0.044 |
67.7% |
0.148 |
| ATR |
0.057 |
0.062 |
0.005 |
8.6% |
0.000 |
| Volume |
5,183 |
19,356 |
14,173 |
273.5% |
30,515 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.250 |
3.048 |
|
| R3 |
3.184 |
3.141 |
3.018 |
|
| R2 |
3.075 |
3.075 |
3.008 |
|
| R1 |
3.032 |
3.032 |
2.998 |
3.054 |
| PP |
2.966 |
2.966 |
2.966 |
2.977 |
| S1 |
2.923 |
2.923 |
2.978 |
2.945 |
| S2 |
2.857 |
2.857 |
2.968 |
|
| S3 |
2.748 |
2.814 |
2.958 |
|
| S4 |
2.639 |
2.705 |
2.928 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.345 |
3.262 |
2.965 |
|
| R3 |
3.197 |
3.114 |
2.925 |
|
| R2 |
3.049 |
3.049 |
2.911 |
|
| R1 |
2.966 |
2.966 |
2.898 |
3.008 |
| PP |
2.901 |
2.901 |
2.901 |
2.921 |
| S1 |
2.818 |
2.818 |
2.870 |
2.860 |
| S2 |
2.753 |
2.753 |
2.857 |
|
| S3 |
2.605 |
2.670 |
2.843 |
|
| S4 |
2.457 |
2.522 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.010 |
2.845 |
0.165 |
5.5% |
0.080 |
2.7% |
87% |
True |
False |
9,125 |
| 10 |
3.010 |
2.768 |
0.242 |
8.1% |
0.066 |
2.2% |
91% |
True |
False |
6,495 |
| 20 |
3.010 |
2.756 |
0.254 |
8.5% |
0.057 |
1.9% |
91% |
True |
False |
5,833 |
| 40 |
3.010 |
2.750 |
0.260 |
8.7% |
0.054 |
1.8% |
92% |
True |
False |
5,970 |
| 60 |
3.013 |
2.750 |
0.263 |
8.8% |
0.054 |
1.8% |
90% |
False |
False |
5,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.473 |
|
2.618 |
3.295 |
|
1.618 |
3.186 |
|
1.000 |
3.119 |
|
0.618 |
3.077 |
|
HIGH |
3.010 |
|
0.618 |
2.968 |
|
0.500 |
2.956 |
|
0.382 |
2.943 |
|
LOW |
2.901 |
|
0.618 |
2.834 |
|
1.000 |
2.792 |
|
1.618 |
2.725 |
|
2.618 |
2.616 |
|
4.250 |
2.438 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.973 |
| PP |
2.966 |
2.957 |
| S1 |
2.956 |
2.942 |
|