NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.841 |
2.842 |
0.001 |
0.0% |
3.022 |
| High |
2.917 |
2.865 |
-0.052 |
-1.8% |
3.204 |
| Low |
2.822 |
2.656 |
-0.166 |
-5.9% |
2.965 |
| Close |
2.838 |
2.720 |
-0.118 |
-4.2% |
3.122 |
| Range |
0.095 |
0.209 |
0.114 |
120.0% |
0.239 |
| ATR |
0.127 |
0.133 |
0.006 |
4.6% |
0.000 |
| Volume |
92,368 |
151,065 |
58,697 |
63.5% |
421,353 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.374 |
3.256 |
2.835 |
|
| R3 |
3.165 |
3.047 |
2.777 |
|
| R2 |
2.956 |
2.956 |
2.758 |
|
| R1 |
2.838 |
2.838 |
2.739 |
2.793 |
| PP |
2.747 |
2.747 |
2.747 |
2.724 |
| S1 |
2.629 |
2.629 |
2.701 |
2.584 |
| S2 |
2.538 |
2.538 |
2.682 |
|
| S3 |
2.329 |
2.420 |
2.663 |
|
| S4 |
2.120 |
2.211 |
2.605 |
|
|
| 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 |
2.656 |
0.548 |
20.1% |
0.139 |
5.1% |
12% |
False |
True |
110,133 |
| 10 |
3.204 |
2.656 |
0.548 |
20.1% |
0.128 |
4.7% |
12% |
False |
True |
98,181 |
| 20 |
3.507 |
2.656 |
0.851 |
31.3% |
0.132 |
4.9% |
8% |
False |
True |
77,430 |
| 40 |
3.507 |
2.656 |
0.851 |
31.3% |
0.121 |
4.4% |
8% |
False |
True |
68,023 |
| 60 |
3.507 |
2.656 |
0.851 |
31.3% |
0.112 |
4.1% |
8% |
False |
True |
58,300 |
| 80 |
3.507 |
2.656 |
0.851 |
31.3% |
0.102 |
3.7% |
8% |
False |
True |
50,197 |
| 100 |
3.507 |
2.656 |
0.851 |
31.3% |
0.093 |
3.4% |
8% |
False |
True |
44,536 |
| 120 |
3.507 |
2.656 |
0.851 |
31.3% |
0.085 |
3.1% |
8% |
False |
True |
40,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.753 |
|
2.618 |
3.412 |
|
1.618 |
3.203 |
|
1.000 |
3.074 |
|
0.618 |
2.994 |
|
HIGH |
2.865 |
|
0.618 |
2.785 |
|
0.500 |
2.761 |
|
0.382 |
2.736 |
|
LOW |
2.656 |
|
0.618 |
2.527 |
|
1.000 |
2.447 |
|
1.618 |
2.318 |
|
2.618 |
2.109 |
|
4.250 |
1.768 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.787 |
| PP |
2.747 |
2.764 |
| S1 |
2.734 |
2.742 |
|