NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.261 |
0.001 |
0.0% |
3.170 |
| High |
3.329 |
3.287 |
-0.042 |
-1.3% |
3.247 |
| Low |
3.220 |
3.232 |
0.012 |
0.4% |
3.080 |
| Close |
3.288 |
3.259 |
-0.029 |
-0.9% |
3.208 |
| Range |
0.109 |
0.055 |
-0.054 |
-49.5% |
0.167 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.3% |
0.000 |
| Volume |
83,955 |
34,533 |
-49,422 |
-58.9% |
148,271 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.397 |
3.289 |
|
| R3 |
3.369 |
3.342 |
3.274 |
|
| R2 |
3.314 |
3.314 |
3.269 |
|
| R1 |
3.287 |
3.287 |
3.264 |
3.273 |
| PP |
3.259 |
3.259 |
3.259 |
3.253 |
| S1 |
3.232 |
3.232 |
3.254 |
3.218 |
| S2 |
3.204 |
3.204 |
3.249 |
|
| S3 |
3.149 |
3.177 |
3.244 |
|
| S4 |
3.094 |
3.122 |
3.229 |
|
|
| 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 |
3.329 |
3.144 |
0.185 |
5.7% |
0.091 |
2.8% |
62% |
False |
False |
52,944 |
| 10 |
3.329 |
3.064 |
0.265 |
8.1% |
0.090 |
2.8% |
74% |
False |
False |
40,606 |
| 20 |
3.329 |
2.944 |
0.385 |
11.8% |
0.081 |
2.5% |
82% |
False |
False |
31,714 |
| 40 |
3.329 |
2.657 |
0.672 |
20.6% |
0.074 |
2.3% |
90% |
False |
False |
25,654 |
| 60 |
3.329 |
2.637 |
0.692 |
21.2% |
0.068 |
2.1% |
90% |
False |
False |
23,012 |
| 80 |
3.329 |
2.637 |
0.692 |
21.2% |
0.065 |
2.0% |
90% |
False |
False |
20,474 |
| 100 |
3.329 |
2.637 |
0.692 |
21.2% |
0.067 |
2.0% |
90% |
False |
False |
18,484 |
| 120 |
3.329 |
2.459 |
0.870 |
26.7% |
0.065 |
2.0% |
92% |
False |
False |
16,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.431 |
|
1.618 |
3.376 |
|
1.000 |
3.342 |
|
0.618 |
3.321 |
|
HIGH |
3.287 |
|
0.618 |
3.266 |
|
0.500 |
3.260 |
|
0.382 |
3.253 |
|
LOW |
3.232 |
|
0.618 |
3.198 |
|
1.000 |
3.177 |
|
1.618 |
3.143 |
|
2.618 |
3.088 |
|
4.250 |
2.998 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.260 |
3.275 |
| PP |
3.259 |
3.269 |
| S1 |
3.259 |
3.264 |
|