NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.360 |
3.366 |
0.006 |
0.2% |
3.279 |
| High |
3.408 |
3.432 |
0.024 |
0.7% |
3.349 |
| Low |
3.339 |
3.331 |
-0.008 |
-0.2% |
3.194 |
| Close |
3.375 |
3.399 |
0.024 |
0.7% |
3.316 |
| Range |
0.069 |
0.101 |
0.032 |
46.4% |
0.155 |
| ATR |
0.075 |
0.076 |
0.002 |
2.5% |
0.000 |
| Volume |
48,164 |
49,778 |
1,614 |
3.4% |
159,044 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.690 |
3.646 |
3.455 |
|
| R3 |
3.589 |
3.545 |
3.427 |
|
| R2 |
3.488 |
3.488 |
3.418 |
|
| R1 |
3.444 |
3.444 |
3.408 |
3.466 |
| PP |
3.387 |
3.387 |
3.387 |
3.399 |
| S1 |
3.343 |
3.343 |
3.390 |
3.365 |
| S2 |
3.286 |
3.286 |
3.380 |
|
| S3 |
3.185 |
3.242 |
3.371 |
|
| S4 |
3.084 |
3.141 |
3.343 |
|
|
| 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 |
3.432 |
3.194 |
0.238 |
7.0% |
0.102 |
3.0% |
86% |
True |
False |
42,278 |
| 10 |
3.432 |
3.180 |
0.252 |
7.4% |
0.082 |
2.4% |
87% |
True |
False |
33,237 |
| 20 |
3.432 |
3.054 |
0.378 |
11.1% |
0.076 |
2.2% |
91% |
True |
False |
28,732 |
| 40 |
3.432 |
2.785 |
0.647 |
19.0% |
0.069 |
2.0% |
95% |
True |
False |
25,503 |
| 60 |
3.432 |
2.778 |
0.654 |
19.2% |
0.064 |
1.9% |
95% |
True |
False |
24,211 |
| 80 |
3.432 |
2.778 |
0.654 |
19.2% |
0.062 |
1.8% |
95% |
True |
False |
22,753 |
| 100 |
3.432 |
2.778 |
0.654 |
19.2% |
0.064 |
1.9% |
95% |
True |
False |
21,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.861 |
|
2.618 |
3.696 |
|
1.618 |
3.595 |
|
1.000 |
3.533 |
|
0.618 |
3.494 |
|
HIGH |
3.432 |
|
0.618 |
3.393 |
|
0.500 |
3.382 |
|
0.382 |
3.370 |
|
LOW |
3.331 |
|
0.618 |
3.269 |
|
1.000 |
3.230 |
|
1.618 |
3.168 |
|
2.618 |
3.067 |
|
4.250 |
2.902 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.393 |
3.381 |
| PP |
3.387 |
3.363 |
| S1 |
3.382 |
3.345 |
|