NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.948 |
2.999 |
0.051 |
1.7% |
2.758 |
| High |
3.008 |
3.043 |
0.035 |
1.2% |
2.905 |
| Low |
2.936 |
2.952 |
0.016 |
0.5% |
2.737 |
| Close |
2.994 |
2.985 |
-0.009 |
-0.3% |
2.793 |
| Range |
0.072 |
0.091 |
0.019 |
26.4% |
0.168 |
| ATR |
0.070 |
0.072 |
0.001 |
2.1% |
0.000 |
| Volume |
26,001 |
21,207 |
-4,794 |
-18.4% |
100,941 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.217 |
3.035 |
|
| R3 |
3.175 |
3.126 |
3.010 |
|
| R2 |
3.084 |
3.084 |
3.002 |
|
| R1 |
3.035 |
3.035 |
2.993 |
3.014 |
| PP |
2.993 |
2.993 |
2.993 |
2.983 |
| S1 |
2.944 |
2.944 |
2.977 |
2.923 |
| S2 |
2.902 |
2.902 |
2.968 |
|
| S3 |
2.811 |
2.853 |
2.960 |
|
| S4 |
2.720 |
2.762 |
2.935 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.222 |
2.885 |
|
| R3 |
3.148 |
3.054 |
2.839 |
|
| R2 |
2.980 |
2.980 |
2.824 |
|
| R1 |
2.886 |
2.886 |
2.808 |
2.933 |
| PP |
2.812 |
2.812 |
2.812 |
2.835 |
| S1 |
2.718 |
2.718 |
2.778 |
2.765 |
| S2 |
2.644 |
2.644 |
2.762 |
|
| S3 |
2.476 |
2.550 |
2.747 |
|
| S4 |
2.308 |
2.382 |
2.701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.043 |
2.781 |
0.262 |
8.8% |
0.091 |
3.0% |
78% |
True |
False |
30,875 |
| 10 |
3.043 |
2.709 |
0.334 |
11.2% |
0.082 |
2.8% |
83% |
True |
False |
24,866 |
| 20 |
3.043 |
2.657 |
0.386 |
12.9% |
0.067 |
2.2% |
85% |
True |
False |
19,595 |
| 40 |
3.043 |
2.637 |
0.406 |
13.6% |
0.061 |
2.0% |
86% |
True |
False |
18,661 |
| 60 |
3.043 |
2.637 |
0.406 |
13.6% |
0.060 |
2.0% |
86% |
True |
False |
16,727 |
| 80 |
3.074 |
2.637 |
0.437 |
14.6% |
0.063 |
2.1% |
80% |
False |
False |
15,177 |
| 100 |
3.074 |
2.459 |
0.615 |
20.6% |
0.062 |
2.1% |
86% |
False |
False |
13,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.430 |
|
2.618 |
3.281 |
|
1.618 |
3.190 |
|
1.000 |
3.134 |
|
0.618 |
3.099 |
|
HIGH |
3.043 |
|
0.618 |
3.008 |
|
0.500 |
2.998 |
|
0.382 |
2.987 |
|
LOW |
2.952 |
|
0.618 |
2.896 |
|
1.000 |
2.861 |
|
1.618 |
2.805 |
|
2.618 |
2.714 |
|
4.250 |
2.565 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.998 |
2.978 |
| PP |
2.993 |
2.970 |
| S1 |
2.989 |
2.963 |
|