NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.975 |
3.041 |
0.066 |
2.2% |
2.838 |
| High |
3.049 |
3.055 |
0.006 |
0.2% |
3.049 |
| Low |
2.951 |
2.946 |
-0.005 |
-0.2% |
2.811 |
| Close |
3.044 |
2.975 |
-0.069 |
-2.3% |
3.044 |
| Range |
0.098 |
0.109 |
0.011 |
11.2% |
0.238 |
| ATR |
0.074 |
0.076 |
0.003 |
3.4% |
0.000 |
| Volume |
30,385 |
23,960 |
-6,425 |
-21.1% |
166,478 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.319 |
3.256 |
3.035 |
|
| R3 |
3.210 |
3.147 |
3.005 |
|
| R2 |
3.101 |
3.101 |
2.995 |
|
| R1 |
3.038 |
3.038 |
2.985 |
3.015 |
| PP |
2.992 |
2.992 |
2.992 |
2.981 |
| S1 |
2.929 |
2.929 |
2.965 |
2.906 |
| S2 |
2.883 |
2.883 |
2.955 |
|
| S3 |
2.774 |
2.820 |
2.945 |
|
| S4 |
2.665 |
2.711 |
2.915 |
|
|
| 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 |
3.055 |
2.882 |
0.173 |
5.8% |
0.091 |
3.1% |
54% |
True |
False |
26,600 |
| 10 |
3.055 |
2.753 |
0.302 |
10.2% |
0.091 |
3.1% |
74% |
True |
False |
27,518 |
| 20 |
3.055 |
2.657 |
0.398 |
13.4% |
0.073 |
2.4% |
80% |
True |
False |
20,258 |
| 40 |
3.055 |
2.637 |
0.418 |
14.1% |
0.063 |
2.1% |
81% |
True |
False |
19,230 |
| 60 |
3.055 |
2.637 |
0.418 |
14.1% |
0.062 |
2.1% |
81% |
True |
False |
17,190 |
| 80 |
3.074 |
2.637 |
0.437 |
14.7% |
0.064 |
2.2% |
77% |
False |
False |
15,603 |
| 100 |
3.074 |
2.474 |
0.600 |
20.2% |
0.063 |
2.1% |
84% |
False |
False |
14,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.340 |
|
1.618 |
3.231 |
|
1.000 |
3.164 |
|
0.618 |
3.122 |
|
HIGH |
3.055 |
|
0.618 |
3.013 |
|
0.500 |
3.001 |
|
0.382 |
2.988 |
|
LOW |
2.946 |
|
0.618 |
2.879 |
|
1.000 |
2.837 |
|
1.618 |
2.770 |
|
2.618 |
2.661 |
|
4.250 |
2.483 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.001 |
3.001 |
| PP |
2.992 |
2.992 |
| S1 |
2.984 |
2.984 |
|