NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.215 |
3.201 |
-0.014 |
-0.4% |
3.161 |
| High |
3.222 |
3.236 |
0.014 |
0.4% |
3.224 |
| Low |
3.186 |
3.152 |
-0.034 |
-1.1% |
3.134 |
| Close |
3.210 |
3.181 |
-0.029 |
-0.9% |
3.216 |
| Range |
0.036 |
0.084 |
0.048 |
133.3% |
0.090 |
| ATR |
0.060 |
0.062 |
0.002 |
2.9% |
0.000 |
| Volume |
9,923 |
12,630 |
2,707 |
27.3% |
45,878 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.442 |
3.395 |
3.227 |
|
| R3 |
3.358 |
3.311 |
3.204 |
|
| R2 |
3.274 |
3.274 |
3.196 |
|
| R1 |
3.227 |
3.227 |
3.189 |
3.209 |
| PP |
3.190 |
3.190 |
3.190 |
3.180 |
| S1 |
3.143 |
3.143 |
3.173 |
3.125 |
| S2 |
3.106 |
3.106 |
3.166 |
|
| S3 |
3.022 |
3.059 |
3.158 |
|
| S4 |
2.938 |
2.975 |
3.135 |
|
|
| 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 |
3.4% |
0.058 |
1.8% |
39% |
False |
False |
10,336 |
| 10 |
3.246 |
3.037 |
0.209 |
6.6% |
0.059 |
1.9% |
69% |
False |
False |
9,623 |
| 20 |
3.246 |
2.874 |
0.372 |
11.7% |
0.066 |
2.1% |
83% |
False |
False |
9,297 |
| 40 |
3.246 |
2.756 |
0.490 |
15.4% |
0.060 |
1.9% |
87% |
False |
False |
7,472 |
| 60 |
3.246 |
2.750 |
0.496 |
15.6% |
0.056 |
1.8% |
87% |
False |
False |
6,826 |
| 80 |
3.246 |
2.750 |
0.496 |
15.6% |
0.057 |
1.8% |
87% |
False |
False |
6,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.593 |
|
2.618 |
3.456 |
|
1.618 |
3.372 |
|
1.000 |
3.320 |
|
0.618 |
3.288 |
|
HIGH |
3.236 |
|
0.618 |
3.204 |
|
0.500 |
3.194 |
|
0.382 |
3.184 |
|
LOW |
3.152 |
|
0.618 |
3.100 |
|
1.000 |
3.068 |
|
1.618 |
3.016 |
|
2.618 |
2.932 |
|
4.250 |
2.795 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.194 |
3.199 |
| PP |
3.190 |
3.193 |
| S1 |
3.185 |
3.187 |
|