NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.091 |
3.087 |
-0.004 |
-0.1% |
2.944 |
| High |
3.131 |
3.104 |
-0.027 |
-0.9% |
3.152 |
| Low |
3.072 |
3.054 |
-0.018 |
-0.6% |
2.933 |
| Close |
3.106 |
3.101 |
-0.005 |
-0.2% |
3.147 |
| Range |
0.059 |
0.050 |
-0.009 |
-15.3% |
0.219 |
| ATR |
0.071 |
0.069 |
-0.001 |
-1.9% |
0.000 |
| Volume |
19,941 |
22,467 |
2,526 |
12.7% |
171,032 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.236 |
3.219 |
3.129 |
|
| R3 |
3.186 |
3.169 |
3.115 |
|
| R2 |
3.136 |
3.136 |
3.110 |
|
| R1 |
3.119 |
3.119 |
3.106 |
3.128 |
| PP |
3.086 |
3.086 |
3.086 |
3.091 |
| S1 |
3.069 |
3.069 |
3.096 |
3.078 |
| S2 |
3.036 |
3.036 |
3.092 |
|
| S3 |
2.986 |
3.019 |
3.087 |
|
| S4 |
2.936 |
2.969 |
3.074 |
|
|
| 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 |
3.054 |
0.105 |
3.4% |
0.077 |
2.5% |
45% |
False |
True |
25,545 |
| 10 |
3.159 |
2.905 |
0.254 |
8.2% |
0.079 |
2.6% |
77% |
False |
False |
28,223 |
| 20 |
3.159 |
2.785 |
0.374 |
12.1% |
0.069 |
2.2% |
84% |
False |
False |
23,105 |
| 40 |
3.159 |
2.778 |
0.381 |
12.3% |
0.060 |
1.9% |
85% |
False |
False |
23,082 |
| 60 |
3.159 |
2.778 |
0.381 |
12.3% |
0.058 |
1.9% |
85% |
False |
False |
21,244 |
| 80 |
3.208 |
2.778 |
0.430 |
13.9% |
0.061 |
2.0% |
75% |
False |
False |
20,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.317 |
|
2.618 |
3.235 |
|
1.618 |
3.185 |
|
1.000 |
3.154 |
|
0.618 |
3.135 |
|
HIGH |
3.104 |
|
0.618 |
3.085 |
|
0.500 |
3.079 |
|
0.382 |
3.073 |
|
LOW |
3.054 |
|
0.618 |
3.023 |
|
1.000 |
3.004 |
|
1.618 |
2.973 |
|
2.618 |
2.923 |
|
4.250 |
2.842 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.094 |
3.107 |
| PP |
3.086 |
3.105 |
| S1 |
3.079 |
3.103 |
|