NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.266 |
3.249 |
-0.017 |
-0.5% |
3.233 |
| High |
3.298 |
3.332 |
0.034 |
1.0% |
3.298 |
| Low |
3.226 |
3.214 |
-0.012 |
-0.4% |
3.150 |
| Close |
3.271 |
3.306 |
0.035 |
1.1% |
3.271 |
| Range |
0.072 |
0.118 |
0.046 |
63.9% |
0.148 |
| ATR |
0.067 |
0.070 |
0.004 |
5.5% |
0.000 |
| Volume |
14,023 |
9,843 |
-4,180 |
-29.8% |
59,798 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.638 |
3.590 |
3.371 |
|
| R3 |
3.520 |
3.472 |
3.338 |
|
| R2 |
3.402 |
3.402 |
3.328 |
|
| R1 |
3.354 |
3.354 |
3.317 |
3.378 |
| PP |
3.284 |
3.284 |
3.284 |
3.296 |
| S1 |
3.236 |
3.236 |
3.295 |
3.260 |
| S2 |
3.166 |
3.166 |
3.284 |
|
| S3 |
3.048 |
3.118 |
3.274 |
|
| S4 |
2.930 |
3.000 |
3.241 |
|
|
| 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 |
3.332 |
3.150 |
0.182 |
5.5% |
0.088 |
2.6% |
86% |
True |
False |
12,429 |
| 10 |
3.332 |
3.139 |
0.193 |
5.8% |
0.072 |
2.2% |
87% |
True |
False |
10,807 |
| 20 |
3.332 |
2.958 |
0.374 |
11.3% |
0.070 |
2.1% |
93% |
True |
False |
9,763 |
| 40 |
3.332 |
2.756 |
0.576 |
17.4% |
0.063 |
1.9% |
95% |
True |
False |
7,798 |
| 60 |
3.332 |
2.750 |
0.582 |
17.6% |
0.059 |
1.8% |
96% |
True |
False |
7,234 |
| 80 |
3.332 |
2.750 |
0.582 |
17.6% |
0.058 |
1.7% |
96% |
True |
False |
6,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.834 |
|
2.618 |
3.641 |
|
1.618 |
3.523 |
|
1.000 |
3.450 |
|
0.618 |
3.405 |
|
HIGH |
3.332 |
|
0.618 |
3.287 |
|
0.500 |
3.273 |
|
0.382 |
3.259 |
|
LOW |
3.214 |
|
0.618 |
3.141 |
|
1.000 |
3.096 |
|
1.618 |
3.023 |
|
2.618 |
2.905 |
|
4.250 |
2.713 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.284 |
| PP |
3.284 |
3.263 |
| S1 |
3.273 |
3.241 |
|