NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.993 |
3.018 |
0.025 |
0.8% |
3.041 |
| High |
3.027 |
3.118 |
0.091 |
3.0% |
3.118 |
| Low |
2.972 |
3.005 |
0.033 |
1.1% |
2.944 |
| Close |
3.016 |
3.104 |
0.088 |
2.9% |
3.104 |
| Range |
0.055 |
0.113 |
0.058 |
105.5% |
0.174 |
| ATR |
0.073 |
0.076 |
0.003 |
3.9% |
0.000 |
| Volume |
19,918 |
33,638 |
13,720 |
68.9% |
126,333 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.415 |
3.372 |
3.166 |
|
| R3 |
3.302 |
3.259 |
3.135 |
|
| R2 |
3.189 |
3.189 |
3.125 |
|
| R1 |
3.146 |
3.146 |
3.114 |
3.168 |
| PP |
3.076 |
3.076 |
3.076 |
3.086 |
| S1 |
3.033 |
3.033 |
3.094 |
3.055 |
| S2 |
2.963 |
2.963 |
3.083 |
|
| S3 |
2.850 |
2.920 |
3.073 |
|
| S4 |
2.737 |
2.807 |
3.042 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.577 |
3.515 |
3.200 |
|
| R3 |
3.403 |
3.341 |
3.152 |
|
| R2 |
3.229 |
3.229 |
3.136 |
|
| R1 |
3.167 |
3.167 |
3.120 |
3.198 |
| PP |
3.055 |
3.055 |
3.055 |
3.071 |
| S1 |
2.993 |
2.993 |
3.088 |
3.024 |
| S2 |
2.881 |
2.881 |
3.072 |
|
| S3 |
2.707 |
2.819 |
3.056 |
|
| S4 |
2.533 |
2.645 |
3.008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.118 |
2.944 |
0.174 |
5.6% |
0.079 |
2.6% |
92% |
True |
False |
25,266 |
| 10 |
3.118 |
2.811 |
0.307 |
9.9% |
0.087 |
2.8% |
95% |
True |
False |
29,281 |
| 20 |
3.118 |
2.657 |
0.461 |
14.9% |
0.079 |
2.5% |
97% |
True |
False |
23,094 |
| 40 |
3.118 |
2.637 |
0.481 |
15.5% |
0.066 |
2.1% |
97% |
True |
False |
20,574 |
| 60 |
3.118 |
2.637 |
0.481 |
15.5% |
0.061 |
2.0% |
97% |
True |
False |
18,094 |
| 80 |
3.118 |
2.637 |
0.481 |
15.5% |
0.063 |
2.0% |
97% |
True |
False |
16,176 |
| 100 |
3.118 |
2.546 |
0.572 |
18.4% |
0.063 |
2.0% |
98% |
True |
False |
14,899 |
| 120 |
3.118 |
2.305 |
0.813 |
26.2% |
0.065 |
2.1% |
98% |
True |
False |
13,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.598 |
|
2.618 |
3.414 |
|
1.618 |
3.301 |
|
1.000 |
3.231 |
|
0.618 |
3.188 |
|
HIGH |
3.118 |
|
0.618 |
3.075 |
|
0.500 |
3.062 |
|
0.382 |
3.048 |
|
LOW |
3.005 |
|
0.618 |
2.935 |
|
1.000 |
2.892 |
|
1.618 |
2.822 |
|
2.618 |
2.709 |
|
4.250 |
2.525 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.090 |
3.080 |
| PP |
3.076 |
3.055 |
| S1 |
3.062 |
3.031 |
|