NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.262 |
3.245 |
-0.017 |
-0.5% |
3.219 |
| High |
3.270 |
3.282 |
0.012 |
0.4% |
3.278 |
| Low |
3.231 |
3.197 |
-0.034 |
-1.1% |
3.180 |
| Close |
3.253 |
3.226 |
-0.027 |
-0.8% |
3.266 |
| Range |
0.039 |
0.085 |
0.046 |
117.9% |
0.098 |
| ATR |
0.064 |
0.066 |
0.001 |
2.3% |
0.000 |
| Volume |
29,149 |
25,190 |
-3,959 |
-13.6% |
106,531 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.490 |
3.443 |
3.273 |
|
| R3 |
3.405 |
3.358 |
3.249 |
|
| R2 |
3.320 |
3.320 |
3.242 |
|
| R1 |
3.273 |
3.273 |
3.234 |
3.254 |
| PP |
3.235 |
3.235 |
3.235 |
3.226 |
| S1 |
3.188 |
3.188 |
3.218 |
3.169 |
| S2 |
3.150 |
3.150 |
3.210 |
|
| S3 |
3.065 |
3.103 |
3.203 |
|
| S4 |
2.980 |
3.018 |
3.179 |
|
|
| 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 |
3.7% |
0.062 |
1.9% |
39% |
False |
False |
24,197 |
| 10 |
3.298 |
3.081 |
0.217 |
6.7% |
0.062 |
1.9% |
67% |
False |
False |
23,553 |
| 20 |
3.298 |
2.905 |
0.393 |
12.2% |
0.071 |
2.2% |
82% |
False |
False |
25,888 |
| 40 |
3.298 |
2.785 |
0.513 |
15.9% |
0.064 |
2.0% |
86% |
False |
False |
23,890 |
| 60 |
3.298 |
2.778 |
0.520 |
16.1% |
0.059 |
1.8% |
86% |
False |
False |
22,130 |
| 80 |
3.298 |
2.778 |
0.520 |
16.1% |
0.060 |
1.9% |
86% |
False |
False |
21,182 |
| 100 |
3.298 |
2.778 |
0.520 |
16.1% |
0.061 |
1.9% |
86% |
False |
False |
20,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.643 |
|
2.618 |
3.505 |
|
1.618 |
3.420 |
|
1.000 |
3.367 |
|
0.618 |
3.335 |
|
HIGH |
3.282 |
|
0.618 |
3.250 |
|
0.500 |
3.240 |
|
0.382 |
3.229 |
|
LOW |
3.197 |
|
0.618 |
3.144 |
|
1.000 |
3.112 |
|
1.618 |
3.059 |
|
2.618 |
2.974 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.240 |
3.248 |
| PP |
3.235 |
3.240 |
| S1 |
3.231 |
3.233 |
|