NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.207 |
3.320 |
0.113 |
3.5% |
3.279 |
| High |
3.332 |
3.349 |
0.017 |
0.5% |
3.349 |
| Low |
3.194 |
3.273 |
0.079 |
2.5% |
3.194 |
| Close |
3.318 |
3.316 |
-0.002 |
-0.1% |
3.316 |
| Range |
0.138 |
0.076 |
-0.062 |
-44.9% |
0.155 |
| ATR |
0.071 |
0.071 |
0.000 |
0.5% |
0.000 |
| Volume |
40,826 |
41,488 |
662 |
1.6% |
159,044 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.541 |
3.504 |
3.358 |
|
| R3 |
3.465 |
3.428 |
3.337 |
|
| R2 |
3.389 |
3.389 |
3.330 |
|
| R1 |
3.352 |
3.352 |
3.323 |
3.333 |
| PP |
3.313 |
3.313 |
3.313 |
3.303 |
| S1 |
3.276 |
3.276 |
3.309 |
3.257 |
| S2 |
3.237 |
3.237 |
3.302 |
|
| S3 |
3.161 |
3.200 |
3.295 |
|
| S4 |
3.085 |
3.124 |
3.274 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.689 |
3.401 |
|
| R3 |
3.596 |
3.534 |
3.359 |
|
| R2 |
3.441 |
3.441 |
3.344 |
|
| R1 |
3.379 |
3.379 |
3.330 |
3.410 |
| PP |
3.286 |
3.286 |
3.286 |
3.302 |
| S1 |
3.224 |
3.224 |
3.302 |
3.255 |
| S2 |
3.131 |
3.131 |
3.288 |
|
| S3 |
2.976 |
3.069 |
3.273 |
|
| S4 |
2.821 |
2.914 |
3.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.349 |
3.194 |
0.155 |
4.7% |
0.079 |
2.4% |
79% |
True |
False |
31,808 |
| 10 |
3.349 |
3.180 |
0.169 |
5.1% |
0.068 |
2.1% |
80% |
True |
False |
26,557 |
| 20 |
3.349 |
2.933 |
0.416 |
12.5% |
0.074 |
2.2% |
92% |
True |
False |
27,638 |
| 40 |
3.349 |
2.785 |
0.564 |
17.0% |
0.067 |
2.0% |
94% |
True |
False |
24,643 |
| 60 |
3.349 |
2.778 |
0.571 |
17.2% |
0.061 |
1.9% |
94% |
True |
False |
23,038 |
| 80 |
3.349 |
2.778 |
0.571 |
17.2% |
0.060 |
1.8% |
94% |
True |
False |
21,608 |
| 100 |
3.349 |
2.778 |
0.571 |
17.2% |
0.062 |
1.9% |
94% |
True |
False |
20,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.672 |
|
2.618 |
3.548 |
|
1.618 |
3.472 |
|
1.000 |
3.425 |
|
0.618 |
3.396 |
|
HIGH |
3.349 |
|
0.618 |
3.320 |
|
0.500 |
3.311 |
|
0.382 |
3.302 |
|
LOW |
3.273 |
|
0.618 |
3.226 |
|
1.000 |
3.197 |
|
1.618 |
3.150 |
|
2.618 |
3.074 |
|
4.250 |
2.950 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.301 |
| PP |
3.313 |
3.286 |
| S1 |
3.311 |
3.272 |
|