NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.999 |
2.975 |
-0.024 |
-0.8% |
2.838 |
| High |
3.043 |
3.049 |
0.006 |
0.2% |
3.049 |
| Low |
2.952 |
2.951 |
-0.001 |
0.0% |
2.811 |
| Close |
2.985 |
3.044 |
0.059 |
2.0% |
3.044 |
| Range |
0.091 |
0.098 |
0.007 |
7.7% |
0.238 |
| ATR |
0.072 |
0.074 |
0.002 |
2.6% |
0.000 |
| Volume |
21,207 |
30,385 |
9,178 |
43.3% |
166,478 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.274 |
3.098 |
|
| R3 |
3.211 |
3.176 |
3.071 |
|
| R2 |
3.113 |
3.113 |
3.062 |
|
| R1 |
3.078 |
3.078 |
3.053 |
3.096 |
| PP |
3.015 |
3.015 |
3.015 |
3.023 |
| S1 |
2.980 |
2.980 |
3.035 |
2.998 |
| S2 |
2.917 |
2.917 |
3.026 |
|
| S3 |
2.819 |
2.882 |
3.017 |
|
| S4 |
2.721 |
2.784 |
2.990 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.682 |
3.601 |
3.175 |
|
| R3 |
3.444 |
3.363 |
3.109 |
|
| R2 |
3.206 |
3.206 |
3.088 |
|
| R1 |
3.125 |
3.125 |
3.066 |
3.166 |
| PP |
2.968 |
2.968 |
2.968 |
2.988 |
| S1 |
2.887 |
2.887 |
3.022 |
2.928 |
| S2 |
2.730 |
2.730 |
3.000 |
|
| S3 |
2.492 |
2.649 |
2.979 |
|
| S4 |
2.254 |
2.411 |
2.913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.049 |
2.811 |
0.238 |
7.8% |
0.095 |
3.1% |
98% |
True |
False |
33,295 |
| 10 |
3.049 |
2.737 |
0.312 |
10.2% |
0.086 |
2.8% |
98% |
True |
False |
26,741 |
| 20 |
3.049 |
2.657 |
0.392 |
12.9% |
0.070 |
2.3% |
99% |
True |
False |
20,044 |
| 40 |
3.049 |
2.637 |
0.412 |
13.5% |
0.062 |
2.0% |
99% |
True |
False |
18,948 |
| 60 |
3.049 |
2.637 |
0.412 |
13.5% |
0.061 |
2.0% |
99% |
True |
False |
16,971 |
| 80 |
3.074 |
2.637 |
0.437 |
14.4% |
0.064 |
2.1% |
93% |
False |
False |
15,460 |
| 100 |
3.074 |
2.459 |
0.615 |
20.2% |
0.063 |
2.1% |
95% |
False |
False |
13,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.466 |
|
2.618 |
3.306 |
|
1.618 |
3.208 |
|
1.000 |
3.147 |
|
0.618 |
3.110 |
|
HIGH |
3.049 |
|
0.618 |
3.012 |
|
0.500 |
3.000 |
|
0.382 |
2.988 |
|
LOW |
2.951 |
|
0.618 |
2.890 |
|
1.000 |
2.853 |
|
1.618 |
2.792 |
|
2.618 |
2.694 |
|
4.250 |
2.535 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.029 |
3.027 |
| PP |
3.015 |
3.010 |
| S1 |
3.000 |
2.993 |
|