NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.841 |
-0.011 |
-0.4% |
3.022 |
| High |
2.890 |
2.917 |
0.027 |
0.9% |
3.204 |
| Low |
2.809 |
2.822 |
0.013 |
0.5% |
2.965 |
| Close |
2.844 |
2.838 |
-0.006 |
-0.2% |
3.122 |
| Range |
0.081 |
0.095 |
0.014 |
17.3% |
0.239 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.9% |
0.000 |
| Volume |
86,391 |
92,368 |
5,977 |
6.9% |
421,353 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.086 |
2.890 |
|
| R3 |
3.049 |
2.991 |
2.864 |
|
| R2 |
2.954 |
2.954 |
2.855 |
|
| R1 |
2.896 |
2.896 |
2.847 |
2.878 |
| PP |
2.859 |
2.859 |
2.859 |
2.850 |
| S1 |
2.801 |
2.801 |
2.829 |
2.783 |
| S2 |
2.764 |
2.764 |
2.821 |
|
| S3 |
2.669 |
2.706 |
2.812 |
|
| S4 |
2.574 |
2.611 |
2.786 |
|
|
| 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% |
0.120 |
4.2% |
7% |
False |
False |
95,914 |
| 10 |
3.244 |
2.809 |
0.435 |
15.3% |
0.125 |
4.4% |
7% |
False |
False |
92,204 |
| 20 |
3.507 |
2.809 |
0.698 |
24.6% |
0.127 |
4.5% |
4% |
False |
False |
71,683 |
| 40 |
3.507 |
2.809 |
0.698 |
24.6% |
0.118 |
4.2% |
4% |
False |
False |
65,382 |
| 60 |
3.507 |
2.809 |
0.698 |
24.6% |
0.110 |
3.9% |
4% |
False |
False |
56,202 |
| 80 |
3.507 |
2.809 |
0.698 |
24.6% |
0.100 |
3.5% |
4% |
False |
False |
48,699 |
| 100 |
3.507 |
2.785 |
0.722 |
25.4% |
0.091 |
3.2% |
7% |
False |
False |
43,312 |
| 120 |
3.507 |
2.778 |
0.729 |
25.7% |
0.084 |
3.0% |
8% |
False |
False |
39,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.321 |
|
2.618 |
3.166 |
|
1.618 |
3.071 |
|
1.000 |
3.012 |
|
0.618 |
2.976 |
|
HIGH |
2.917 |
|
0.618 |
2.881 |
|
0.500 |
2.870 |
|
0.382 |
2.858 |
|
LOW |
2.822 |
|
0.618 |
2.763 |
|
1.000 |
2.727 |
|
1.618 |
2.668 |
|
2.618 |
2.573 |
|
4.250 |
2.418 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.916 |
| PP |
2.859 |
2.890 |
| S1 |
2.849 |
2.864 |
|