NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.684 |
2.694 |
0.010 |
0.4% |
2.872 |
| High |
2.732 |
2.783 |
0.051 |
1.9% |
3.087 |
| Low |
2.649 |
2.687 |
0.038 |
1.4% |
2.821 |
| Close |
2.692 |
2.712 |
0.020 |
0.7% |
2.995 |
| Range |
0.083 |
0.096 |
0.013 |
15.7% |
0.266 |
| ATR |
0.140 |
0.137 |
-0.003 |
-2.3% |
0.000 |
| Volume |
110,709 |
124,471 |
13,762 |
12.4% |
677,803 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
2.960 |
2.765 |
|
| R3 |
2.919 |
2.864 |
2.738 |
|
| R2 |
2.823 |
2.823 |
2.730 |
|
| R1 |
2.768 |
2.768 |
2.721 |
2.796 |
| PP |
2.727 |
2.727 |
2.727 |
2.741 |
| S1 |
2.672 |
2.672 |
2.703 |
2.700 |
| S2 |
2.631 |
2.631 |
2.694 |
|
| S3 |
2.535 |
2.576 |
2.686 |
|
| S4 |
2.439 |
2.480 |
2.659 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.646 |
3.141 |
|
| R3 |
3.500 |
3.380 |
3.068 |
|
| R2 |
3.234 |
3.234 |
3.044 |
|
| R1 |
3.114 |
3.114 |
3.019 |
3.174 |
| PP |
2.968 |
2.968 |
2.968 |
2.998 |
| S1 |
2.848 |
2.848 |
2.971 |
2.908 |
| S2 |
2.702 |
2.702 |
2.946 |
|
| S3 |
2.436 |
2.582 |
2.922 |
|
| S4 |
2.170 |
2.316 |
2.849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.087 |
2.649 |
0.438 |
16.2% |
0.130 |
4.8% |
14% |
False |
False |
135,655 |
| 10 |
3.113 |
2.649 |
0.464 |
17.1% |
0.136 |
5.0% |
14% |
False |
False |
146,275 |
| 20 |
3.396 |
2.649 |
0.747 |
27.5% |
0.136 |
5.0% |
8% |
False |
False |
141,098 |
| 40 |
3.396 |
2.649 |
0.747 |
27.5% |
0.129 |
4.8% |
8% |
False |
False |
112,295 |
| 60 |
3.396 |
2.649 |
0.747 |
27.5% |
0.119 |
4.4% |
8% |
False |
False |
91,483 |
| 80 |
3.396 |
2.649 |
0.747 |
27.5% |
0.109 |
4.0% |
8% |
False |
False |
74,950 |
| 100 |
3.396 |
2.649 |
0.747 |
27.5% |
0.099 |
3.6% |
8% |
False |
False |
63,425 |
| 120 |
3.396 |
2.637 |
0.759 |
28.0% |
0.090 |
3.3% |
10% |
False |
False |
55,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.191 |
|
2.618 |
3.034 |
|
1.618 |
2.938 |
|
1.000 |
2.879 |
|
0.618 |
2.842 |
|
HIGH |
2.783 |
|
0.618 |
2.746 |
|
0.500 |
2.735 |
|
0.382 |
2.724 |
|
LOW |
2.687 |
|
0.618 |
2.628 |
|
1.000 |
2.591 |
|
1.618 |
2.532 |
|
2.618 |
2.436 |
|
4.250 |
2.279 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.735 |
2.768 |
| PP |
2.727 |
2.749 |
| S1 |
2.720 |
2.731 |
|