NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.725 |
-0.117 |
-4.1% |
3.008 |
| High |
2.865 |
2.808 |
-0.057 |
-2.0% |
3.022 |
| Low |
2.656 |
2.716 |
0.060 |
2.3% |
2.656 |
| Close |
2.720 |
2.770 |
0.050 |
1.8% |
2.770 |
| Range |
0.209 |
0.092 |
-0.117 |
-56.0% |
0.366 |
| ATR |
0.133 |
0.130 |
-0.003 |
-2.2% |
0.000 |
| Volume |
151,065 |
86,639 |
-64,426 |
-42.6% |
557,548 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
2.997 |
2.821 |
|
| R3 |
2.949 |
2.905 |
2.795 |
|
| R2 |
2.857 |
2.857 |
2.787 |
|
| R1 |
2.813 |
2.813 |
2.778 |
2.835 |
| PP |
2.765 |
2.765 |
2.765 |
2.776 |
| S1 |
2.721 |
2.721 |
2.762 |
2.743 |
| S2 |
2.673 |
2.673 |
2.753 |
|
| S3 |
2.581 |
2.629 |
2.745 |
|
| S4 |
2.489 |
2.537 |
2.719 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.708 |
2.971 |
|
| R3 |
3.548 |
3.342 |
2.871 |
|
| R2 |
3.182 |
3.182 |
2.837 |
|
| R1 |
2.976 |
2.976 |
2.804 |
2.896 |
| PP |
2.816 |
2.816 |
2.816 |
2.776 |
| S1 |
2.610 |
2.610 |
2.736 |
2.530 |
| S2 |
2.450 |
2.450 |
2.703 |
|
| S3 |
2.084 |
2.244 |
2.669 |
|
| S4 |
1.718 |
1.878 |
2.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.022 |
2.656 |
0.366 |
13.2% |
0.131 |
4.7% |
31% |
False |
False |
111,509 |
| 10 |
3.204 |
2.656 |
0.548 |
19.8% |
0.127 |
4.6% |
21% |
False |
False |
97,890 |
| 20 |
3.507 |
2.656 |
0.851 |
30.7% |
0.132 |
4.7% |
13% |
False |
False |
80,059 |
| 40 |
3.507 |
2.656 |
0.851 |
30.7% |
0.120 |
4.3% |
13% |
False |
False |
68,712 |
| 60 |
3.507 |
2.656 |
0.851 |
30.7% |
0.111 |
4.0% |
13% |
False |
False |
59,064 |
| 80 |
3.507 |
2.656 |
0.851 |
30.7% |
0.102 |
3.7% |
13% |
False |
False |
50,928 |
| 100 |
3.507 |
2.656 |
0.851 |
30.7% |
0.093 |
3.4% |
13% |
False |
False |
45,129 |
| 120 |
3.507 |
2.656 |
0.851 |
30.7% |
0.086 |
3.1% |
13% |
False |
False |
40,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.049 |
|
1.618 |
2.957 |
|
1.000 |
2.900 |
|
0.618 |
2.865 |
|
HIGH |
2.808 |
|
0.618 |
2.773 |
|
0.500 |
2.762 |
|
0.382 |
2.751 |
|
LOW |
2.716 |
|
0.618 |
2.659 |
|
1.000 |
2.624 |
|
1.618 |
2.567 |
|
2.618 |
2.475 |
|
4.250 |
2.325 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.787 |
| PP |
2.765 |
2.781 |
| S1 |
2.762 |
2.776 |
|