NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.219 |
3.211 |
-0.008 |
-0.2% |
3.150 |
| High |
3.221 |
3.278 |
0.057 |
1.8% |
3.218 |
| Low |
3.182 |
3.189 |
0.007 |
0.2% |
3.054 |
| Close |
3.211 |
3.257 |
0.046 |
1.4% |
3.203 |
| Range |
0.039 |
0.089 |
0.050 |
128.2% |
0.164 |
| ATR |
0.068 |
0.070 |
0.001 |
2.2% |
0.000 |
| Volume |
19,648 |
29,254 |
9,606 |
48.9% |
116,171 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.508 |
3.472 |
3.306 |
|
| R3 |
3.419 |
3.383 |
3.281 |
|
| R2 |
3.330 |
3.330 |
3.273 |
|
| R1 |
3.294 |
3.294 |
3.265 |
3.312 |
| PP |
3.241 |
3.241 |
3.241 |
3.251 |
| S1 |
3.205 |
3.205 |
3.249 |
3.223 |
| S2 |
3.152 |
3.152 |
3.241 |
|
| S3 |
3.063 |
3.116 |
3.233 |
|
| S4 |
2.974 |
3.027 |
3.208 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.650 |
3.591 |
3.293 |
|
| R3 |
3.486 |
3.427 |
3.248 |
|
| R2 |
3.322 |
3.322 |
3.233 |
|
| R1 |
3.263 |
3.263 |
3.218 |
3.293 |
| PP |
3.158 |
3.158 |
3.158 |
3.173 |
| S1 |
3.099 |
3.099 |
3.188 |
3.129 |
| S2 |
2.994 |
2.994 |
3.173 |
|
| S3 |
2.830 |
2.935 |
3.158 |
|
| S4 |
2.666 |
2.771 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.054 |
0.224 |
6.9% |
0.067 |
2.1% |
91% |
True |
False |
24,728 |
| 10 |
3.278 |
3.045 |
0.233 |
7.2% |
0.074 |
2.3% |
91% |
True |
False |
25,507 |
| 20 |
3.278 |
2.797 |
0.481 |
14.8% |
0.073 |
2.3% |
96% |
True |
False |
24,755 |
| 40 |
3.278 |
2.778 |
0.500 |
15.4% |
0.063 |
1.9% |
96% |
True |
False |
24,166 |
| 60 |
3.278 |
2.778 |
0.500 |
15.4% |
0.059 |
1.8% |
96% |
True |
False |
21,591 |
| 80 |
3.278 |
2.778 |
0.500 |
15.4% |
0.060 |
1.9% |
96% |
True |
False |
20,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.656 |
|
2.618 |
3.511 |
|
1.618 |
3.422 |
|
1.000 |
3.367 |
|
0.618 |
3.333 |
|
HIGH |
3.278 |
|
0.618 |
3.244 |
|
0.500 |
3.234 |
|
0.382 |
3.223 |
|
LOW |
3.189 |
|
0.618 |
3.134 |
|
1.000 |
3.100 |
|
1.618 |
3.045 |
|
2.618 |
2.956 |
|
4.250 |
2.811 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.249 |
3.237 |
| PP |
3.241 |
3.217 |
| S1 |
3.234 |
3.197 |
|