NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.158 |
3.130 |
-0.028 |
-0.9% |
3.124 |
| High |
3.168 |
3.173 |
0.005 |
0.2% |
3.177 |
| Low |
3.127 |
3.081 |
-0.046 |
-1.5% |
3.064 |
| Close |
3.142 |
3.111 |
-0.031 |
-1.0% |
3.158 |
| Range |
0.041 |
0.092 |
0.051 |
124.4% |
0.113 |
| ATR |
0.069 |
0.071 |
0.002 |
2.3% |
0.000 |
| Volume |
24,044 |
24,503 |
459 |
1.9% |
98,222 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.346 |
3.162 |
|
| R3 |
3.306 |
3.254 |
3.136 |
|
| R2 |
3.214 |
3.214 |
3.128 |
|
| R1 |
3.162 |
3.162 |
3.119 |
3.142 |
| PP |
3.122 |
3.122 |
3.122 |
3.112 |
| S1 |
3.070 |
3.070 |
3.103 |
3.050 |
| S2 |
3.030 |
3.030 |
3.094 |
|
| S3 |
2.938 |
2.978 |
3.086 |
|
| S4 |
2.846 |
2.886 |
3.060 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.472 |
3.428 |
3.220 |
|
| R3 |
3.359 |
3.315 |
3.189 |
|
| R2 |
3.246 |
3.246 |
3.179 |
|
| R1 |
3.202 |
3.202 |
3.168 |
3.224 |
| PP |
3.133 |
3.133 |
3.133 |
3.144 |
| S1 |
3.089 |
3.089 |
3.148 |
3.111 |
| S2 |
3.020 |
3.020 |
3.137 |
|
| S3 |
2.907 |
2.976 |
3.127 |
|
| S4 |
2.794 |
2.863 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.193 |
3.064 |
0.129 |
4.1% |
0.068 |
2.2% |
36% |
False |
False |
23,376 |
| 10 |
3.193 |
2.972 |
0.221 |
7.1% |
0.068 |
2.2% |
63% |
False |
False |
22,217 |
| 20 |
3.193 |
2.781 |
0.412 |
13.2% |
0.077 |
2.5% |
80% |
False |
False |
25,284 |
| 40 |
3.193 |
2.657 |
0.536 |
17.2% |
0.068 |
2.2% |
85% |
False |
False |
21,407 |
| 60 |
3.193 |
2.637 |
0.556 |
17.9% |
0.062 |
2.0% |
85% |
False |
False |
19,321 |
| 80 |
3.193 |
2.637 |
0.556 |
17.9% |
0.063 |
2.0% |
85% |
False |
False |
17,441 |
| 100 |
3.193 |
2.637 |
0.556 |
17.9% |
0.064 |
2.1% |
85% |
False |
False |
15,969 |
| 120 |
3.193 |
2.305 |
0.888 |
28.5% |
0.066 |
2.1% |
91% |
False |
False |
14,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.564 |
|
2.618 |
3.414 |
|
1.618 |
3.322 |
|
1.000 |
3.265 |
|
0.618 |
3.230 |
|
HIGH |
3.173 |
|
0.618 |
3.138 |
|
0.500 |
3.127 |
|
0.382 |
3.116 |
|
LOW |
3.081 |
|
0.618 |
3.024 |
|
1.000 |
2.989 |
|
1.618 |
2.932 |
|
2.618 |
2.840 |
|
4.250 |
2.690 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.137 |
| PP |
3.122 |
3.128 |
| S1 |
3.116 |
3.120 |
|