NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.196 |
3.251 |
0.055 |
1.7% |
3.170 |
| High |
3.283 |
3.304 |
0.021 |
0.6% |
3.247 |
| Low |
3.144 |
3.228 |
0.084 |
2.7% |
3.080 |
| Close |
3.254 |
3.266 |
0.012 |
0.4% |
3.208 |
| Range |
0.139 |
0.076 |
-0.063 |
-45.3% |
0.167 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.4% |
0.000 |
| Volume |
51,604 |
60,979 |
9,375 |
18.2% |
148,271 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.494 |
3.456 |
3.308 |
|
| R3 |
3.418 |
3.380 |
3.287 |
|
| R2 |
3.342 |
3.342 |
3.280 |
|
| R1 |
3.304 |
3.304 |
3.273 |
3.323 |
| PP |
3.266 |
3.266 |
3.266 |
3.276 |
| S1 |
3.228 |
3.228 |
3.259 |
3.247 |
| S2 |
3.190 |
3.190 |
3.252 |
|
| S3 |
3.114 |
3.152 |
3.245 |
|
| S4 |
3.038 |
3.076 |
3.224 |
|
|
| 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 |
3.304 |
3.080 |
0.224 |
6.9% |
0.107 |
3.3% |
83% |
True |
False |
42,992 |
| 10 |
3.304 |
3.064 |
0.240 |
7.3% |
0.082 |
2.5% |
84% |
True |
False |
31,905 |
| 20 |
3.304 |
2.936 |
0.368 |
11.3% |
0.081 |
2.5% |
90% |
True |
False |
28,150 |
| 40 |
3.304 |
2.657 |
0.647 |
19.8% |
0.073 |
2.2% |
94% |
True |
False |
23,791 |
| 60 |
3.304 |
2.637 |
0.667 |
20.4% |
0.067 |
2.1% |
94% |
True |
False |
21,436 |
| 80 |
3.304 |
2.637 |
0.667 |
20.4% |
0.065 |
2.0% |
94% |
True |
False |
19,257 |
| 100 |
3.304 |
2.637 |
0.667 |
20.4% |
0.066 |
2.0% |
94% |
True |
False |
17,464 |
| 120 |
3.304 |
2.459 |
0.845 |
25.9% |
0.065 |
2.0% |
96% |
True |
False |
15,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.503 |
|
1.618 |
3.427 |
|
1.000 |
3.380 |
|
0.618 |
3.351 |
|
HIGH |
3.304 |
|
0.618 |
3.275 |
|
0.500 |
3.266 |
|
0.382 |
3.257 |
|
LOW |
3.228 |
|
0.618 |
3.181 |
|
1.000 |
3.152 |
|
1.618 |
3.105 |
|
2.618 |
3.029 |
|
4.250 |
2.905 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.266 |
3.252 |
| PP |
3.266 |
3.238 |
| S1 |
3.266 |
3.224 |
|