NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.149 |
3.151 |
0.002 |
0.1% |
3.041 |
| High |
3.172 |
3.159 |
-0.013 |
-0.4% |
3.118 |
| Low |
3.137 |
3.115 |
-0.022 |
-0.7% |
2.944 |
| Close |
3.152 |
3.136 |
-0.016 |
-0.5% |
3.104 |
| Range |
0.035 |
0.044 |
0.009 |
25.7% |
0.174 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.8% |
0.000 |
| Volume |
11,711 |
19,760 |
8,049 |
68.7% |
126,333 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.246 |
3.160 |
|
| R3 |
3.225 |
3.202 |
3.148 |
|
| R2 |
3.181 |
3.181 |
3.144 |
|
| R1 |
3.158 |
3.158 |
3.140 |
3.148 |
| PP |
3.137 |
3.137 |
3.137 |
3.131 |
| S1 |
3.114 |
3.114 |
3.132 |
3.104 |
| S2 |
3.093 |
3.093 |
3.128 |
|
| S3 |
3.049 |
3.070 |
3.124 |
|
| S4 |
3.005 |
3.026 |
3.112 |
|
|
| 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 |
3.005 |
0.172 |
5.5% |
0.066 |
2.1% |
76% |
False |
False |
21,026 |
| 10 |
3.177 |
2.944 |
0.233 |
7.4% |
0.071 |
2.3% |
82% |
False |
False |
22,821 |
| 20 |
3.177 |
2.709 |
0.468 |
14.9% |
0.077 |
2.4% |
91% |
False |
False |
23,844 |
| 40 |
3.177 |
2.637 |
0.540 |
17.2% |
0.067 |
2.1% |
92% |
False |
False |
20,821 |
| 60 |
3.177 |
2.637 |
0.540 |
17.2% |
0.061 |
1.9% |
92% |
False |
False |
18,619 |
| 80 |
3.177 |
2.637 |
0.540 |
17.2% |
0.062 |
2.0% |
92% |
False |
False |
16,703 |
| 100 |
3.177 |
2.592 |
0.585 |
18.7% |
0.063 |
2.0% |
93% |
False |
False |
15,411 |
| 120 |
3.177 |
2.305 |
0.872 |
27.8% |
0.065 |
2.1% |
95% |
False |
False |
14,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.346 |
|
2.618 |
3.274 |
|
1.618 |
3.230 |
|
1.000 |
3.203 |
|
0.618 |
3.186 |
|
HIGH |
3.159 |
|
0.618 |
3.142 |
|
0.500 |
3.137 |
|
0.382 |
3.132 |
|
LOW |
3.115 |
|
0.618 |
3.088 |
|
1.000 |
3.071 |
|
1.618 |
3.044 |
|
2.618 |
3.000 |
|
4.250 |
2.928 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.137 |
3.134 |
| PP |
3.137 |
3.132 |
| S1 |
3.136 |
3.131 |
|