NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.705 |
2.709 |
0.004 |
0.1% |
2.871 |
| High |
2.728 |
2.780 |
0.052 |
1.9% |
2.887 |
| Low |
2.649 |
2.693 |
0.044 |
1.7% |
2.525 |
| Close |
2.711 |
2.775 |
0.064 |
2.4% |
2.650 |
| Range |
0.079 |
0.087 |
0.008 |
10.1% |
0.362 |
| ATR |
0.136 |
0.132 |
-0.003 |
-2.6% |
0.000 |
| Volume |
38,777 |
41,700 |
2,923 |
7.5% |
660,691 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.980 |
2.823 |
|
| R3 |
2.923 |
2.893 |
2.799 |
|
| R2 |
2.836 |
2.836 |
2.791 |
|
| R1 |
2.806 |
2.806 |
2.783 |
2.821 |
| PP |
2.749 |
2.749 |
2.749 |
2.757 |
| S1 |
2.719 |
2.719 |
2.767 |
2.734 |
| S2 |
2.662 |
2.662 |
2.759 |
|
| S3 |
2.575 |
2.632 |
2.751 |
|
| S4 |
2.488 |
2.545 |
2.727 |
|
|
| 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 |
9.3% |
0.116 |
4.2% |
97% |
False |
False |
88,219 |
| 10 |
3.087 |
2.525 |
0.562 |
20.3% |
0.128 |
4.6% |
44% |
False |
False |
113,480 |
| 20 |
3.396 |
2.525 |
0.871 |
31.4% |
0.135 |
4.9% |
29% |
False |
False |
134,156 |
| 40 |
3.396 |
2.525 |
0.871 |
31.4% |
0.128 |
4.6% |
29% |
False |
False |
114,797 |
| 60 |
3.396 |
2.525 |
0.871 |
31.4% |
0.120 |
4.3% |
29% |
False |
False |
94,193 |
| 80 |
3.396 |
2.525 |
0.871 |
31.4% |
0.110 |
4.0% |
29% |
False |
False |
77,313 |
| 100 |
3.396 |
2.525 |
0.871 |
31.4% |
0.101 |
3.6% |
29% |
False |
False |
65,679 |
| 120 |
3.396 |
2.525 |
0.871 |
31.4% |
0.093 |
3.4% |
29% |
False |
False |
57,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.150 |
|
2.618 |
3.008 |
|
1.618 |
2.921 |
|
1.000 |
2.867 |
|
0.618 |
2.834 |
|
HIGH |
2.780 |
|
0.618 |
2.747 |
|
0.500 |
2.737 |
|
0.382 |
2.726 |
|
LOW |
2.693 |
|
0.618 |
2.639 |
|
1.000 |
2.606 |
|
1.618 |
2.552 |
|
2.618 |
2.465 |
|
4.250 |
2.323 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.743 |
| PP |
2.749 |
2.712 |
| S1 |
2.737 |
2.680 |
|