NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3.065 |
3.030 |
-0.035 |
-1.1% |
3.033 |
| High |
3.100 |
3.136 |
0.036 |
1.2% |
3.084 |
| Low |
3.020 |
3.017 |
-0.003 |
-0.1% |
3.003 |
| Close |
3.047 |
3.125 |
0.078 |
2.6% |
3.079 |
| Range |
0.080 |
0.119 |
0.039 |
48.8% |
0.081 |
| ATR |
0.056 |
0.060 |
0.005 |
8.1% |
0.000 |
| Volume |
14,775 |
26,676 |
11,901 |
80.5% |
68,470 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.450 |
3.406 |
3.190 |
|
| R3 |
3.331 |
3.287 |
3.158 |
|
| R2 |
3.212 |
3.212 |
3.147 |
|
| R1 |
3.168 |
3.168 |
3.136 |
3.190 |
| PP |
3.093 |
3.093 |
3.093 |
3.104 |
| S1 |
3.049 |
3.049 |
3.114 |
3.071 |
| S2 |
2.974 |
2.974 |
3.103 |
|
| S3 |
2.855 |
2.930 |
3.092 |
|
| S4 |
2.736 |
2.811 |
3.060 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.270 |
3.124 |
|
| R3 |
3.217 |
3.189 |
3.101 |
|
| R2 |
3.136 |
3.136 |
3.094 |
|
| R1 |
3.108 |
3.108 |
3.086 |
3.122 |
| PP |
3.055 |
3.055 |
3.055 |
3.063 |
| S1 |
3.027 |
3.027 |
3.072 |
3.041 |
| S2 |
2.974 |
2.974 |
3.064 |
|
| S3 |
2.893 |
2.946 |
3.057 |
|
| S4 |
2.812 |
2.865 |
3.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.136 |
3.014 |
0.122 |
3.9% |
0.068 |
2.2% |
91% |
True |
False |
16,647 |
| 10 |
3.136 |
2.947 |
0.189 |
6.0% |
0.061 |
2.0% |
94% |
True |
False |
16,453 |
| 20 |
3.136 |
2.778 |
0.358 |
11.5% |
0.062 |
2.0% |
97% |
True |
False |
15,988 |
| 40 |
3.136 |
2.660 |
0.476 |
15.2% |
0.057 |
1.8% |
98% |
True |
False |
13,246 |
| 60 |
3.136 |
2.653 |
0.483 |
15.5% |
0.053 |
1.7% |
98% |
True |
False |
12,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.642 |
|
2.618 |
3.448 |
|
1.618 |
3.329 |
|
1.000 |
3.255 |
|
0.618 |
3.210 |
|
HIGH |
3.136 |
|
0.618 |
3.091 |
|
0.500 |
3.077 |
|
0.382 |
3.062 |
|
LOW |
3.017 |
|
0.618 |
2.943 |
|
1.000 |
2.898 |
|
1.618 |
2.824 |
|
2.618 |
2.705 |
|
4.250 |
2.511 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.109 |
3.109 |
| PP |
3.093 |
3.093 |
| S1 |
3.077 |
3.077 |
|