NYMEX Natural Gas Future March 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 |
3.127 |
3.122 |
-0.005 |
-0.2% |
3.089 |
| High |
3.154 |
3.190 |
0.036 |
1.1% |
3.154 |
| Low |
3.090 |
3.090 |
0.000 |
0.0% |
3.017 |
| Close |
3.146 |
3.167 |
0.021 |
0.7% |
3.146 |
| Range |
0.064 |
0.100 |
0.036 |
56.3% |
0.137 |
| ATR |
0.061 |
0.063 |
0.003 |
4.6% |
0.000 |
| Volume |
34,347 |
21,166 |
-13,181 |
-38.4% |
105,067 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.449 |
3.408 |
3.222 |
|
| R3 |
3.349 |
3.308 |
3.195 |
|
| R2 |
3.249 |
3.249 |
3.185 |
|
| R1 |
3.208 |
3.208 |
3.176 |
3.229 |
| PP |
3.149 |
3.149 |
3.149 |
3.159 |
| S1 |
3.108 |
3.108 |
3.158 |
3.129 |
| S2 |
3.049 |
3.049 |
3.149 |
|
| S3 |
2.949 |
3.008 |
3.140 |
|
| S4 |
2.849 |
2.908 |
3.112 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.517 |
3.468 |
3.221 |
|
| R3 |
3.380 |
3.331 |
3.184 |
|
| R2 |
3.243 |
3.243 |
3.171 |
|
| R1 |
3.194 |
3.194 |
3.159 |
3.219 |
| PP |
3.106 |
3.106 |
3.106 |
3.118 |
| S1 |
3.057 |
3.057 |
3.133 |
3.082 |
| S2 |
2.969 |
2.969 |
3.121 |
|
| S3 |
2.832 |
2.920 |
3.108 |
|
| S4 |
2.695 |
2.783 |
3.071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.190 |
3.017 |
0.173 |
5.5% |
0.079 |
2.5% |
87% |
True |
False |
23,306 |
| 10 |
3.190 |
3.011 |
0.179 |
5.7% |
0.064 |
2.0% |
87% |
True |
False |
18,209 |
| 20 |
3.190 |
2.847 |
0.343 |
10.8% |
0.062 |
2.0% |
93% |
True |
False |
16,689 |
| 40 |
3.190 |
2.660 |
0.530 |
16.7% |
0.057 |
1.8% |
96% |
True |
False |
13,864 |
| 60 |
3.190 |
2.653 |
0.537 |
17.0% |
0.055 |
1.7% |
96% |
True |
False |
13,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.615 |
|
2.618 |
3.452 |
|
1.618 |
3.352 |
|
1.000 |
3.290 |
|
0.618 |
3.252 |
|
HIGH |
3.190 |
|
0.618 |
3.152 |
|
0.500 |
3.140 |
|
0.382 |
3.128 |
|
LOW |
3.090 |
|
0.618 |
3.028 |
|
1.000 |
2.990 |
|
1.618 |
2.928 |
|
2.618 |
2.828 |
|
4.250 |
2.665 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.158 |
3.146 |
| PP |
3.149 |
3.125 |
| S1 |
3.140 |
3.104 |
|