NYMEX Natural Gas Future February 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 |
3.193 |
3.202 |
0.009 |
0.3% |
3.091 |
| High |
3.219 |
3.213 |
-0.006 |
-0.2% |
3.170 |
| Low |
3.189 |
3.173 |
-0.016 |
-0.5% |
3.012 |
| Close |
3.203 |
3.197 |
-0.006 |
-0.2% |
3.156 |
| Range |
0.030 |
0.040 |
0.010 |
33.3% |
0.158 |
| ATR |
0.063 |
0.061 |
-0.002 |
-2.6% |
0.000 |
| Volume |
4,790 |
10,629 |
5,839 |
121.9% |
40,135 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.296 |
3.219 |
|
| R3 |
3.274 |
3.256 |
3.208 |
|
| R2 |
3.234 |
3.234 |
3.204 |
|
| R1 |
3.216 |
3.216 |
3.201 |
3.205 |
| PP |
3.194 |
3.194 |
3.194 |
3.189 |
| S1 |
3.176 |
3.176 |
3.193 |
3.165 |
| S2 |
3.154 |
3.154 |
3.190 |
|
| S3 |
3.114 |
3.136 |
3.186 |
|
| S4 |
3.074 |
3.096 |
3.175 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.529 |
3.243 |
|
| R3 |
3.429 |
3.371 |
3.199 |
|
| R2 |
3.271 |
3.271 |
3.185 |
|
| R1 |
3.213 |
3.213 |
3.170 |
3.242 |
| PP |
3.113 |
3.113 |
3.113 |
3.127 |
| S1 |
3.055 |
3.055 |
3.142 |
3.084 |
| S2 |
2.955 |
2.955 |
3.127 |
|
| S3 |
2.797 |
2.897 |
3.113 |
|
| S4 |
2.639 |
2.739 |
3.069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.224 |
3.070 |
0.154 |
4.8% |
0.058 |
1.8% |
82% |
False |
False |
9,757 |
| 10 |
3.224 |
3.012 |
0.212 |
6.6% |
0.061 |
1.9% |
87% |
False |
False |
8,362 |
| 20 |
3.224 |
2.804 |
0.420 |
13.1% |
0.067 |
2.1% |
94% |
False |
False |
8,364 |
| 40 |
3.224 |
2.750 |
0.474 |
14.8% |
0.059 |
1.9% |
94% |
False |
False |
7,190 |
| 60 |
3.224 |
2.750 |
0.474 |
14.8% |
0.055 |
1.7% |
94% |
False |
False |
6,515 |
| 80 |
3.224 |
2.750 |
0.474 |
14.8% |
0.056 |
1.8% |
94% |
False |
False |
5,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.383 |
|
2.618 |
3.318 |
|
1.618 |
3.278 |
|
1.000 |
3.253 |
|
0.618 |
3.238 |
|
HIGH |
3.213 |
|
0.618 |
3.198 |
|
0.500 |
3.193 |
|
0.382 |
3.188 |
|
LOW |
3.173 |
|
0.618 |
3.148 |
|
1.000 |
3.133 |
|
1.618 |
3.108 |
|
2.618 |
3.068 |
|
4.250 |
3.003 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.196 |
3.192 |
| PP |
3.194 |
3.187 |
| S1 |
3.193 |
3.183 |
|