NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.599 |
2.705 |
0.106 |
4.1% |
2.871 |
| High |
2.679 |
2.728 |
0.049 |
1.8% |
2.887 |
| Low |
2.580 |
2.649 |
0.069 |
2.7% |
2.525 |
| Close |
2.650 |
2.711 |
0.061 |
2.3% |
2.650 |
| Range |
0.099 |
0.079 |
-0.020 |
-20.2% |
0.362 |
| ATR |
0.140 |
0.136 |
-0.004 |
-3.1% |
0.000 |
| Volume |
76,190 |
38,777 |
-37,413 |
-49.1% |
660,691 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.933 |
2.901 |
2.754 |
|
| R3 |
2.854 |
2.822 |
2.733 |
|
| R2 |
2.775 |
2.775 |
2.725 |
|
| R1 |
2.743 |
2.743 |
2.718 |
2.759 |
| PP |
2.696 |
2.696 |
2.696 |
2.704 |
| S1 |
2.664 |
2.664 |
2.704 |
2.680 |
| S2 |
2.617 |
2.617 |
2.697 |
|
| S3 |
2.538 |
2.585 |
2.689 |
|
| S4 |
2.459 |
2.506 |
2.668 |
|
|
| 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 |
2.783 |
2.525 |
0.258 |
9.5% |
0.115 |
4.2% |
72% |
False |
False |
102,021 |
| 10 |
3.087 |
2.525 |
0.562 |
20.7% |
0.135 |
5.0% |
33% |
False |
False |
125,129 |
| 20 |
3.396 |
2.525 |
0.871 |
32.1% |
0.139 |
5.1% |
21% |
False |
False |
140,386 |
| 40 |
3.396 |
2.525 |
0.871 |
32.1% |
0.131 |
4.8% |
21% |
False |
False |
115,572 |
| 60 |
3.396 |
2.525 |
0.871 |
32.1% |
0.120 |
4.4% |
21% |
False |
False |
94,359 |
| 80 |
3.396 |
2.525 |
0.871 |
32.1% |
0.110 |
4.1% |
21% |
False |
False |
77,510 |
| 100 |
3.396 |
2.525 |
0.871 |
32.1% |
0.101 |
3.7% |
21% |
False |
False |
65,572 |
| 120 |
3.396 |
2.525 |
0.871 |
32.1% |
0.093 |
3.4% |
21% |
False |
False |
57,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.064 |
|
2.618 |
2.935 |
|
1.618 |
2.856 |
|
1.000 |
2.807 |
|
0.618 |
2.777 |
|
HIGH |
2.728 |
|
0.618 |
2.698 |
|
0.500 |
2.689 |
|
0.382 |
2.679 |
|
LOW |
2.649 |
|
0.618 |
2.600 |
|
1.000 |
2.570 |
|
1.618 |
2.521 |
|
2.618 |
2.442 |
|
4.250 |
2.313 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.704 |
2.686 |
| PP |
2.696 |
2.660 |
| S1 |
2.689 |
2.635 |
|