NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.295 |
-0.025 |
-0.8% |
3.279 |
| High |
3.349 |
3.384 |
0.035 |
1.0% |
3.349 |
| Low |
3.273 |
3.258 |
-0.015 |
-0.5% |
3.194 |
| Close |
3.316 |
3.355 |
0.039 |
1.2% |
3.316 |
| Range |
0.076 |
0.126 |
0.050 |
65.8% |
0.155 |
| ATR |
0.071 |
0.075 |
0.004 |
5.5% |
0.000 |
| Volume |
41,488 |
31,135 |
-10,353 |
-25.0% |
159,044 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.659 |
3.424 |
|
| R3 |
3.584 |
3.533 |
3.390 |
|
| R2 |
3.458 |
3.458 |
3.378 |
|
| R1 |
3.407 |
3.407 |
3.367 |
3.433 |
| PP |
3.332 |
3.332 |
3.332 |
3.345 |
| S1 |
3.281 |
3.281 |
3.343 |
3.307 |
| S2 |
3.206 |
3.206 |
3.332 |
|
| S3 |
3.080 |
3.155 |
3.320 |
|
| S4 |
2.954 |
3.029 |
3.286 |
|
|
| 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 |
3.384 |
3.194 |
0.190 |
5.7% |
0.093 |
2.8% |
85% |
True |
False |
33,557 |
| 10 |
3.384 |
3.180 |
0.204 |
6.1% |
0.077 |
2.3% |
86% |
True |
False |
27,706 |
| 20 |
3.384 |
2.990 |
0.394 |
11.7% |
0.075 |
2.2% |
93% |
True |
False |
26,511 |
| 40 |
3.384 |
2.785 |
0.599 |
17.9% |
0.068 |
2.0% |
95% |
True |
False |
24,335 |
| 60 |
3.384 |
2.778 |
0.606 |
18.1% |
0.063 |
1.9% |
95% |
True |
False |
23,185 |
| 80 |
3.384 |
2.778 |
0.606 |
18.1% |
0.061 |
1.8% |
95% |
True |
False |
21,849 |
| 100 |
3.384 |
2.778 |
0.606 |
18.1% |
0.063 |
1.9% |
95% |
True |
False |
20,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.920 |
|
2.618 |
3.714 |
|
1.618 |
3.588 |
|
1.000 |
3.510 |
|
0.618 |
3.462 |
|
HIGH |
3.384 |
|
0.618 |
3.336 |
|
0.500 |
3.321 |
|
0.382 |
3.306 |
|
LOW |
3.258 |
|
0.618 |
3.180 |
|
1.000 |
3.132 |
|
1.618 |
3.054 |
|
2.618 |
2.928 |
|
4.250 |
2.723 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.344 |
3.333 |
| PP |
3.332 |
3.311 |
| S1 |
3.321 |
3.289 |
|