NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.261 |
3.257 |
-0.004 |
-0.1% |
3.196 |
| High |
3.287 |
3.319 |
0.032 |
1.0% |
3.329 |
| Low |
3.232 |
3.229 |
-0.003 |
-0.1% |
3.144 |
| Close |
3.259 |
3.276 |
0.017 |
0.5% |
3.276 |
| Range |
0.055 |
0.090 |
0.035 |
63.6% |
0.185 |
| ATR |
0.081 |
0.081 |
0.001 |
0.8% |
0.000 |
| Volume |
34,533 |
49,204 |
14,671 |
42.5% |
280,275 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.500 |
3.326 |
|
| R3 |
3.455 |
3.410 |
3.301 |
|
| R2 |
3.365 |
3.365 |
3.293 |
|
| R1 |
3.320 |
3.320 |
3.284 |
3.343 |
| PP |
3.275 |
3.275 |
3.275 |
3.286 |
| S1 |
3.230 |
3.230 |
3.268 |
3.253 |
| S2 |
3.185 |
3.185 |
3.260 |
|
| S3 |
3.095 |
3.140 |
3.251 |
|
| S4 |
3.005 |
3.050 |
3.227 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.725 |
3.378 |
|
| R3 |
3.620 |
3.540 |
3.327 |
|
| R2 |
3.435 |
3.435 |
3.310 |
|
| R1 |
3.355 |
3.355 |
3.293 |
3.395 |
| PP |
3.250 |
3.250 |
3.250 |
3.270 |
| S1 |
3.170 |
3.170 |
3.259 |
3.210 |
| S2 |
3.065 |
3.065 |
3.242 |
|
| S3 |
2.880 |
2.985 |
3.225 |
|
| S4 |
2.695 |
2.800 |
3.174 |
|
|
| 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 |
5.6% |
0.094 |
2.9% |
71% |
False |
False |
56,055 |
| 10 |
3.329 |
3.080 |
0.249 |
7.6% |
0.089 |
2.7% |
79% |
False |
False |
42,854 |
| 20 |
3.329 |
2.944 |
0.385 |
11.8% |
0.080 |
2.4% |
86% |
False |
False |
32,655 |
| 40 |
3.329 |
2.657 |
0.672 |
20.5% |
0.075 |
2.3% |
92% |
False |
False |
26,349 |
| 60 |
3.329 |
2.637 |
0.692 |
21.1% |
0.068 |
2.1% |
92% |
False |
False |
23,517 |
| 80 |
3.329 |
2.637 |
0.692 |
21.1% |
0.066 |
2.0% |
92% |
False |
False |
20,892 |
| 100 |
3.329 |
2.637 |
0.692 |
21.1% |
0.067 |
2.0% |
92% |
False |
False |
18,899 |
| 120 |
3.329 |
2.459 |
0.870 |
26.6% |
0.066 |
2.0% |
94% |
False |
False |
17,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.702 |
|
2.618 |
3.555 |
|
1.618 |
3.465 |
|
1.000 |
3.409 |
|
0.618 |
3.375 |
|
HIGH |
3.319 |
|
0.618 |
3.285 |
|
0.500 |
3.274 |
|
0.382 |
3.263 |
|
LOW |
3.229 |
|
0.618 |
3.173 |
|
1.000 |
3.139 |
|
1.618 |
3.083 |
|
2.618 |
2.993 |
|
4.250 |
2.847 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.275 |
3.276 |
| PP |
3.275 |
3.275 |
| S1 |
3.274 |
3.275 |
|