NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.866 |
2.756 |
-0.110 |
-3.8% |
2.802 |
| High |
2.918 |
2.764 |
-0.154 |
-5.3% |
2.975 |
| Low |
2.739 |
2.486 |
-0.253 |
-9.2% |
2.742 |
| Close |
2.778 |
2.515 |
-0.263 |
-9.5% |
2.832 |
| Range |
0.179 |
0.278 |
0.099 |
55.3% |
0.233 |
| ATR |
0.128 |
0.140 |
0.012 |
9.2% |
0.000 |
| Volume |
48,419 |
89,708 |
41,289 |
85.3% |
109,786 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.422 |
3.247 |
2.668 |
|
| R3 |
3.144 |
2.969 |
2.591 |
|
| R2 |
2.866 |
2.866 |
2.566 |
|
| R1 |
2.691 |
2.691 |
2.540 |
2.640 |
| PP |
2.588 |
2.588 |
2.588 |
2.563 |
| S1 |
2.413 |
2.413 |
2.490 |
2.362 |
| S2 |
2.310 |
2.310 |
2.464 |
|
| S3 |
2.032 |
2.135 |
2.439 |
|
| S4 |
1.754 |
1.857 |
2.362 |
|
|
| 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 |
2.486 |
0.491 |
19.5% |
0.174 |
6.9% |
6% |
False |
True |
48,612 |
| 10 |
2.977 |
2.486 |
0.491 |
19.5% |
0.150 |
5.9% |
6% |
False |
True |
40,431 |
| 20 |
3.206 |
2.486 |
0.720 |
28.6% |
0.133 |
5.3% |
4% |
False |
True |
38,806 |
| 40 |
3.452 |
2.486 |
0.966 |
38.4% |
0.117 |
4.7% |
3% |
False |
True |
30,302 |
| 60 |
3.452 |
2.486 |
0.966 |
38.4% |
0.114 |
4.5% |
3% |
False |
True |
25,856 |
| 80 |
3.452 |
2.486 |
0.966 |
38.4% |
0.103 |
4.1% |
3% |
False |
True |
22,361 |
| 100 |
3.452 |
2.486 |
0.966 |
38.4% |
0.096 |
3.8% |
3% |
False |
True |
19,232 |
| 120 |
3.452 |
2.486 |
0.966 |
38.4% |
0.088 |
3.5% |
3% |
False |
True |
17,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.946 |
|
2.618 |
3.492 |
|
1.618 |
3.214 |
|
1.000 |
3.042 |
|
0.618 |
2.936 |
|
HIGH |
2.764 |
|
0.618 |
2.658 |
|
0.500 |
2.625 |
|
0.382 |
2.592 |
|
LOW |
2.486 |
|
0.618 |
2.314 |
|
1.000 |
2.208 |
|
1.618 |
2.036 |
|
2.618 |
1.758 |
|
4.250 |
1.305 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.625 |
2.718 |
| PP |
2.588 |
2.650 |
| S1 |
2.552 |
2.583 |
|