NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.821 |
2.713 |
-0.108 |
-3.8% |
2.979 |
| High |
2.843 |
2.789 |
-0.054 |
-1.9% |
2.993 |
| Low |
2.640 |
2.701 |
0.061 |
2.3% |
2.640 |
| Close |
2.703 |
2.755 |
0.052 |
1.9% |
2.755 |
| Range |
0.203 |
0.088 |
-0.115 |
-56.7% |
0.353 |
| ATR |
0.125 |
0.122 |
-0.003 |
-2.1% |
0.000 |
| Volume |
51,966 |
23,776 |
-28,190 |
-54.2% |
207,344 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.972 |
2.803 |
|
| R3 |
2.924 |
2.884 |
2.779 |
|
| R2 |
2.836 |
2.836 |
2.771 |
|
| R1 |
2.796 |
2.796 |
2.763 |
2.816 |
| PP |
2.748 |
2.748 |
2.748 |
2.759 |
| S1 |
2.708 |
2.708 |
2.747 |
2.728 |
| S2 |
2.660 |
2.660 |
2.739 |
|
| S3 |
2.572 |
2.620 |
2.731 |
|
| S4 |
2.484 |
2.532 |
2.707 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.855 |
3.658 |
2.949 |
|
| R3 |
3.502 |
3.305 |
2.852 |
|
| R2 |
3.149 |
3.149 |
2.820 |
|
| R1 |
2.952 |
2.952 |
2.787 |
2.874 |
| PP |
2.796 |
2.796 |
2.796 |
2.757 |
| S1 |
2.599 |
2.599 |
2.723 |
2.521 |
| S2 |
2.443 |
2.443 |
2.690 |
|
| S3 |
2.090 |
2.246 |
2.658 |
|
| S4 |
1.737 |
1.893 |
2.561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.993 |
2.640 |
0.353 |
12.8% |
0.125 |
4.5% |
33% |
False |
False |
41,468 |
| 10 |
3.159 |
2.640 |
0.519 |
18.8% |
0.120 |
4.4% |
22% |
False |
False |
36,720 |
| 20 |
3.452 |
2.640 |
0.812 |
29.5% |
0.123 |
4.5% |
14% |
False |
False |
32,286 |
| 40 |
3.452 |
2.640 |
0.812 |
29.5% |
0.114 |
4.1% |
14% |
False |
False |
26,557 |
| 60 |
3.452 |
2.640 |
0.812 |
29.5% |
0.105 |
3.8% |
14% |
False |
False |
22,380 |
| 80 |
3.452 |
2.640 |
0.812 |
29.5% |
0.096 |
3.5% |
14% |
False |
False |
19,234 |
| 100 |
3.452 |
2.640 |
0.812 |
29.5% |
0.088 |
3.2% |
14% |
False |
False |
16,507 |
| 120 |
3.452 |
2.640 |
0.812 |
29.5% |
0.081 |
2.9% |
14% |
False |
False |
14,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.163 |
|
2.618 |
3.019 |
|
1.618 |
2.931 |
|
1.000 |
2.877 |
|
0.618 |
2.843 |
|
HIGH |
2.789 |
|
0.618 |
2.755 |
|
0.500 |
2.745 |
|
0.382 |
2.735 |
|
LOW |
2.701 |
|
0.618 |
2.647 |
|
1.000 |
2.613 |
|
1.618 |
2.559 |
|
2.618 |
2.471 |
|
4.250 |
2.327 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.752 |
2.766 |
| PP |
2.748 |
2.762 |
| S1 |
2.745 |
2.759 |
|