NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.823 |
-0.115 |
-3.9% |
2.802 |
| High |
2.938 |
2.977 |
0.039 |
1.3% |
2.975 |
| Low |
2.818 |
2.813 |
-0.005 |
-0.2% |
2.742 |
| Close |
2.832 |
2.865 |
0.033 |
1.2% |
2.832 |
| Range |
0.120 |
0.164 |
0.044 |
36.7% |
0.233 |
| ATR |
0.120 |
0.123 |
0.003 |
2.6% |
0.000 |
| Volume |
24,278 |
40,909 |
16,631 |
68.5% |
109,786 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.285 |
2.955 |
|
| R3 |
3.213 |
3.121 |
2.910 |
|
| R2 |
3.049 |
3.049 |
2.895 |
|
| R1 |
2.957 |
2.957 |
2.880 |
3.003 |
| PP |
2.885 |
2.885 |
2.885 |
2.908 |
| S1 |
2.793 |
2.793 |
2.850 |
2.839 |
| S2 |
2.721 |
2.721 |
2.835 |
|
| S3 |
2.557 |
2.629 |
2.820 |
|
| S4 |
2.393 |
2.465 |
2.775 |
|
|
| 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 |
2.977 |
2.742 |
0.235 |
8.2% |
0.123 |
4.3% |
52% |
True |
False |
30,139 |
| 10 |
2.993 |
2.640 |
0.353 |
12.3% |
0.124 |
4.3% |
64% |
False |
False |
35,803 |
| 20 |
3.448 |
2.640 |
0.808 |
28.2% |
0.125 |
4.3% |
28% |
False |
False |
34,161 |
| 40 |
3.452 |
2.640 |
0.812 |
28.3% |
0.114 |
4.0% |
28% |
False |
False |
27,549 |
| 60 |
3.452 |
2.640 |
0.812 |
28.3% |
0.109 |
3.8% |
28% |
False |
False |
23,688 |
| 80 |
3.452 |
2.640 |
0.812 |
28.3% |
0.099 |
3.4% |
28% |
False |
False |
20,423 |
| 100 |
3.452 |
2.640 |
0.812 |
28.3% |
0.091 |
3.2% |
28% |
False |
False |
17,615 |
| 120 |
3.452 |
2.640 |
0.812 |
28.3% |
0.084 |
2.9% |
28% |
False |
False |
15,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.674 |
|
2.618 |
3.406 |
|
1.618 |
3.242 |
|
1.000 |
3.141 |
|
0.618 |
3.078 |
|
HIGH |
2.977 |
|
0.618 |
2.914 |
|
0.500 |
2.895 |
|
0.382 |
2.876 |
|
LOW |
2.813 |
|
0.618 |
2.712 |
|
1.000 |
2.649 |
|
1.618 |
2.548 |
|
2.618 |
2.384 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.895 |
| PP |
2.885 |
2.885 |
| S1 |
2.875 |
2.875 |
|