NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.948 |
3.032 |
0.084 |
2.8% |
3.374 |
| High |
3.057 |
3.064 |
0.007 |
0.2% |
3.393 |
| Low |
2.911 |
2.941 |
0.030 |
1.0% |
2.866 |
| Close |
3.031 |
2.976 |
-0.055 |
-1.8% |
2.888 |
| Range |
0.146 |
0.123 |
-0.023 |
-15.8% |
0.527 |
| ATR |
0.131 |
0.131 |
-0.001 |
-0.5% |
0.000 |
| Volume |
139,900 |
126,609 |
-13,291 |
-9.5% |
846,931 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.363 |
3.292 |
3.044 |
|
| R3 |
3.240 |
3.169 |
3.010 |
|
| R2 |
3.117 |
3.117 |
2.999 |
|
| R1 |
3.046 |
3.046 |
2.987 |
3.020 |
| PP |
2.994 |
2.994 |
2.994 |
2.981 |
| S1 |
2.923 |
2.923 |
2.965 |
2.897 |
| S2 |
2.871 |
2.871 |
2.953 |
|
| S3 |
2.748 |
2.800 |
2.942 |
|
| S4 |
2.625 |
2.677 |
2.908 |
|
|
| 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 |
3.064 |
2.821 |
0.243 |
8.2% |
0.128 |
4.3% |
64% |
True |
False |
147,467 |
| 10 |
3.396 |
2.821 |
0.575 |
19.3% |
0.144 |
4.8% |
27% |
False |
False |
154,404 |
| 20 |
3.396 |
2.821 |
0.575 |
19.3% |
0.129 |
4.3% |
27% |
False |
False |
131,959 |
| 40 |
3.396 |
2.821 |
0.575 |
19.3% |
0.130 |
4.4% |
27% |
False |
False |
104,906 |
| 60 |
3.396 |
2.821 |
0.575 |
19.3% |
0.114 |
3.8% |
27% |
False |
False |
83,828 |
| 80 |
3.396 |
2.667 |
0.729 |
24.5% |
0.106 |
3.5% |
42% |
False |
False |
68,855 |
| 100 |
3.396 |
2.637 |
0.759 |
25.5% |
0.095 |
3.2% |
45% |
False |
False |
58,567 |
| 120 |
3.396 |
2.637 |
0.759 |
25.5% |
0.088 |
2.9% |
45% |
False |
False |
51,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.587 |
|
2.618 |
3.386 |
|
1.618 |
3.263 |
|
1.000 |
3.187 |
|
0.618 |
3.140 |
|
HIGH |
3.064 |
|
0.618 |
3.017 |
|
0.500 |
3.003 |
|
0.382 |
2.988 |
|
LOW |
2.941 |
|
0.618 |
2.865 |
|
1.000 |
2.818 |
|
1.618 |
2.742 |
|
2.618 |
2.619 |
|
4.250 |
2.418 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.003 |
2.971 |
| PP |
2.994 |
2.965 |
| S1 |
2.985 |
2.960 |
|