NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.220 |
3.196 |
-0.024 |
-0.7% |
3.170 |
| High |
3.247 |
3.283 |
0.036 |
1.1% |
3.247 |
| Low |
3.170 |
3.144 |
-0.026 |
-0.8% |
3.080 |
| Close |
3.208 |
3.254 |
0.046 |
1.4% |
3.208 |
| Range |
0.077 |
0.139 |
0.062 |
80.5% |
0.167 |
| ATR |
0.077 |
0.081 |
0.004 |
5.8% |
0.000 |
| Volume |
33,653 |
51,604 |
17,951 |
53.3% |
148,271 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.644 |
3.588 |
3.330 |
|
| R3 |
3.505 |
3.449 |
3.292 |
|
| R2 |
3.366 |
3.366 |
3.279 |
|
| R1 |
3.310 |
3.310 |
3.267 |
3.338 |
| PP |
3.227 |
3.227 |
3.227 |
3.241 |
| S1 |
3.171 |
3.171 |
3.241 |
3.199 |
| S2 |
3.088 |
3.088 |
3.229 |
|
| S3 |
2.949 |
3.032 |
3.216 |
|
| S4 |
2.810 |
2.893 |
3.178 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.611 |
3.300 |
|
| R3 |
3.512 |
3.444 |
3.254 |
|
| R2 |
3.345 |
3.345 |
3.239 |
|
| R1 |
3.277 |
3.277 |
3.223 |
3.311 |
| PP |
3.178 |
3.178 |
3.178 |
3.196 |
| S1 |
3.110 |
3.110 |
3.193 |
3.144 |
| S2 |
3.011 |
3.011 |
3.177 |
|
| S3 |
2.844 |
2.943 |
3.162 |
|
| S4 |
2.677 |
2.776 |
3.116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.283 |
3.080 |
0.203 |
6.2% |
0.100 |
3.1% |
86% |
True |
False |
35,605 |
| 10 |
3.283 |
3.064 |
0.219 |
6.7% |
0.083 |
2.6% |
87% |
True |
False |
28,071 |
| 20 |
3.283 |
2.882 |
0.401 |
12.3% |
0.081 |
2.5% |
93% |
True |
False |
26,673 |
| 40 |
3.283 |
2.657 |
0.626 |
19.2% |
0.073 |
2.2% |
95% |
True |
False |
22,906 |
| 60 |
3.283 |
2.637 |
0.646 |
19.9% |
0.067 |
2.0% |
96% |
True |
False |
20,588 |
| 80 |
3.283 |
2.637 |
0.646 |
19.9% |
0.064 |
2.0% |
96% |
True |
False |
18,593 |
| 100 |
3.283 |
2.637 |
0.646 |
19.9% |
0.066 |
2.0% |
96% |
True |
False |
16,938 |
| 120 |
3.283 |
2.455 |
0.828 |
25.4% |
0.065 |
2.0% |
96% |
True |
False |
15,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.874 |
|
2.618 |
3.647 |
|
1.618 |
3.508 |
|
1.000 |
3.422 |
|
0.618 |
3.369 |
|
HIGH |
3.283 |
|
0.618 |
3.230 |
|
0.500 |
3.214 |
|
0.382 |
3.197 |
|
LOW |
3.144 |
|
0.618 |
3.058 |
|
1.000 |
3.005 |
|
1.618 |
2.919 |
|
2.618 |
2.780 |
|
4.250 |
2.553 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.241 |
3.230 |
| PP |
3.227 |
3.206 |
| S1 |
3.214 |
3.182 |
|