NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.161 |
3.266 |
0.105 |
3.3% |
3.233 |
| High |
3.278 |
3.298 |
0.020 |
0.6% |
3.298 |
| Low |
3.150 |
3.226 |
0.076 |
2.4% |
3.150 |
| Close |
3.266 |
3.271 |
0.005 |
0.2% |
3.271 |
| Range |
0.128 |
0.072 |
-0.056 |
-43.8% |
0.148 |
| ATR |
0.066 |
0.067 |
0.000 |
0.6% |
0.000 |
| Volume |
15,728 |
14,023 |
-1,705 |
-10.8% |
59,798 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.481 |
3.448 |
3.311 |
|
| R3 |
3.409 |
3.376 |
3.291 |
|
| R2 |
3.337 |
3.337 |
3.284 |
|
| R1 |
3.304 |
3.304 |
3.278 |
3.321 |
| PP |
3.265 |
3.265 |
3.265 |
3.273 |
| S1 |
3.232 |
3.232 |
3.264 |
3.249 |
| S2 |
3.193 |
3.193 |
3.258 |
|
| S3 |
3.121 |
3.160 |
3.251 |
|
| S4 |
3.049 |
3.088 |
3.231 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.684 |
3.625 |
3.352 |
|
| R3 |
3.536 |
3.477 |
3.312 |
|
| R2 |
3.388 |
3.388 |
3.298 |
|
| R1 |
3.329 |
3.329 |
3.285 |
3.359 |
| PP |
3.240 |
3.240 |
3.240 |
3.254 |
| S1 |
3.181 |
3.181 |
3.257 |
3.211 |
| S2 |
3.092 |
3.092 |
3.244 |
|
| S3 |
2.944 |
3.033 |
3.230 |
|
| S4 |
2.796 |
2.885 |
3.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.298 |
3.150 |
0.148 |
4.5% |
0.074 |
2.3% |
82% |
True |
False |
11,959 |
| 10 |
3.298 |
3.134 |
0.164 |
5.0% |
0.064 |
2.0% |
84% |
True |
False |
10,567 |
| 20 |
3.298 |
2.901 |
0.397 |
12.1% |
0.069 |
2.1% |
93% |
True |
False |
10,238 |
| 40 |
3.298 |
2.756 |
0.542 |
16.6% |
0.063 |
1.9% |
95% |
True |
False |
7,846 |
| 60 |
3.298 |
2.750 |
0.548 |
16.8% |
0.058 |
1.8% |
95% |
True |
False |
7,166 |
| 80 |
3.298 |
2.750 |
0.548 |
16.8% |
0.057 |
1.7% |
95% |
True |
False |
6,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.604 |
|
2.618 |
3.486 |
|
1.618 |
3.414 |
|
1.000 |
3.370 |
|
0.618 |
3.342 |
|
HIGH |
3.298 |
|
0.618 |
3.270 |
|
0.500 |
3.262 |
|
0.382 |
3.254 |
|
LOW |
3.226 |
|
0.618 |
3.182 |
|
1.000 |
3.154 |
|
1.618 |
3.110 |
|
2.618 |
3.038 |
|
4.250 |
2.920 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.268 |
3.255 |
| PP |
3.265 |
3.240 |
| S1 |
3.262 |
3.224 |
|