NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.161 |
3.160 |
-0.001 |
0.0% |
3.091 |
| High |
3.172 |
3.224 |
0.052 |
1.6% |
3.170 |
| Low |
3.134 |
3.141 |
0.007 |
0.2% |
3.012 |
| Close |
3.162 |
3.203 |
0.041 |
1.3% |
3.156 |
| Range |
0.038 |
0.083 |
0.045 |
118.4% |
0.158 |
| ATR |
0.064 |
0.066 |
0.001 |
2.1% |
0.000 |
| Volume |
7,443 |
12,011 |
4,568 |
61.4% |
40,135 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.404 |
3.249 |
|
| R3 |
3.355 |
3.321 |
3.226 |
|
| R2 |
3.272 |
3.272 |
3.218 |
|
| R1 |
3.238 |
3.238 |
3.211 |
3.255 |
| PP |
3.189 |
3.189 |
3.189 |
3.198 |
| S1 |
3.155 |
3.155 |
3.195 |
3.172 |
| S2 |
3.106 |
3.106 |
3.188 |
|
| S3 |
3.023 |
3.072 |
3.180 |
|
| S4 |
2.940 |
2.989 |
3.157 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.529 |
3.243 |
|
| R3 |
3.429 |
3.371 |
3.199 |
|
| R2 |
3.271 |
3.271 |
3.185 |
|
| R1 |
3.213 |
3.213 |
3.170 |
3.242 |
| PP |
3.113 |
3.113 |
3.113 |
3.127 |
| S1 |
3.055 |
3.055 |
3.142 |
3.084 |
| S2 |
2.955 |
2.955 |
3.127 |
|
| S3 |
2.797 |
2.897 |
3.113 |
|
| S4 |
2.639 |
2.739 |
3.069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.224 |
3.012 |
0.212 |
6.6% |
0.064 |
2.0% |
90% |
True |
False |
9,072 |
| 10 |
3.224 |
3.005 |
0.219 |
6.8% |
0.069 |
2.1% |
90% |
True |
False |
8,594 |
| 20 |
3.224 |
2.768 |
0.456 |
14.2% |
0.069 |
2.1% |
95% |
True |
False |
8,058 |
| 40 |
3.224 |
2.750 |
0.474 |
14.8% |
0.059 |
1.9% |
96% |
True |
False |
7,105 |
| 60 |
3.224 |
2.750 |
0.474 |
14.8% |
0.056 |
1.7% |
96% |
True |
False |
6,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.577 |
|
2.618 |
3.441 |
|
1.618 |
3.358 |
|
1.000 |
3.307 |
|
0.618 |
3.275 |
|
HIGH |
3.224 |
|
0.618 |
3.192 |
|
0.500 |
3.183 |
|
0.382 |
3.173 |
|
LOW |
3.141 |
|
0.618 |
3.090 |
|
1.000 |
3.058 |
|
1.618 |
3.007 |
|
2.618 |
2.924 |
|
4.250 |
2.788 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.196 |
3.184 |
| PP |
3.189 |
3.166 |
| S1 |
3.183 |
3.147 |
|