NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.052 |
2.979 |
-0.073 |
-2.4% |
2.980 |
| High |
3.159 |
2.993 |
-0.166 |
-5.3% |
3.159 |
| Low |
3.042 |
2.826 |
-0.216 |
-7.1% |
2.950 |
| Close |
3.083 |
2.847 |
-0.236 |
-7.7% |
3.083 |
| Range |
0.117 |
0.167 |
0.050 |
42.7% |
0.209 |
| ATR |
0.114 |
0.124 |
0.010 |
8.9% |
0.000 |
| Volume |
28,653 |
65,381 |
36,728 |
128.2% |
159,863 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.285 |
2.939 |
|
| R3 |
3.223 |
3.118 |
2.893 |
|
| R2 |
3.056 |
3.056 |
2.878 |
|
| R1 |
2.951 |
2.951 |
2.862 |
2.920 |
| PP |
2.889 |
2.889 |
2.889 |
2.873 |
| S1 |
2.784 |
2.784 |
2.832 |
2.753 |
| S2 |
2.722 |
2.722 |
2.816 |
|
| S3 |
2.555 |
2.617 |
2.801 |
|
| S4 |
2.388 |
2.450 |
2.755 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.596 |
3.198 |
|
| R3 |
3.482 |
3.387 |
3.140 |
|
| R2 |
3.273 |
3.273 |
3.121 |
|
| R1 |
3.178 |
3.178 |
3.102 |
3.226 |
| PP |
3.064 |
3.064 |
3.064 |
3.088 |
| S1 |
2.969 |
2.969 |
3.064 |
3.017 |
| S2 |
2.855 |
2.855 |
3.045 |
|
| S3 |
2.646 |
2.760 |
3.026 |
|
| S4 |
2.437 |
2.551 |
2.968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.159 |
2.826 |
0.333 |
11.7% |
0.130 |
4.6% |
6% |
False |
True |
37,116 |
| 10 |
3.327 |
2.826 |
0.501 |
17.6% |
0.127 |
4.5% |
4% |
False |
True |
36,703 |
| 20 |
3.452 |
2.826 |
0.626 |
22.0% |
0.119 |
4.2% |
3% |
False |
True |
28,458 |
| 40 |
3.452 |
2.826 |
0.626 |
22.0% |
0.114 |
4.0% |
3% |
False |
True |
24,670 |
| 60 |
3.452 |
2.826 |
0.626 |
22.0% |
0.102 |
3.6% |
3% |
False |
True |
20,777 |
| 80 |
3.452 |
2.826 |
0.626 |
22.0% |
0.094 |
3.3% |
3% |
False |
True |
17,776 |
| 100 |
3.452 |
2.755 |
0.697 |
24.5% |
0.085 |
3.0% |
13% |
False |
False |
15,355 |
| 120 |
3.452 |
2.750 |
0.702 |
24.7% |
0.079 |
2.8% |
14% |
False |
False |
13,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.703 |
|
2.618 |
3.430 |
|
1.618 |
3.263 |
|
1.000 |
3.160 |
|
0.618 |
3.096 |
|
HIGH |
2.993 |
|
0.618 |
2.929 |
|
0.500 |
2.910 |
|
0.382 |
2.890 |
|
LOW |
2.826 |
|
0.618 |
2.723 |
|
1.000 |
2.659 |
|
1.618 |
2.556 |
|
2.618 |
2.389 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.993 |
| PP |
2.889 |
2.944 |
| S1 |
2.868 |
2.896 |
|