NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.245 |
3.207 |
-0.038 |
-1.2% |
3.219 |
| High |
3.282 |
3.332 |
0.050 |
1.5% |
3.278 |
| Low |
3.197 |
3.194 |
-0.003 |
-0.1% |
3.180 |
| Close |
3.226 |
3.318 |
0.092 |
2.9% |
3.266 |
| Range |
0.085 |
0.138 |
0.053 |
62.4% |
0.098 |
| ATR |
0.066 |
0.071 |
0.005 |
7.9% |
0.000 |
| Volume |
25,190 |
40,826 |
15,636 |
62.1% |
106,531 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.695 |
3.645 |
3.394 |
|
| R3 |
3.557 |
3.507 |
3.356 |
|
| R2 |
3.419 |
3.419 |
3.343 |
|
| R1 |
3.369 |
3.369 |
3.331 |
3.394 |
| PP |
3.281 |
3.281 |
3.281 |
3.294 |
| S1 |
3.231 |
3.231 |
3.305 |
3.256 |
| S2 |
3.143 |
3.143 |
3.293 |
|
| S3 |
3.005 |
3.093 |
3.280 |
|
| S4 |
2.867 |
2.955 |
3.242 |
|
|
| 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 |
3.332 |
3.180 |
0.152 |
4.6% |
0.082 |
2.5% |
91% |
True |
False |
28,642 |
| 10 |
3.332 |
3.115 |
0.217 |
6.5% |
0.071 |
2.1% |
94% |
True |
False |
25,861 |
| 20 |
3.332 |
2.905 |
0.427 |
12.9% |
0.074 |
2.2% |
97% |
True |
False |
26,522 |
| 40 |
3.332 |
2.785 |
0.547 |
16.5% |
0.066 |
2.0% |
97% |
True |
False |
24,227 |
| 60 |
3.332 |
2.778 |
0.554 |
16.7% |
0.061 |
1.8% |
97% |
True |
False |
22,543 |
| 80 |
3.332 |
2.778 |
0.554 |
16.7% |
0.060 |
1.8% |
97% |
True |
False |
21,327 |
| 100 |
3.332 |
2.778 |
0.554 |
16.7% |
0.062 |
1.9% |
97% |
True |
False |
20,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.919 |
|
2.618 |
3.693 |
|
1.618 |
3.555 |
|
1.000 |
3.470 |
|
0.618 |
3.417 |
|
HIGH |
3.332 |
|
0.618 |
3.279 |
|
0.500 |
3.263 |
|
0.382 |
3.247 |
|
LOW |
3.194 |
|
0.618 |
3.109 |
|
1.000 |
3.056 |
|
1.618 |
2.971 |
|
2.618 |
2.833 |
|
4.250 |
2.608 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.300 |
3.300 |
| PP |
3.281 |
3.281 |
| S1 |
3.263 |
3.263 |
|