NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.078 |
3.150 |
0.072 |
2.3% |
2.944 |
| High |
3.151 |
3.159 |
0.008 |
0.3% |
3.152 |
| Low |
3.067 |
3.056 |
-0.011 |
-0.4% |
2.933 |
| Close |
3.147 |
3.079 |
-0.068 |
-2.2% |
3.147 |
| Range |
0.084 |
0.103 |
0.019 |
22.6% |
0.219 |
| ATR |
0.069 |
0.072 |
0.002 |
3.5% |
0.000 |
| Volume |
35,350 |
21,492 |
-13,858 |
-39.2% |
171,032 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.407 |
3.346 |
3.136 |
|
| R3 |
3.304 |
3.243 |
3.107 |
|
| R2 |
3.201 |
3.201 |
3.098 |
|
| R1 |
3.140 |
3.140 |
3.088 |
3.119 |
| PP |
3.098 |
3.098 |
3.098 |
3.088 |
| S1 |
3.037 |
3.037 |
3.070 |
3.016 |
| S2 |
2.995 |
2.995 |
3.060 |
|
| S3 |
2.892 |
2.934 |
3.051 |
|
| S4 |
2.789 |
2.831 |
3.022 |
|
|
| 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 |
3.159 |
2.990 |
0.169 |
5.5% |
0.084 |
2.7% |
53% |
True |
False |
27,767 |
| 10 |
3.159 |
2.877 |
0.282 |
9.2% |
0.084 |
2.7% |
72% |
True |
False |
28,553 |
| 20 |
3.159 |
2.785 |
0.374 |
12.1% |
0.068 |
2.2% |
79% |
True |
False |
22,655 |
| 40 |
3.159 |
2.778 |
0.381 |
12.4% |
0.060 |
1.9% |
79% |
True |
False |
22,626 |
| 60 |
3.159 |
2.778 |
0.381 |
12.4% |
0.059 |
1.9% |
79% |
True |
False |
21,123 |
| 80 |
3.208 |
2.778 |
0.430 |
14.0% |
0.062 |
2.0% |
70% |
False |
False |
20,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.597 |
|
2.618 |
3.429 |
|
1.618 |
3.326 |
|
1.000 |
3.262 |
|
0.618 |
3.223 |
|
HIGH |
3.159 |
|
0.618 |
3.120 |
|
0.500 |
3.108 |
|
0.382 |
3.095 |
|
LOW |
3.056 |
|
0.618 |
2.992 |
|
1.000 |
2.953 |
|
1.618 |
2.889 |
|
2.618 |
2.786 |
|
4.250 |
2.618 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.108 |
3.108 |
| PP |
3.098 |
3.098 |
| S1 |
3.089 |
3.089 |
|