NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.822 |
2.817 |
-0.005 |
-0.2% |
3.008 |
| High |
2.839 |
2.908 |
0.069 |
2.4% |
3.022 |
| Low |
2.756 |
2.800 |
0.044 |
1.6% |
2.656 |
| Close |
2.823 |
2.900 |
0.077 |
2.7% |
2.770 |
| Range |
0.083 |
0.108 |
0.025 |
30.1% |
0.366 |
| ATR |
0.126 |
0.125 |
-0.001 |
-1.0% |
0.000 |
| Volume |
87,348 |
110,031 |
22,683 |
26.0% |
557,548 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.193 |
3.155 |
2.959 |
|
| R3 |
3.085 |
3.047 |
2.930 |
|
| R2 |
2.977 |
2.977 |
2.920 |
|
| R1 |
2.939 |
2.939 |
2.910 |
2.958 |
| PP |
2.869 |
2.869 |
2.869 |
2.879 |
| S1 |
2.831 |
2.831 |
2.890 |
2.850 |
| S2 |
2.761 |
2.761 |
2.880 |
|
| S3 |
2.653 |
2.723 |
2.870 |
|
| S4 |
2.545 |
2.615 |
2.841 |
|
|
| 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 |
2.917 |
2.656 |
0.261 |
9.0% |
0.117 |
4.0% |
93% |
False |
False |
105,490 |
| 10 |
3.204 |
2.656 |
0.548 |
18.9% |
0.122 |
4.2% |
45% |
False |
False |
100,295 |
| 20 |
3.507 |
2.656 |
0.851 |
29.3% |
0.128 |
4.4% |
29% |
False |
False |
85,641 |
| 40 |
3.507 |
2.656 |
0.851 |
29.3% |
0.119 |
4.1% |
29% |
False |
False |
71,518 |
| 60 |
3.507 |
2.656 |
0.851 |
29.3% |
0.111 |
3.8% |
29% |
False |
False |
61,143 |
| 80 |
3.507 |
2.656 |
0.851 |
29.3% |
0.102 |
3.5% |
29% |
False |
False |
52,485 |
| 100 |
3.507 |
2.656 |
0.851 |
29.3% |
0.094 |
3.2% |
29% |
False |
False |
46,420 |
| 120 |
3.507 |
2.656 |
0.851 |
29.3% |
0.087 |
3.0% |
29% |
False |
False |
42,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.367 |
|
2.618 |
3.191 |
|
1.618 |
3.083 |
|
1.000 |
3.016 |
|
0.618 |
2.975 |
|
HIGH |
2.908 |
|
0.618 |
2.867 |
|
0.500 |
2.854 |
|
0.382 |
2.841 |
|
LOW |
2.800 |
|
0.618 |
2.733 |
|
1.000 |
2.692 |
|
1.618 |
2.625 |
|
2.618 |
2.517 |
|
4.250 |
2.341 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.871 |
| PP |
2.869 |
2.841 |
| S1 |
2.854 |
2.812 |
|