NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.948 |
0.088 |
3.1% |
3.374 |
| High |
3.012 |
3.057 |
0.045 |
1.5% |
3.393 |
| Low |
2.855 |
2.911 |
0.056 |
2.0% |
2.866 |
| Close |
2.949 |
3.031 |
0.082 |
2.8% |
2.888 |
| Range |
0.157 |
0.146 |
-0.011 |
-7.0% |
0.527 |
| ATR |
0.130 |
0.131 |
0.001 |
0.9% |
0.000 |
| Volume |
158,192 |
139,900 |
-18,292 |
-11.6% |
846,931 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.380 |
3.111 |
|
| R3 |
3.292 |
3.234 |
3.071 |
|
| R2 |
3.146 |
3.146 |
3.058 |
|
| R1 |
3.088 |
3.088 |
3.044 |
3.117 |
| PP |
3.000 |
3.000 |
3.000 |
3.014 |
| S1 |
2.942 |
2.942 |
3.018 |
2.971 |
| S2 |
2.854 |
2.854 |
3.004 |
|
| S3 |
2.708 |
2.796 |
2.991 |
|
| S4 |
2.562 |
2.650 |
2.951 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.630 |
4.286 |
3.178 |
|
| R3 |
4.103 |
3.759 |
3.033 |
|
| R2 |
3.576 |
3.576 |
2.985 |
|
| R1 |
3.232 |
3.232 |
2.936 |
3.141 |
| PP |
3.049 |
3.049 |
3.049 |
3.003 |
| S1 |
2.705 |
2.705 |
2.840 |
2.614 |
| S2 |
2.522 |
2.522 |
2.791 |
|
| S3 |
1.995 |
2.178 |
2.743 |
|
| S4 |
1.468 |
1.651 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.113 |
2.821 |
0.292 |
9.6% |
0.141 |
4.6% |
72% |
False |
False |
156,896 |
| 10 |
3.396 |
2.821 |
0.575 |
19.0% |
0.151 |
5.0% |
37% |
False |
False |
158,619 |
| 20 |
3.396 |
2.821 |
0.575 |
19.0% |
0.128 |
4.2% |
37% |
False |
False |
129,698 |
| 40 |
3.396 |
2.821 |
0.575 |
19.0% |
0.130 |
4.3% |
37% |
False |
False |
103,578 |
| 60 |
3.396 |
2.821 |
0.575 |
19.0% |
0.113 |
3.7% |
37% |
False |
False |
81,913 |
| 80 |
3.396 |
2.665 |
0.731 |
24.1% |
0.105 |
3.4% |
50% |
False |
False |
67,418 |
| 100 |
3.396 |
2.637 |
0.759 |
25.0% |
0.094 |
3.1% |
52% |
False |
False |
57,453 |
| 120 |
3.396 |
2.637 |
0.759 |
25.0% |
0.087 |
2.9% |
52% |
False |
False |
50,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.439 |
|
1.618 |
3.293 |
|
1.000 |
3.203 |
|
0.618 |
3.147 |
|
HIGH |
3.057 |
|
0.618 |
3.001 |
|
0.500 |
2.984 |
|
0.382 |
2.967 |
|
LOW |
2.911 |
|
0.618 |
2.821 |
|
1.000 |
2.765 |
|
1.618 |
2.675 |
|
2.618 |
2.529 |
|
4.250 |
2.291 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.015 |
3.000 |
| PP |
3.000 |
2.970 |
| S1 |
2.984 |
2.939 |
|