NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
2.881 |
-0.053 |
-1.8% |
2.822 |
| High |
2.972 |
2.934 |
-0.038 |
-1.3% |
3.002 |
| Low |
2.833 |
2.740 |
-0.093 |
-3.3% |
2.756 |
| Close |
2.880 |
2.780 |
-0.100 |
-3.5% |
2.843 |
| Range |
0.139 |
0.194 |
0.055 |
39.6% |
0.246 |
| ATR |
0.132 |
0.137 |
0.004 |
3.3% |
0.000 |
| Volume |
137,665 |
142,878 |
5,213 |
3.8% |
403,466 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.400 |
3.284 |
2.887 |
|
| R3 |
3.206 |
3.090 |
2.833 |
|
| R2 |
3.012 |
3.012 |
2.816 |
|
| R1 |
2.896 |
2.896 |
2.798 |
2.857 |
| PP |
2.818 |
2.818 |
2.818 |
2.799 |
| S1 |
2.702 |
2.702 |
2.762 |
2.663 |
| S2 |
2.624 |
2.624 |
2.744 |
|
| S3 |
2.430 |
2.508 |
2.727 |
|
| S4 |
2.236 |
2.314 |
2.673 |
|
|
| 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 |
2.740 |
0.262 |
9.4% |
0.161 |
5.8% |
15% |
False |
True |
126,562 |
| 10 |
3.002 |
2.656 |
0.346 |
12.4% |
0.139 |
5.0% |
36% |
False |
False |
116,026 |
| 20 |
3.244 |
2.656 |
0.588 |
21.2% |
0.132 |
4.7% |
21% |
False |
False |
102,505 |
| 40 |
3.507 |
2.656 |
0.851 |
30.6% |
0.121 |
4.4% |
15% |
False |
False |
81,426 |
| 60 |
3.507 |
2.656 |
0.851 |
30.6% |
0.118 |
4.2% |
15% |
False |
False |
68,341 |
| 80 |
3.507 |
2.656 |
0.851 |
30.6% |
0.107 |
3.8% |
15% |
False |
False |
58,660 |
| 100 |
3.507 |
2.656 |
0.851 |
30.6% |
0.099 |
3.6% |
15% |
False |
False |
51,459 |
| 120 |
3.507 |
2.656 |
0.851 |
30.6% |
0.091 |
3.3% |
15% |
False |
False |
46,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.759 |
|
2.618 |
3.442 |
|
1.618 |
3.248 |
|
1.000 |
3.128 |
|
0.618 |
3.054 |
|
HIGH |
2.934 |
|
0.618 |
2.860 |
|
0.500 |
2.837 |
|
0.382 |
2.814 |
|
LOW |
2.740 |
|
0.618 |
2.620 |
|
1.000 |
2.546 |
|
1.618 |
2.426 |
|
2.618 |
2.232 |
|
4.250 |
1.916 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.837 |
2.868 |
| PP |
2.818 |
2.839 |
| S1 |
2.799 |
2.809 |
|