NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.715 |
0.021 |
0.8% |
2.872 |
| High |
2.783 |
2.744 |
-0.039 |
-1.4% |
3.087 |
| Low |
2.687 |
2.525 |
-0.162 |
-6.0% |
2.821 |
| Close |
2.712 |
2.592 |
-0.120 |
-4.4% |
2.995 |
| Range |
0.096 |
0.219 |
0.123 |
128.1% |
0.266 |
| ATR |
0.137 |
0.143 |
0.006 |
4.3% |
0.000 |
| Volume |
124,471 |
159,959 |
35,488 |
28.5% |
677,803 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.154 |
2.712 |
|
| R3 |
3.058 |
2.935 |
2.652 |
|
| R2 |
2.839 |
2.839 |
2.632 |
|
| R1 |
2.716 |
2.716 |
2.612 |
2.668 |
| PP |
2.620 |
2.620 |
2.620 |
2.597 |
| S1 |
2.497 |
2.497 |
2.572 |
2.449 |
| S2 |
2.401 |
2.401 |
2.552 |
|
| S3 |
2.182 |
2.278 |
2.532 |
|
| S4 |
1.963 |
2.059 |
2.472 |
|
|
| 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 |
2.525 |
0.562 |
21.7% |
0.150 |
5.8% |
12% |
False |
True |
142,325 |
| 10 |
3.087 |
2.525 |
0.562 |
21.7% |
0.139 |
5.4% |
12% |
False |
True |
144,896 |
| 20 |
3.396 |
2.525 |
0.871 |
33.6% |
0.142 |
5.5% |
8% |
False |
True |
144,311 |
| 40 |
3.396 |
2.525 |
0.871 |
33.6% |
0.131 |
5.1% |
8% |
False |
True |
114,982 |
| 60 |
3.396 |
2.525 |
0.871 |
33.6% |
0.121 |
4.7% |
8% |
False |
True |
93,740 |
| 80 |
3.396 |
2.525 |
0.871 |
33.6% |
0.110 |
4.3% |
8% |
False |
True |
76,626 |
| 100 |
3.396 |
2.525 |
0.871 |
33.6% |
0.100 |
3.9% |
8% |
False |
True |
64,807 |
| 120 |
3.396 |
2.525 |
0.871 |
33.6% |
0.092 |
3.5% |
8% |
False |
True |
56,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.675 |
|
2.618 |
3.317 |
|
1.618 |
3.098 |
|
1.000 |
2.963 |
|
0.618 |
2.879 |
|
HIGH |
2.744 |
|
0.618 |
2.660 |
|
0.500 |
2.635 |
|
0.382 |
2.609 |
|
LOW |
2.525 |
|
0.618 |
2.390 |
|
1.000 |
2.306 |
|
1.618 |
2.171 |
|
2.618 |
1.952 |
|
4.250 |
1.594 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.635 |
2.654 |
| PP |
2.620 |
2.633 |
| S1 |
2.606 |
2.613 |
|