NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.938 |
0.063 |
2.2% |
2.802 |
| High |
2.975 |
2.938 |
-0.037 |
-1.2% |
2.975 |
| Low |
2.823 |
2.818 |
-0.005 |
-0.2% |
2.742 |
| Close |
2.936 |
2.832 |
-0.104 |
-3.5% |
2.832 |
| Range |
0.152 |
0.120 |
-0.032 |
-21.1% |
0.233 |
| ATR |
0.120 |
0.120 |
0.000 |
0.0% |
0.000 |
| Volume |
36,671 |
24,278 |
-12,393 |
-33.8% |
109,786 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.223 |
3.147 |
2.898 |
|
| R3 |
3.103 |
3.027 |
2.865 |
|
| R2 |
2.983 |
2.983 |
2.854 |
|
| R1 |
2.907 |
2.907 |
2.843 |
2.885 |
| PP |
2.863 |
2.863 |
2.863 |
2.852 |
| S1 |
2.787 |
2.787 |
2.821 |
2.765 |
| S2 |
2.743 |
2.743 |
2.810 |
|
| S3 |
2.623 |
2.667 |
2.799 |
|
| S4 |
2.503 |
2.547 |
2.766 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.549 |
3.423 |
2.960 |
|
| R3 |
3.316 |
3.190 |
2.896 |
|
| R2 |
3.083 |
3.083 |
2.875 |
|
| R1 |
2.957 |
2.957 |
2.853 |
3.020 |
| PP |
2.850 |
2.850 |
2.850 |
2.881 |
| S1 |
2.724 |
2.724 |
2.811 |
2.787 |
| S2 |
2.617 |
2.617 |
2.789 |
|
| S3 |
2.384 |
2.491 |
2.768 |
|
| S4 |
2.151 |
2.258 |
2.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.701 |
0.274 |
9.7% |
0.108 |
3.8% |
48% |
False |
False |
26,712 |
| 10 |
3.159 |
2.640 |
0.519 |
18.3% |
0.120 |
4.2% |
37% |
False |
False |
34,578 |
| 20 |
3.452 |
2.640 |
0.812 |
28.7% |
0.123 |
4.3% |
24% |
False |
False |
33,382 |
| 40 |
3.452 |
2.640 |
0.812 |
28.7% |
0.112 |
4.0% |
24% |
False |
False |
27,298 |
| 60 |
3.452 |
2.640 |
0.812 |
28.7% |
0.107 |
3.8% |
24% |
False |
False |
23,181 |
| 80 |
3.452 |
2.640 |
0.812 |
28.7% |
0.098 |
3.5% |
24% |
False |
False |
20,028 |
| 100 |
3.452 |
2.640 |
0.812 |
28.7% |
0.090 |
3.2% |
24% |
False |
False |
17,271 |
| 120 |
3.452 |
2.640 |
0.812 |
28.7% |
0.084 |
3.0% |
24% |
False |
False |
15,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.448 |
|
2.618 |
3.252 |
|
1.618 |
3.132 |
|
1.000 |
3.058 |
|
0.618 |
3.012 |
|
HIGH |
2.938 |
|
0.618 |
2.892 |
|
0.500 |
2.878 |
|
0.382 |
2.864 |
|
LOW |
2.818 |
|
0.618 |
2.744 |
|
1.000 |
2.698 |
|
1.618 |
2.624 |
|
2.618 |
2.504 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.880 |
| PP |
2.863 |
2.864 |
| S1 |
2.847 |
2.848 |
|