NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.715 |
2.599 |
-0.116 |
-4.3% |
2.871 |
| High |
2.744 |
2.679 |
-0.065 |
-2.4% |
2.887 |
| Low |
2.525 |
2.580 |
0.055 |
2.2% |
2.525 |
| Close |
2.592 |
2.650 |
0.058 |
2.2% |
2.650 |
| Range |
0.219 |
0.099 |
-0.120 |
-54.8% |
0.362 |
| ATR |
0.143 |
0.140 |
-0.003 |
-2.2% |
0.000 |
| Volume |
159,959 |
76,190 |
-83,769 |
-52.4% |
660,691 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.933 |
2.891 |
2.704 |
|
| R3 |
2.834 |
2.792 |
2.677 |
|
| R2 |
2.735 |
2.735 |
2.668 |
|
| R1 |
2.693 |
2.693 |
2.659 |
2.714 |
| PP |
2.636 |
2.636 |
2.636 |
2.647 |
| S1 |
2.594 |
2.594 |
2.641 |
2.615 |
| S2 |
2.537 |
2.537 |
2.632 |
|
| S3 |
2.438 |
2.495 |
2.623 |
|
| S4 |
2.339 |
2.396 |
2.596 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.574 |
2.849 |
|
| R3 |
3.411 |
3.212 |
2.750 |
|
| R2 |
3.049 |
3.049 |
2.716 |
|
| R1 |
2.850 |
2.850 |
2.683 |
2.769 |
| PP |
2.687 |
2.687 |
2.687 |
2.647 |
| S1 |
2.488 |
2.488 |
2.617 |
2.407 |
| S2 |
2.325 |
2.325 |
2.584 |
|
| S3 |
1.963 |
2.126 |
2.550 |
|
| S4 |
1.601 |
1.764 |
2.451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.887 |
2.525 |
0.362 |
13.7% |
0.142 |
5.4% |
35% |
False |
False |
132,138 |
| 10 |
3.087 |
2.525 |
0.562 |
21.2% |
0.138 |
5.2% |
22% |
False |
False |
133,849 |
| 20 |
3.396 |
2.525 |
0.871 |
32.9% |
0.141 |
5.3% |
14% |
False |
False |
143,388 |
| 40 |
3.396 |
2.525 |
0.871 |
32.9% |
0.131 |
4.9% |
14% |
False |
False |
115,553 |
| 60 |
3.396 |
2.525 |
0.871 |
32.9% |
0.120 |
4.5% |
14% |
False |
False |
94,273 |
| 80 |
3.396 |
2.525 |
0.871 |
32.9% |
0.110 |
4.2% |
14% |
False |
False |
77,254 |
| 100 |
3.396 |
2.525 |
0.871 |
32.9% |
0.101 |
3.8% |
14% |
False |
False |
65,367 |
| 120 |
3.396 |
2.525 |
0.871 |
32.9% |
0.092 |
3.5% |
14% |
False |
False |
56,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.100 |
|
2.618 |
2.938 |
|
1.618 |
2.839 |
|
1.000 |
2.778 |
|
0.618 |
2.740 |
|
HIGH |
2.679 |
|
0.618 |
2.641 |
|
0.500 |
2.630 |
|
0.382 |
2.618 |
|
LOW |
2.580 |
|
0.618 |
2.519 |
|
1.000 |
2.481 |
|
1.618 |
2.420 |
|
2.618 |
2.321 |
|
4.250 |
2.159 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.643 |
2.654 |
| PP |
2.636 |
2.653 |
| S1 |
2.630 |
2.651 |
|