NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.177 |
3.233 |
0.056 |
1.8% |
3.161 |
| High |
3.220 |
3.246 |
0.026 |
0.8% |
3.224 |
| Low |
3.139 |
3.197 |
0.058 |
1.8% |
3.134 |
| Close |
3.216 |
3.210 |
-0.006 |
-0.2% |
3.216 |
| Range |
0.081 |
0.049 |
-0.032 |
-39.5% |
0.090 |
| ATR |
0.063 |
0.062 |
-0.001 |
-1.6% |
0.000 |
| Volume |
11,005 |
7,494 |
-3,511 |
-31.9% |
45,878 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.365 |
3.336 |
3.237 |
|
| R3 |
3.316 |
3.287 |
3.223 |
|
| R2 |
3.267 |
3.267 |
3.219 |
|
| R1 |
3.238 |
3.238 |
3.214 |
3.228 |
| PP |
3.218 |
3.218 |
3.218 |
3.213 |
| S1 |
3.189 |
3.189 |
3.206 |
3.179 |
| S2 |
3.169 |
3.169 |
3.201 |
|
| S3 |
3.120 |
3.140 |
3.197 |
|
| S4 |
3.071 |
3.091 |
3.183 |
|
|
| 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 |
3.246 |
3.139 |
0.107 |
3.3% |
0.057 |
1.8% |
66% |
True |
False |
9,185 |
| 10 |
3.246 |
3.012 |
0.234 |
7.3% |
0.057 |
1.8% |
85% |
True |
False |
8,621 |
| 20 |
3.246 |
2.845 |
0.401 |
12.5% |
0.068 |
2.1% |
91% |
True |
False |
8,937 |
| 40 |
3.246 |
2.756 |
0.490 |
15.3% |
0.060 |
1.9% |
93% |
True |
False |
7,303 |
| 60 |
3.246 |
2.750 |
0.496 |
15.5% |
0.055 |
1.7% |
93% |
True |
False |
6,677 |
| 80 |
3.246 |
2.750 |
0.496 |
15.5% |
0.056 |
1.8% |
93% |
True |
False |
6,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.454 |
|
2.618 |
3.374 |
|
1.618 |
3.325 |
|
1.000 |
3.295 |
|
0.618 |
3.276 |
|
HIGH |
3.246 |
|
0.618 |
3.227 |
|
0.500 |
3.222 |
|
0.382 |
3.216 |
|
LOW |
3.197 |
|
0.618 |
3.167 |
|
1.000 |
3.148 |
|
1.618 |
3.118 |
|
2.618 |
3.069 |
|
4.250 |
2.989 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.222 |
3.204 |
| PP |
3.218 |
3.198 |
| S1 |
3.214 |
3.193 |
|