NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.202 |
3.177 |
-0.025 |
-0.8% |
3.161 |
| High |
3.213 |
3.220 |
0.007 |
0.2% |
3.224 |
| Low |
3.173 |
3.139 |
-0.034 |
-1.1% |
3.134 |
| Close |
3.197 |
3.216 |
0.019 |
0.6% |
3.216 |
| Range |
0.040 |
0.081 |
0.041 |
102.5% |
0.090 |
| ATR |
0.061 |
0.063 |
0.001 |
2.3% |
0.000 |
| Volume |
10,629 |
11,005 |
376 |
3.5% |
45,878 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.406 |
3.261 |
|
| R3 |
3.354 |
3.325 |
3.238 |
|
| R2 |
3.273 |
3.273 |
3.231 |
|
| R1 |
3.244 |
3.244 |
3.223 |
3.259 |
| PP |
3.192 |
3.192 |
3.192 |
3.199 |
| S1 |
3.163 |
3.163 |
3.209 |
3.178 |
| S2 |
3.111 |
3.111 |
3.201 |
|
| S3 |
3.030 |
3.082 |
3.194 |
|
| S4 |
2.949 |
3.001 |
3.171 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.429 |
3.266 |
|
| R3 |
3.371 |
3.339 |
3.241 |
|
| R2 |
3.281 |
3.281 |
3.233 |
|
| R1 |
3.249 |
3.249 |
3.224 |
3.265 |
| PP |
3.191 |
3.191 |
3.191 |
3.200 |
| S1 |
3.159 |
3.159 |
3.208 |
3.175 |
| S2 |
3.101 |
3.101 |
3.200 |
|
| S3 |
3.011 |
3.069 |
3.191 |
|
| S4 |
2.921 |
2.979 |
3.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.224 |
3.134 |
0.090 |
2.8% |
0.054 |
1.7% |
91% |
False |
False |
9,175 |
| 10 |
3.224 |
3.012 |
0.212 |
6.6% |
0.062 |
1.9% |
96% |
False |
False |
8,601 |
| 20 |
3.224 |
2.835 |
0.389 |
12.1% |
0.068 |
2.1% |
98% |
False |
False |
8,774 |
| 40 |
3.224 |
2.755 |
0.469 |
14.6% |
0.060 |
1.9% |
98% |
False |
False |
7,223 |
| 60 |
3.224 |
2.750 |
0.474 |
14.7% |
0.055 |
1.7% |
98% |
False |
False |
6,621 |
| 80 |
3.224 |
2.750 |
0.474 |
14.7% |
0.057 |
1.8% |
98% |
False |
False |
6,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.564 |
|
2.618 |
3.432 |
|
1.618 |
3.351 |
|
1.000 |
3.301 |
|
0.618 |
3.270 |
|
HIGH |
3.220 |
|
0.618 |
3.189 |
|
0.500 |
3.180 |
|
0.382 |
3.170 |
|
LOW |
3.139 |
|
0.618 |
3.089 |
|
1.000 |
3.058 |
|
1.618 |
3.008 |
|
2.618 |
2.927 |
|
4.250 |
2.795 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.204 |
3.204 |
| PP |
3.192 |
3.192 |
| S1 |
3.180 |
3.180 |
|