NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.304 |
3.330 |
0.026 |
0.8% |
3.233 |
| High |
3.379 |
3.355 |
-0.024 |
-0.7% |
3.298 |
| Low |
3.285 |
3.307 |
0.022 |
0.7% |
3.150 |
| Close |
3.357 |
3.333 |
-0.024 |
-0.7% |
3.271 |
| Range |
0.094 |
0.048 |
-0.046 |
-48.9% |
0.148 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.2% |
0.000 |
| Volume |
22,294 |
10,520 |
-11,774 |
-52.8% |
59,798 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.476 |
3.452 |
3.359 |
|
| R3 |
3.428 |
3.404 |
3.346 |
|
| R2 |
3.380 |
3.380 |
3.342 |
|
| R1 |
3.356 |
3.356 |
3.337 |
3.368 |
| PP |
3.332 |
3.332 |
3.332 |
3.338 |
| S1 |
3.308 |
3.308 |
3.329 |
3.320 |
| S2 |
3.284 |
3.284 |
3.324 |
|
| S3 |
3.236 |
3.260 |
3.320 |
|
| S4 |
3.188 |
3.212 |
3.307 |
|
|
| 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 |
3.379 |
3.214 |
0.165 |
5.0% |
0.079 |
2.4% |
72% |
False |
False |
14,441 |
| 10 |
3.379 |
3.139 |
0.240 |
7.2% |
0.077 |
2.3% |
81% |
False |
False |
12,898 |
| 20 |
3.379 |
3.012 |
0.367 |
11.0% |
0.069 |
2.1% |
87% |
False |
False |
10,630 |
| 40 |
3.379 |
2.756 |
0.623 |
18.7% |
0.064 |
1.9% |
93% |
False |
False |
8,505 |
| 60 |
3.379 |
2.750 |
0.629 |
18.9% |
0.060 |
1.8% |
93% |
False |
False |
7,699 |
| 80 |
3.379 |
2.750 |
0.629 |
18.9% |
0.059 |
1.8% |
93% |
False |
False |
7,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.559 |
|
2.618 |
3.481 |
|
1.618 |
3.433 |
|
1.000 |
3.403 |
|
0.618 |
3.385 |
|
HIGH |
3.355 |
|
0.618 |
3.337 |
|
0.500 |
3.331 |
|
0.382 |
3.325 |
|
LOW |
3.307 |
|
0.618 |
3.277 |
|
1.000 |
3.259 |
|
1.618 |
3.229 |
|
2.618 |
3.181 |
|
4.250 |
3.103 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.332 |
3.333 |
| PP |
3.332 |
3.332 |
| S1 |
3.331 |
3.332 |
|