NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3.056 |
3.089 |
0.033 |
1.1% |
3.033 |
High |
3.083 |
3.102 |
0.019 |
0.6% |
3.084 |
Low |
3.014 |
3.062 |
0.048 |
1.6% |
3.003 |
Close |
3.079 |
3.067 |
-0.012 |
-0.4% |
3.079 |
Range |
0.069 |
0.040 |
-0.029 |
-42.0% |
0.081 |
ATR |
0.057 |
0.056 |
-0.001 |
-2.1% |
0.000 |
Volume |
12,518 |
9,701 |
-2,817 |
-22.5% |
68,470 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.197 |
3.172 |
3.089 |
|
R3 |
3.157 |
3.132 |
3.078 |
|
R2 |
3.117 |
3.117 |
3.074 |
|
R1 |
3.092 |
3.092 |
3.071 |
3.085 |
PP |
3.077 |
3.077 |
3.077 |
3.073 |
S1 |
3.052 |
3.052 |
3.063 |
3.045 |
S2 |
3.037 |
3.037 |
3.060 |
|
S3 |
2.997 |
3.012 |
3.056 |
|
S4 |
2.957 |
2.972 |
3.045 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.298 |
3.270 |
3.124 |
|
R3 |
3.217 |
3.189 |
3.101 |
|
R2 |
3.136 |
3.136 |
3.094 |
|
R1 |
3.108 |
3.108 |
3.086 |
3.122 |
PP |
3.055 |
3.055 |
3.055 |
3.063 |
S1 |
3.027 |
3.027 |
3.072 |
3.041 |
S2 |
2.974 |
2.974 |
3.064 |
|
S3 |
2.893 |
2.946 |
3.057 |
|
S4 |
2.812 |
2.865 |
3.034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.102 |
3.011 |
0.091 |
3.0% |
0.050 |
1.6% |
62% |
True |
False |
13,112 |
10 |
3.102 |
2.896 |
0.206 |
6.7% |
0.052 |
1.7% |
83% |
True |
False |
14,258 |
20 |
3.102 |
2.756 |
0.346 |
11.3% |
0.060 |
2.0% |
90% |
True |
False |
14,903 |
40 |
3.102 |
2.660 |
0.442 |
14.4% |
0.055 |
1.8% |
92% |
True |
False |
12,578 |
60 |
3.102 |
2.653 |
0.449 |
14.6% |
0.051 |
1.7% |
92% |
True |
False |
12,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.272 |
2.618 |
3.207 |
1.618 |
3.167 |
1.000 |
3.142 |
0.618 |
3.127 |
HIGH |
3.102 |
0.618 |
3.087 |
0.500 |
3.082 |
0.382 |
3.077 |
LOW |
3.062 |
0.618 |
3.037 |
1.000 |
3.022 |
1.618 |
2.997 |
2.618 |
2.957 |
4.250 |
2.892 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3.082 |
3.064 |
PP |
3.077 |
3.061 |
S1 |
3.072 |
3.058 |
|