NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.831 |
2.934 |
0.103 |
3.6% |
2.822 |
| High |
2.996 |
2.972 |
-0.024 |
-0.8% |
3.002 |
| Low |
2.823 |
2.833 |
0.010 |
0.4% |
2.756 |
| Close |
2.882 |
2.880 |
-0.002 |
-0.1% |
2.843 |
| Range |
0.173 |
0.139 |
-0.034 |
-19.7% |
0.246 |
| ATR |
0.132 |
0.132 |
0.001 |
0.4% |
0.000 |
| Volume |
146,181 |
137,665 |
-8,516 |
-5.8% |
403,466 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.312 |
3.235 |
2.956 |
|
| R3 |
3.173 |
3.096 |
2.918 |
|
| R2 |
3.034 |
3.034 |
2.905 |
|
| R1 |
2.957 |
2.957 |
2.893 |
2.926 |
| PP |
2.895 |
2.895 |
2.895 |
2.880 |
| S1 |
2.818 |
2.818 |
2.867 |
2.787 |
| S2 |
2.756 |
2.756 |
2.855 |
|
| S3 |
2.617 |
2.679 |
2.842 |
|
| S4 |
2.478 |
2.540 |
2.804 |
|
|
| 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 |
2.800 |
0.202 |
7.0% |
0.144 |
5.0% |
40% |
False |
False |
119,992 |
| 10 |
3.002 |
2.656 |
0.346 |
12.0% |
0.128 |
4.4% |
65% |
False |
False |
110,377 |
| 20 |
3.367 |
2.656 |
0.711 |
24.7% |
0.131 |
4.6% |
32% |
False |
False |
99,396 |
| 40 |
3.507 |
2.656 |
0.851 |
29.5% |
0.119 |
4.1% |
26% |
False |
False |
78,885 |
| 60 |
3.507 |
2.656 |
0.851 |
29.5% |
0.116 |
4.0% |
26% |
False |
False |
66,586 |
| 80 |
3.507 |
2.656 |
0.851 |
29.5% |
0.106 |
3.7% |
26% |
False |
False |
57,142 |
| 100 |
3.507 |
2.656 |
0.851 |
29.5% |
0.098 |
3.4% |
26% |
False |
False |
50,288 |
| 120 |
3.507 |
2.656 |
0.851 |
29.5% |
0.090 |
3.1% |
26% |
False |
False |
45,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.563 |
|
2.618 |
3.336 |
|
1.618 |
3.197 |
|
1.000 |
3.111 |
|
0.618 |
3.058 |
|
HIGH |
2.972 |
|
0.618 |
2.919 |
|
0.500 |
2.903 |
|
0.382 |
2.886 |
|
LOW |
2.833 |
|
0.618 |
2.747 |
|
1.000 |
2.694 |
|
1.618 |
2.608 |
|
2.618 |
2.469 |
|
4.250 |
2.242 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.903 |
2.910 |
| PP |
2.895 |
2.900 |
| S1 |
2.888 |
2.890 |
|