NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2.953 |
2.944 |
-0.009 |
-0.3% |
2.884 |
| High |
2.974 |
3.047 |
0.073 |
2.5% |
3.019 |
| Low |
2.905 |
2.933 |
0.028 |
1.0% |
2.865 |
| Close |
2.915 |
3.025 |
0.110 |
3.8% |
2.915 |
| Range |
0.069 |
0.114 |
0.045 |
65.2% |
0.154 |
| ATR |
0.060 |
0.065 |
0.005 |
8.5% |
0.000 |
| Volume |
19,168 |
53,688 |
34,520 |
180.1% |
109,200 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.298 |
3.088 |
|
| R3 |
3.230 |
3.184 |
3.056 |
|
| R2 |
3.116 |
3.116 |
3.046 |
|
| R1 |
3.070 |
3.070 |
3.035 |
3.093 |
| PP |
3.002 |
3.002 |
3.002 |
3.013 |
| S1 |
2.956 |
2.956 |
3.015 |
2.979 |
| S2 |
2.888 |
2.888 |
3.004 |
|
| S3 |
2.774 |
2.842 |
2.994 |
|
| S4 |
2.660 |
2.728 |
2.962 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.309 |
3.000 |
|
| R3 |
3.241 |
3.155 |
2.957 |
|
| R2 |
3.087 |
3.087 |
2.943 |
|
| R1 |
3.001 |
3.001 |
2.929 |
3.044 |
| PP |
2.933 |
2.933 |
2.933 |
2.955 |
| S1 |
2.847 |
2.847 |
2.901 |
2.890 |
| S2 |
2.779 |
2.779 |
2.887 |
|
| S3 |
2.625 |
2.693 |
2.873 |
|
| S4 |
2.471 |
2.539 |
2.830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.047 |
2.877 |
0.170 |
5.6% |
0.083 |
2.7% |
87% |
True |
False |
29,338 |
| 10 |
3.047 |
2.797 |
0.250 |
8.3% |
0.070 |
2.3% |
91% |
True |
False |
22,622 |
| 20 |
3.047 |
2.785 |
0.262 |
8.7% |
0.060 |
2.0% |
92% |
True |
False |
22,159 |
| 40 |
3.047 |
2.778 |
0.269 |
8.9% |
0.057 |
1.9% |
92% |
True |
False |
21,522 |
| 60 |
3.055 |
2.778 |
0.277 |
9.2% |
0.057 |
1.9% |
89% |
False |
False |
20,295 |
| 80 |
3.208 |
2.778 |
0.430 |
14.2% |
0.060 |
2.0% |
57% |
False |
False |
19,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.532 |
|
2.618 |
3.345 |
|
1.618 |
3.231 |
|
1.000 |
3.161 |
|
0.618 |
3.117 |
|
HIGH |
3.047 |
|
0.618 |
3.003 |
|
0.500 |
2.990 |
|
0.382 |
2.977 |
|
LOW |
2.933 |
|
0.618 |
2.863 |
|
1.000 |
2.819 |
|
1.618 |
2.749 |
|
2.618 |
2.635 |
|
4.250 |
2.449 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.013 |
3.009 |
| PP |
3.002 |
2.992 |
| S1 |
2.990 |
2.976 |
|