NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.229 |
3.279 |
0.050 |
1.5% |
3.219 |
| High |
3.270 |
3.298 |
0.028 |
0.9% |
3.278 |
| Low |
3.180 |
3.242 |
0.062 |
1.9% |
3.180 |
| Close |
3.266 |
3.258 |
-0.008 |
-0.2% |
3.266 |
| Range |
0.090 |
0.056 |
-0.034 |
-37.8% |
0.098 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.2% |
0.000 |
| Volume |
25,658 |
22,391 |
-3,267 |
-12.7% |
106,531 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.402 |
3.289 |
|
| R3 |
3.378 |
3.346 |
3.273 |
|
| R2 |
3.322 |
3.322 |
3.268 |
|
| R1 |
3.290 |
3.290 |
3.263 |
3.278 |
| PP |
3.266 |
3.266 |
3.266 |
3.260 |
| S1 |
3.234 |
3.234 |
3.253 |
3.222 |
| S2 |
3.210 |
3.210 |
3.248 |
|
| S3 |
3.154 |
3.178 |
3.243 |
|
| S4 |
3.098 |
3.122 |
3.227 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.535 |
3.499 |
3.320 |
|
| R3 |
3.437 |
3.401 |
3.293 |
|
| R2 |
3.339 |
3.339 |
3.284 |
|
| R1 |
3.303 |
3.303 |
3.275 |
3.321 |
| PP |
3.241 |
3.241 |
3.241 |
3.251 |
| S1 |
3.205 |
3.205 |
3.257 |
3.223 |
| S2 |
3.143 |
3.143 |
3.248 |
|
| S3 |
3.045 |
3.107 |
3.239 |
|
| S4 |
2.947 |
3.009 |
3.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.298 |
3.180 |
0.118 |
3.6% |
0.061 |
1.9% |
66% |
True |
False |
21,854 |
| 10 |
3.298 |
3.054 |
0.244 |
7.5% |
0.061 |
1.9% |
84% |
True |
False |
22,360 |
| 20 |
3.298 |
2.877 |
0.421 |
12.9% |
0.072 |
2.2% |
90% |
True |
False |
25,456 |
| 40 |
3.298 |
2.785 |
0.513 |
15.7% |
0.064 |
2.0% |
92% |
True |
False |
24,034 |
| 60 |
3.298 |
2.778 |
0.520 |
16.0% |
0.058 |
1.8% |
92% |
True |
False |
21,855 |
| 80 |
3.298 |
2.778 |
0.520 |
16.0% |
0.060 |
1.8% |
92% |
True |
False |
20,916 |
| 100 |
3.298 |
2.713 |
0.585 |
18.0% |
0.061 |
1.9% |
93% |
True |
False |
20,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.536 |
|
2.618 |
3.445 |
|
1.618 |
3.389 |
|
1.000 |
3.354 |
|
0.618 |
3.333 |
|
HIGH |
3.298 |
|
0.618 |
3.277 |
|
0.500 |
3.270 |
|
0.382 |
3.263 |
|
LOW |
3.242 |
|
0.618 |
3.207 |
|
1.000 |
3.186 |
|
1.618 |
3.151 |
|
2.618 |
3.095 |
|
4.250 |
3.004 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.270 |
3.252 |
| PP |
3.266 |
3.245 |
| S1 |
3.262 |
3.239 |
|