NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.018 |
3.124 |
0.106 |
3.5% |
3.041 |
| High |
3.118 |
3.124 |
0.006 |
0.2% |
3.118 |
| Low |
3.005 |
3.081 |
0.076 |
2.5% |
2.944 |
| Close |
3.104 |
3.110 |
0.006 |
0.2% |
3.104 |
| Range |
0.113 |
0.043 |
-0.070 |
-61.9% |
0.174 |
| ATR |
0.076 |
0.073 |
-0.002 |
-3.1% |
0.000 |
| Volume |
33,638 |
17,387 |
-16,251 |
-48.3% |
126,333 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.234 |
3.215 |
3.134 |
|
| R3 |
3.191 |
3.172 |
3.122 |
|
| R2 |
3.148 |
3.148 |
3.118 |
|
| R1 |
3.129 |
3.129 |
3.114 |
3.117 |
| PP |
3.105 |
3.105 |
3.105 |
3.099 |
| S1 |
3.086 |
3.086 |
3.106 |
3.074 |
| S2 |
3.062 |
3.062 |
3.102 |
|
| S3 |
3.019 |
3.043 |
3.098 |
|
| S4 |
2.976 |
3.000 |
3.086 |
|
|
| 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 |
3.124 |
2.944 |
0.180 |
5.8% |
0.066 |
2.1% |
92% |
True |
False |
23,952 |
| 10 |
3.124 |
2.882 |
0.242 |
7.8% |
0.079 |
2.5% |
94% |
True |
False |
25,276 |
| 20 |
3.124 |
2.665 |
0.459 |
14.8% |
0.077 |
2.5% |
97% |
True |
False |
23,323 |
| 40 |
3.124 |
2.637 |
0.487 |
15.7% |
0.066 |
2.1% |
97% |
True |
False |
20,556 |
| 60 |
3.124 |
2.637 |
0.487 |
15.7% |
0.061 |
2.0% |
97% |
True |
False |
18,234 |
| 80 |
3.124 |
2.637 |
0.487 |
15.7% |
0.062 |
2.0% |
97% |
True |
False |
16,328 |
| 100 |
3.124 |
2.546 |
0.578 |
18.6% |
0.063 |
2.0% |
98% |
True |
False |
15,020 |
| 120 |
3.124 |
2.305 |
0.819 |
26.3% |
0.065 |
2.1% |
98% |
True |
False |
13,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.237 |
|
1.618 |
3.194 |
|
1.000 |
3.167 |
|
0.618 |
3.151 |
|
HIGH |
3.124 |
|
0.618 |
3.108 |
|
0.500 |
3.103 |
|
0.382 |
3.097 |
|
LOW |
3.081 |
|
0.618 |
3.054 |
|
1.000 |
3.038 |
|
1.618 |
3.011 |
|
2.618 |
2.968 |
|
4.250 |
2.898 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.108 |
3.089 |
| PP |
3.105 |
3.069 |
| S1 |
3.103 |
3.048 |
|