NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.201 |
3.161 |
-0.040 |
-1.2% |
3.161 |
| High |
3.236 |
3.278 |
0.042 |
1.3% |
3.224 |
| Low |
3.152 |
3.150 |
-0.002 |
-0.1% |
3.134 |
| Close |
3.181 |
3.266 |
0.085 |
2.7% |
3.216 |
| Range |
0.084 |
0.128 |
0.044 |
52.4% |
0.090 |
| ATR |
0.062 |
0.066 |
0.005 |
7.7% |
0.000 |
| Volume |
12,630 |
15,728 |
3,098 |
24.5% |
45,878 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.569 |
3.336 |
|
| R3 |
3.487 |
3.441 |
3.301 |
|
| R2 |
3.359 |
3.359 |
3.289 |
|
| R1 |
3.313 |
3.313 |
3.278 |
3.336 |
| PP |
3.231 |
3.231 |
3.231 |
3.243 |
| S1 |
3.185 |
3.185 |
3.254 |
3.208 |
| S2 |
3.103 |
3.103 |
3.243 |
|
| S3 |
2.975 |
3.057 |
3.231 |
|
| S4 |
2.847 |
2.929 |
3.196 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.429 |
3.266 |
|
| R3 |
3.371 |
3.339 |
3.241 |
|
| R2 |
3.281 |
3.281 |
3.233 |
|
| R1 |
3.249 |
3.249 |
3.224 |
3.265 |
| PP |
3.191 |
3.191 |
3.191 |
3.200 |
| S1 |
3.159 |
3.159 |
3.208 |
3.175 |
| S2 |
3.101 |
3.101 |
3.200 |
|
| S3 |
3.011 |
3.069 |
3.191 |
|
| S4 |
2.921 |
2.979 |
3.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.139 |
0.139 |
4.3% |
0.076 |
2.3% |
91% |
True |
False |
11,356 |
| 10 |
3.278 |
3.070 |
0.208 |
6.4% |
0.067 |
2.0% |
94% |
True |
False |
10,556 |
| 20 |
3.278 |
2.874 |
0.404 |
12.4% |
0.069 |
2.1% |
97% |
True |
False |
9,796 |
| 40 |
3.278 |
2.756 |
0.522 |
16.0% |
0.062 |
1.9% |
98% |
True |
False |
7,699 |
| 60 |
3.278 |
2.750 |
0.528 |
16.2% |
0.057 |
1.8% |
98% |
True |
False |
6,995 |
| 80 |
3.278 |
2.750 |
0.528 |
16.2% |
0.057 |
1.7% |
98% |
True |
False |
6,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.822 |
|
2.618 |
3.613 |
|
1.618 |
3.485 |
|
1.000 |
3.406 |
|
0.618 |
3.357 |
|
HIGH |
3.278 |
|
0.618 |
3.229 |
|
0.500 |
3.214 |
|
0.382 |
3.199 |
|
LOW |
3.150 |
|
0.618 |
3.071 |
|
1.000 |
3.022 |
|
1.618 |
2.943 |
|
2.618 |
2.815 |
|
4.250 |
2.606 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.249 |
3.249 |
| PP |
3.231 |
3.231 |
| S1 |
3.214 |
3.214 |
|