NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.075 |
3.008 |
-0.067 |
-2.2% |
3.022 |
| High |
3.204 |
3.022 |
-0.182 |
-5.7% |
3.204 |
| Low |
3.074 |
2.842 |
-0.232 |
-7.5% |
2.965 |
| Close |
3.122 |
2.864 |
-0.258 |
-8.3% |
3.122 |
| Range |
0.130 |
0.180 |
0.050 |
38.5% |
0.239 |
| ATR |
0.122 |
0.133 |
0.011 |
9.3% |
0.000 |
| Volume |
79,759 |
141,085 |
61,326 |
76.9% |
421,353 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.449 |
3.337 |
2.963 |
|
| R3 |
3.269 |
3.157 |
2.914 |
|
| R2 |
3.089 |
3.089 |
2.897 |
|
| R1 |
2.977 |
2.977 |
2.881 |
2.943 |
| PP |
2.909 |
2.909 |
2.909 |
2.893 |
| S1 |
2.797 |
2.797 |
2.848 |
2.763 |
| S2 |
2.729 |
2.729 |
2.831 |
|
| S3 |
2.549 |
2.617 |
2.815 |
|
| S4 |
2.369 |
2.437 |
2.765 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.707 |
3.253 |
|
| R3 |
3.575 |
3.468 |
3.188 |
|
| R2 |
3.336 |
3.336 |
3.166 |
|
| R1 |
3.229 |
3.229 |
3.144 |
3.283 |
| PP |
3.097 |
3.097 |
3.097 |
3.124 |
| S1 |
2.990 |
2.990 |
3.100 |
3.044 |
| S2 |
2.858 |
2.858 |
3.078 |
|
| S3 |
2.619 |
2.751 |
3.056 |
|
| S4 |
2.380 |
2.512 |
2.991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.204 |
2.842 |
0.362 |
12.6% |
0.138 |
4.8% |
6% |
False |
True |
97,084 |
| 10 |
3.367 |
2.842 |
0.525 |
18.3% |
0.135 |
4.7% |
4% |
False |
True |
88,414 |
| 20 |
3.507 |
2.842 |
0.665 |
23.2% |
0.127 |
4.4% |
3% |
False |
True |
66,765 |
| 40 |
3.507 |
2.842 |
0.665 |
23.2% |
0.121 |
4.2% |
3% |
False |
True |
63,028 |
| 60 |
3.507 |
2.842 |
0.665 |
23.2% |
0.109 |
3.8% |
3% |
False |
True |
54,082 |
| 80 |
3.507 |
2.842 |
0.665 |
23.2% |
0.099 |
3.5% |
3% |
False |
True |
46,848 |
| 100 |
3.507 |
2.783 |
0.724 |
25.3% |
0.091 |
3.2% |
11% |
False |
False |
41,992 |
| 120 |
3.507 |
2.778 |
0.729 |
25.5% |
0.083 |
2.9% |
12% |
False |
False |
37,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.787 |
|
2.618 |
3.493 |
|
1.618 |
3.313 |
|
1.000 |
3.202 |
|
0.618 |
3.133 |
|
HIGH |
3.022 |
|
0.618 |
2.953 |
|
0.500 |
2.932 |
|
0.382 |
2.911 |
|
LOW |
2.842 |
|
0.618 |
2.731 |
|
1.000 |
2.662 |
|
1.618 |
2.551 |
|
2.618 |
2.371 |
|
4.250 |
2.077 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.932 |
3.023 |
| PP |
2.909 |
2.970 |
| S1 |
2.887 |
2.917 |
|