NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.831 |
-0.119 |
-4.0% |
2.822 |
| High |
2.963 |
2.996 |
0.033 |
1.1% |
3.002 |
| Low |
2.828 |
2.823 |
-0.005 |
-0.2% |
2.756 |
| Close |
2.843 |
2.882 |
0.039 |
1.4% |
2.843 |
| Range |
0.135 |
0.173 |
0.038 |
28.1% |
0.246 |
| ATR |
0.128 |
0.132 |
0.003 |
2.5% |
0.000 |
| Volume |
94,072 |
146,181 |
52,109 |
55.4% |
403,466 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.419 |
3.324 |
2.977 |
|
| R3 |
3.246 |
3.151 |
2.930 |
|
| R2 |
3.073 |
3.073 |
2.914 |
|
| R1 |
2.978 |
2.978 |
2.898 |
3.026 |
| PP |
2.900 |
2.900 |
2.900 |
2.924 |
| S1 |
2.805 |
2.805 |
2.866 |
2.853 |
| S2 |
2.727 |
2.727 |
2.850 |
|
| S3 |
2.554 |
2.632 |
2.834 |
|
| S4 |
2.381 |
2.459 |
2.787 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.470 |
2.978 |
|
| R3 |
3.359 |
3.224 |
2.911 |
|
| R2 |
3.113 |
3.113 |
2.888 |
|
| R1 |
2.978 |
2.978 |
2.866 |
3.046 |
| PP |
2.867 |
2.867 |
2.867 |
2.901 |
| S1 |
2.732 |
2.732 |
2.820 |
2.800 |
| S2 |
2.621 |
2.621 |
2.798 |
|
| S3 |
2.375 |
2.486 |
2.775 |
|
| S4 |
2.129 |
2.240 |
2.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.002 |
2.756 |
0.246 |
8.5% |
0.133 |
4.6% |
51% |
False |
False |
109,929 |
| 10 |
3.022 |
2.656 |
0.366 |
12.7% |
0.132 |
4.6% |
62% |
False |
False |
110,719 |
| 20 |
3.505 |
2.656 |
0.849 |
29.5% |
0.133 |
4.6% |
27% |
False |
False |
95,351 |
| 40 |
3.507 |
2.656 |
0.851 |
29.5% |
0.121 |
4.2% |
27% |
False |
False |
76,745 |
| 60 |
3.507 |
2.656 |
0.851 |
29.5% |
0.115 |
4.0% |
27% |
False |
False |
64,911 |
| 80 |
3.507 |
2.656 |
0.851 |
29.5% |
0.105 |
3.6% |
27% |
False |
False |
55,863 |
| 100 |
3.507 |
2.656 |
0.851 |
29.5% |
0.097 |
3.4% |
27% |
False |
False |
49,179 |
| 120 |
3.507 |
2.656 |
0.851 |
29.5% |
0.089 |
3.1% |
27% |
False |
False |
44,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.731 |
|
2.618 |
3.449 |
|
1.618 |
3.276 |
|
1.000 |
3.169 |
|
0.618 |
3.103 |
|
HIGH |
2.996 |
|
0.618 |
2.930 |
|
0.500 |
2.910 |
|
0.382 |
2.889 |
|
LOW |
2.823 |
|
0.618 |
2.716 |
|
1.000 |
2.650 |
|
1.618 |
2.543 |
|
2.618 |
2.370 |
|
4.250 |
2.088 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.913 |
| PP |
2.900 |
2.902 |
| S1 |
2.891 |
2.892 |
|