NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.107 |
3.078 |
-0.029 |
-0.9% |
2.944 |
| High |
3.152 |
3.151 |
-0.001 |
0.0% |
3.152 |
| Low |
3.063 |
3.067 |
0.004 |
0.1% |
2.933 |
| Close |
3.096 |
3.147 |
0.051 |
1.6% |
3.147 |
| Range |
0.089 |
0.084 |
-0.005 |
-5.6% |
0.219 |
| ATR |
0.068 |
0.069 |
0.001 |
1.7% |
0.000 |
| Volume |
28,479 |
35,350 |
6,871 |
24.1% |
171,032 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.374 |
3.344 |
3.193 |
|
| R3 |
3.290 |
3.260 |
3.170 |
|
| R2 |
3.206 |
3.206 |
3.162 |
|
| R1 |
3.176 |
3.176 |
3.155 |
3.191 |
| PP |
3.122 |
3.122 |
3.122 |
3.129 |
| S1 |
3.092 |
3.092 |
3.139 |
3.107 |
| S2 |
3.038 |
3.038 |
3.132 |
|
| S3 |
2.954 |
3.008 |
3.124 |
|
| S4 |
2.870 |
2.924 |
3.101 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.734 |
3.660 |
3.267 |
|
| R3 |
3.515 |
3.441 |
3.207 |
|
| R2 |
3.296 |
3.296 |
3.187 |
|
| R1 |
3.222 |
3.222 |
3.167 |
3.259 |
| PP |
3.077 |
3.077 |
3.077 |
3.096 |
| S1 |
3.003 |
3.003 |
3.127 |
3.040 |
| S2 |
2.858 |
2.858 |
3.107 |
|
| S3 |
2.639 |
2.784 |
3.087 |
|
| S4 |
2.420 |
2.565 |
3.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.152 |
2.933 |
0.219 |
7.0% |
0.087 |
2.8% |
98% |
False |
False |
34,206 |
| 10 |
3.152 |
2.865 |
0.287 |
9.1% |
0.079 |
2.5% |
98% |
False |
False |
28,023 |
| 20 |
3.152 |
2.785 |
0.367 |
11.7% |
0.066 |
2.1% |
99% |
False |
False |
22,870 |
| 40 |
3.152 |
2.778 |
0.374 |
11.9% |
0.059 |
1.9% |
99% |
False |
False |
22,517 |
| 60 |
3.152 |
2.778 |
0.374 |
11.9% |
0.058 |
1.8% |
99% |
False |
False |
21,052 |
| 80 |
3.208 |
2.778 |
0.430 |
13.7% |
0.061 |
1.9% |
86% |
False |
False |
20,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.508 |
|
2.618 |
3.371 |
|
1.618 |
3.287 |
|
1.000 |
3.235 |
|
0.618 |
3.203 |
|
HIGH |
3.151 |
|
0.618 |
3.119 |
|
0.500 |
3.109 |
|
0.382 |
3.099 |
|
LOW |
3.067 |
|
0.618 |
3.015 |
|
1.000 |
2.983 |
|
1.618 |
2.931 |
|
2.618 |
2.847 |
|
4.250 |
2.710 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.134 |
3.131 |
| PP |
3.122 |
3.115 |
| S1 |
3.109 |
3.099 |
|