NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.312 |
3.304 |
-0.008 |
-0.2% |
3.233 |
| High |
3.354 |
3.379 |
0.025 |
0.7% |
3.298 |
| Low |
3.291 |
3.285 |
-0.006 |
-0.2% |
3.150 |
| Close |
3.327 |
3.357 |
0.030 |
0.9% |
3.271 |
| Range |
0.063 |
0.094 |
0.031 |
49.2% |
0.148 |
| ATR |
0.070 |
0.072 |
0.002 |
2.5% |
0.000 |
| Volume |
15,528 |
22,294 |
6,766 |
43.6% |
59,798 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.622 |
3.584 |
3.409 |
|
| R3 |
3.528 |
3.490 |
3.383 |
|
| R2 |
3.434 |
3.434 |
3.374 |
|
| R1 |
3.396 |
3.396 |
3.366 |
3.415 |
| PP |
3.340 |
3.340 |
3.340 |
3.350 |
| S1 |
3.302 |
3.302 |
3.348 |
3.321 |
| S2 |
3.246 |
3.246 |
3.340 |
|
| S3 |
3.152 |
3.208 |
3.331 |
|
| S4 |
3.058 |
3.114 |
3.305 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.684 |
3.625 |
3.352 |
|
| R3 |
3.536 |
3.477 |
3.312 |
|
| R2 |
3.388 |
3.388 |
3.298 |
|
| R1 |
3.329 |
3.329 |
3.285 |
3.359 |
| PP |
3.240 |
3.240 |
3.240 |
3.254 |
| S1 |
3.181 |
3.181 |
3.257 |
3.211 |
| S2 |
3.092 |
3.092 |
3.244 |
|
| S3 |
2.944 |
3.033 |
3.230 |
|
| S4 |
2.796 |
2.885 |
3.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.379 |
3.150 |
0.229 |
6.8% |
0.095 |
2.8% |
90% |
True |
False |
15,483 |
| 10 |
3.379 |
3.139 |
0.240 |
7.1% |
0.077 |
2.3% |
91% |
True |
False |
12,909 |
| 20 |
3.379 |
3.012 |
0.367 |
10.9% |
0.071 |
2.1% |
94% |
True |
False |
10,567 |
| 40 |
3.379 |
2.756 |
0.623 |
18.6% |
0.065 |
1.9% |
96% |
True |
False |
8,404 |
| 60 |
3.379 |
2.750 |
0.629 |
18.7% |
0.061 |
1.8% |
97% |
True |
False |
7,618 |
| 80 |
3.379 |
2.750 |
0.629 |
18.7% |
0.059 |
1.8% |
97% |
True |
False |
7,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.779 |
|
2.618 |
3.625 |
|
1.618 |
3.531 |
|
1.000 |
3.473 |
|
0.618 |
3.437 |
|
HIGH |
3.379 |
|
0.618 |
3.343 |
|
0.500 |
3.332 |
|
0.382 |
3.321 |
|
LOW |
3.285 |
|
0.618 |
3.227 |
|
1.000 |
3.191 |
|
1.618 |
3.133 |
|
2.618 |
3.039 |
|
4.250 |
2.886 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.349 |
3.337 |
| PP |
3.340 |
3.317 |
| S1 |
3.332 |
3.297 |
|