NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.124 |
3.119 |
-0.005 |
-0.2% |
3.041 |
| High |
3.124 |
3.177 |
0.053 |
1.7% |
3.118 |
| Low |
3.081 |
3.084 |
0.003 |
0.1% |
2.944 |
| Close |
3.110 |
3.157 |
0.047 |
1.5% |
3.104 |
| Range |
0.043 |
0.093 |
0.050 |
116.3% |
0.174 |
| ATR |
0.073 |
0.075 |
0.001 |
1.9% |
0.000 |
| Volume |
17,387 |
22,638 |
5,251 |
30.2% |
126,333 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.418 |
3.381 |
3.208 |
|
| R3 |
3.325 |
3.288 |
3.183 |
|
| R2 |
3.232 |
3.232 |
3.174 |
|
| R1 |
3.195 |
3.195 |
3.166 |
3.214 |
| PP |
3.139 |
3.139 |
3.139 |
3.149 |
| S1 |
3.102 |
3.102 |
3.148 |
3.121 |
| S2 |
3.046 |
3.046 |
3.140 |
|
| S3 |
2.953 |
3.009 |
3.131 |
|
| S4 |
2.860 |
2.916 |
3.106 |
|
|
| 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 |
3.177 |
2.944 |
0.233 |
7.4% |
0.072 |
2.3% |
91% |
True |
False |
24,850 |
| 10 |
3.177 |
2.936 |
0.241 |
7.6% |
0.079 |
2.5% |
92% |
True |
False |
24,395 |
| 20 |
3.177 |
2.665 |
0.512 |
16.2% |
0.079 |
2.5% |
96% |
True |
False |
23,932 |
| 40 |
3.177 |
2.637 |
0.540 |
17.1% |
0.067 |
2.1% |
96% |
True |
False |
20,763 |
| 60 |
3.177 |
2.637 |
0.540 |
17.1% |
0.062 |
2.0% |
96% |
True |
False |
18,451 |
| 80 |
3.177 |
2.637 |
0.540 |
17.1% |
0.063 |
2.0% |
96% |
True |
False |
16,535 |
| 100 |
3.177 |
2.546 |
0.631 |
20.0% |
0.063 |
2.0% |
97% |
True |
False |
15,202 |
| 120 |
3.177 |
2.305 |
0.872 |
27.6% |
0.065 |
2.1% |
98% |
True |
False |
13,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.572 |
|
2.618 |
3.420 |
|
1.618 |
3.327 |
|
1.000 |
3.270 |
|
0.618 |
3.234 |
|
HIGH |
3.177 |
|
0.618 |
3.141 |
|
0.500 |
3.131 |
|
0.382 |
3.120 |
|
LOW |
3.084 |
|
0.618 |
3.027 |
|
1.000 |
2.991 |
|
1.618 |
2.934 |
|
2.618 |
2.841 |
|
4.250 |
2.689 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.148 |
3.135 |
| PP |
3.139 |
3.113 |
| S1 |
3.131 |
3.091 |
|