NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.211 |
3.257 |
0.046 |
1.4% |
3.150 |
| High |
3.278 |
3.273 |
-0.005 |
-0.2% |
3.218 |
| Low |
3.189 |
3.243 |
0.054 |
1.7% |
3.054 |
| Close |
3.257 |
3.255 |
-0.002 |
-0.1% |
3.203 |
| Range |
0.089 |
0.030 |
-0.059 |
-66.3% |
0.164 |
| ATR |
0.070 |
0.067 |
-0.003 |
-4.1% |
0.000 |
| Volume |
29,254 |
13,371 |
-15,883 |
-54.3% |
116,171 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.347 |
3.331 |
3.272 |
|
| R3 |
3.317 |
3.301 |
3.263 |
|
| R2 |
3.287 |
3.287 |
3.261 |
|
| R1 |
3.271 |
3.271 |
3.258 |
3.264 |
| PP |
3.257 |
3.257 |
3.257 |
3.254 |
| S1 |
3.241 |
3.241 |
3.252 |
3.234 |
| S2 |
3.227 |
3.227 |
3.250 |
|
| S3 |
3.197 |
3.211 |
3.247 |
|
| S4 |
3.167 |
3.181 |
3.239 |
|
|
| 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 |
3.081 |
0.197 |
6.1% |
0.063 |
1.9% |
88% |
False |
False |
22,908 |
| 10 |
3.278 |
3.054 |
0.224 |
6.9% |
0.070 |
2.1% |
90% |
False |
False |
24,227 |
| 20 |
3.278 |
2.800 |
0.478 |
14.7% |
0.073 |
2.2% |
95% |
False |
False |
24,717 |
| 40 |
3.278 |
2.778 |
0.500 |
15.4% |
0.063 |
1.9% |
95% |
False |
False |
23,970 |
| 60 |
3.278 |
2.778 |
0.500 |
15.4% |
0.058 |
1.8% |
95% |
False |
False |
21,627 |
| 80 |
3.278 |
2.778 |
0.500 |
15.4% |
0.060 |
1.8% |
95% |
False |
False |
20,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.401 |
|
2.618 |
3.352 |
|
1.618 |
3.322 |
|
1.000 |
3.303 |
|
0.618 |
3.292 |
|
HIGH |
3.273 |
|
0.618 |
3.262 |
|
0.500 |
3.258 |
|
0.382 |
3.254 |
|
LOW |
3.243 |
|
0.618 |
3.224 |
|
1.000 |
3.213 |
|
1.618 |
3.194 |
|
2.618 |
3.164 |
|
4.250 |
3.116 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.258 |
3.247 |
| PP |
3.257 |
3.238 |
| S1 |
3.256 |
3.230 |
|