NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.008 |
2.852 |
-0.156 |
-5.2% |
3.022 |
| High |
3.022 |
2.890 |
-0.132 |
-4.4% |
3.204 |
| Low |
2.842 |
2.809 |
-0.033 |
-1.2% |
2.965 |
| Close |
2.864 |
2.844 |
-0.020 |
-0.7% |
3.122 |
| Range |
0.180 |
0.081 |
-0.099 |
-55.0% |
0.239 |
| ATR |
0.133 |
0.129 |
-0.004 |
-2.8% |
0.000 |
| Volume |
141,085 |
86,391 |
-54,694 |
-38.8% |
421,353 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.091 |
3.048 |
2.889 |
|
| R3 |
3.010 |
2.967 |
2.866 |
|
| R2 |
2.929 |
2.929 |
2.859 |
|
| R1 |
2.886 |
2.886 |
2.851 |
2.867 |
| PP |
2.848 |
2.848 |
2.848 |
2.838 |
| S1 |
2.805 |
2.805 |
2.837 |
2.786 |
| S2 |
2.767 |
2.767 |
2.829 |
|
| S3 |
2.686 |
2.724 |
2.822 |
|
| S4 |
2.605 |
2.643 |
2.799 |
|
|
| 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 |
2.809 |
0.395 |
13.9% |
0.126 |
4.4% |
9% |
False |
True |
95,101 |
| 10 |
3.244 |
2.809 |
0.435 |
15.3% |
0.124 |
4.4% |
8% |
False |
True |
88,984 |
| 20 |
3.507 |
2.809 |
0.698 |
24.5% |
0.127 |
4.5% |
5% |
False |
True |
69,040 |
| 40 |
3.507 |
2.809 |
0.698 |
24.5% |
0.121 |
4.2% |
5% |
False |
True |
64,305 |
| 60 |
3.507 |
2.809 |
0.698 |
24.5% |
0.109 |
3.8% |
5% |
False |
True |
55,149 |
| 80 |
3.507 |
2.809 |
0.698 |
24.5% |
0.100 |
3.5% |
5% |
False |
True |
47,725 |
| 100 |
3.507 |
2.785 |
0.722 |
25.4% |
0.091 |
3.2% |
8% |
False |
False |
42,703 |
| 120 |
3.507 |
2.778 |
0.729 |
25.6% |
0.084 |
2.9% |
9% |
False |
False |
38,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.234 |
|
2.618 |
3.102 |
|
1.618 |
3.021 |
|
1.000 |
2.971 |
|
0.618 |
2.940 |
|
HIGH |
2.890 |
|
0.618 |
2.859 |
|
0.500 |
2.850 |
|
0.382 |
2.840 |
|
LOW |
2.809 |
|
0.618 |
2.759 |
|
1.000 |
2.728 |
|
1.618 |
2.678 |
|
2.618 |
2.597 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.850 |
3.007 |
| PP |
2.848 |
2.952 |
| S1 |
2.846 |
2.898 |
|