NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.832 |
2.823 |
-0.009 |
-0.3% |
2.980 |
| High |
2.873 |
2.892 |
0.019 |
0.7% |
3.159 |
| Low |
2.794 |
2.804 |
0.010 |
0.4% |
2.950 |
| Close |
2.826 |
2.818 |
-0.008 |
-0.3% |
3.083 |
| Range |
0.079 |
0.088 |
0.009 |
11.4% |
0.209 |
| ATR |
0.121 |
0.119 |
-0.002 |
-2.0% |
0.000 |
| Volume |
33,801 |
32,420 |
-1,381 |
-4.1% |
159,863 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.048 |
2.866 |
|
| R3 |
3.014 |
2.960 |
2.842 |
|
| R2 |
2.926 |
2.926 |
2.834 |
|
| R1 |
2.872 |
2.872 |
2.826 |
2.855 |
| PP |
2.838 |
2.838 |
2.838 |
2.830 |
| S1 |
2.784 |
2.784 |
2.810 |
2.767 |
| S2 |
2.750 |
2.750 |
2.802 |
|
| S3 |
2.662 |
2.696 |
2.794 |
|
| S4 |
2.574 |
2.608 |
2.770 |
|
|
| 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 |
2.794 |
0.365 |
13.0% |
0.113 |
4.0% |
7% |
False |
False |
37,367 |
| 10 |
3.206 |
2.794 |
0.412 |
14.6% |
0.117 |
4.2% |
6% |
False |
False |
37,182 |
| 20 |
3.452 |
2.794 |
0.658 |
23.3% |
0.119 |
4.2% |
4% |
False |
False |
30,048 |
| 40 |
3.452 |
2.794 |
0.658 |
23.3% |
0.111 |
3.9% |
4% |
False |
False |
25,544 |
| 60 |
3.452 |
2.794 |
0.658 |
23.3% |
0.104 |
3.7% |
4% |
False |
False |
21,590 |
| 80 |
3.452 |
2.794 |
0.658 |
23.3% |
0.094 |
3.3% |
4% |
False |
False |
18,464 |
| 100 |
3.452 |
2.756 |
0.696 |
24.7% |
0.086 |
3.0% |
9% |
False |
False |
15,907 |
| 120 |
3.452 |
2.750 |
0.702 |
24.9% |
0.079 |
2.8% |
10% |
False |
False |
14,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.266 |
|
2.618 |
3.122 |
|
1.618 |
3.034 |
|
1.000 |
2.980 |
|
0.618 |
2.946 |
|
HIGH |
2.892 |
|
0.618 |
2.858 |
|
0.500 |
2.848 |
|
0.382 |
2.838 |
|
LOW |
2.804 |
|
0.618 |
2.750 |
|
1.000 |
2.716 |
|
1.618 |
2.662 |
|
2.618 |
2.574 |
|
4.250 |
2.430 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.894 |
| PP |
2.838 |
2.868 |
| S1 |
2.828 |
2.843 |
|