NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.041 |
2.989 |
-0.052 |
-1.7% |
2.838 |
| High |
3.055 |
3.029 |
-0.026 |
-0.9% |
3.049 |
| Low |
2.946 |
2.965 |
0.019 |
0.6% |
2.811 |
| Close |
2.975 |
3.003 |
0.028 |
0.9% |
3.044 |
| Range |
0.109 |
0.064 |
-0.045 |
-41.3% |
0.238 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.2% |
0.000 |
| Volume |
23,960 |
18,144 |
-5,816 |
-24.3% |
166,478 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.191 |
3.161 |
3.038 |
|
| R3 |
3.127 |
3.097 |
3.021 |
|
| R2 |
3.063 |
3.063 |
3.015 |
|
| R1 |
3.033 |
3.033 |
3.009 |
3.048 |
| PP |
2.999 |
2.999 |
2.999 |
3.007 |
| S1 |
2.969 |
2.969 |
2.997 |
2.984 |
| S2 |
2.935 |
2.935 |
2.991 |
|
| S3 |
2.871 |
2.905 |
2.985 |
|
| S4 |
2.807 |
2.841 |
2.968 |
|
|
| 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 |
2.936 |
0.119 |
4.0% |
0.087 |
2.9% |
56% |
False |
False |
23,939 |
| 10 |
3.055 |
2.781 |
0.274 |
9.1% |
0.090 |
3.0% |
81% |
False |
False |
27,868 |
| 20 |
3.055 |
2.657 |
0.398 |
13.3% |
0.074 |
2.5% |
87% |
False |
False |
20,521 |
| 40 |
3.055 |
2.637 |
0.418 |
13.9% |
0.063 |
2.1% |
88% |
False |
False |
19,406 |
| 60 |
3.055 |
2.637 |
0.418 |
13.9% |
0.061 |
2.0% |
88% |
False |
False |
17,309 |
| 80 |
3.074 |
2.637 |
0.437 |
14.6% |
0.064 |
2.1% |
84% |
False |
False |
15,726 |
| 100 |
3.074 |
2.474 |
0.600 |
20.0% |
0.063 |
2.1% |
88% |
False |
False |
14,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.301 |
|
2.618 |
3.197 |
|
1.618 |
3.133 |
|
1.000 |
3.093 |
|
0.618 |
3.069 |
|
HIGH |
3.029 |
|
0.618 |
3.005 |
|
0.500 |
2.997 |
|
0.382 |
2.989 |
|
LOW |
2.965 |
|
0.618 |
2.925 |
|
1.000 |
2.901 |
|
1.618 |
2.861 |
|
2.618 |
2.797 |
|
4.250 |
2.693 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.001 |
3.002 |
| PP |
2.999 |
3.001 |
| S1 |
2.997 |
3.001 |
|