NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.756 |
2.521 |
-0.235 |
-8.5% |
2.823 |
| High |
2.764 |
2.632 |
-0.132 |
-4.8% |
2.977 |
| Low |
2.486 |
2.475 |
-0.011 |
-0.4% |
2.475 |
| Close |
2.515 |
2.586 |
0.071 |
2.8% |
2.586 |
| Range |
0.278 |
0.157 |
-0.121 |
-43.5% |
0.502 |
| ATR |
0.140 |
0.141 |
0.001 |
0.9% |
0.000 |
| Volume |
89,708 |
49,996 |
-39,712 |
-44.3% |
268,779 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.035 |
2.968 |
2.672 |
|
| R3 |
2.878 |
2.811 |
2.629 |
|
| R2 |
2.721 |
2.721 |
2.615 |
|
| R1 |
2.654 |
2.654 |
2.600 |
2.688 |
| PP |
2.564 |
2.564 |
2.564 |
2.581 |
| S1 |
2.497 |
2.497 |
2.572 |
2.531 |
| S2 |
2.407 |
2.407 |
2.557 |
|
| S3 |
2.250 |
2.340 |
2.543 |
|
| S4 |
2.093 |
2.183 |
2.500 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.185 |
3.888 |
2.862 |
|
| R3 |
3.683 |
3.386 |
2.724 |
|
| R2 |
3.181 |
3.181 |
2.678 |
|
| R1 |
2.884 |
2.884 |
2.632 |
2.782 |
| PP |
2.679 |
2.679 |
2.679 |
2.628 |
| S1 |
2.382 |
2.382 |
2.540 |
2.280 |
| S2 |
2.177 |
2.177 |
2.494 |
|
| S3 |
1.675 |
1.880 |
2.448 |
|
| S4 |
1.173 |
1.378 |
2.310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.977 |
2.475 |
0.502 |
19.4% |
0.182 |
7.0% |
22% |
False |
True |
53,755 |
| 10 |
2.977 |
2.475 |
0.502 |
19.4% |
0.145 |
5.6% |
22% |
False |
True |
40,234 |
| 20 |
3.159 |
2.475 |
0.684 |
26.5% |
0.133 |
5.2% |
16% |
False |
True |
39,123 |
| 40 |
3.452 |
2.475 |
0.977 |
37.8% |
0.119 |
4.6% |
11% |
False |
True |
30,934 |
| 60 |
3.452 |
2.475 |
0.977 |
37.8% |
0.116 |
4.5% |
11% |
False |
True |
26,531 |
| 80 |
3.452 |
2.475 |
0.977 |
37.8% |
0.105 |
4.0% |
11% |
False |
True |
22,916 |
| 100 |
3.452 |
2.475 |
0.977 |
37.8% |
0.097 |
3.7% |
11% |
False |
True |
19,692 |
| 120 |
3.452 |
2.475 |
0.977 |
37.8% |
0.089 |
3.4% |
11% |
False |
True |
17,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.299 |
|
2.618 |
3.043 |
|
1.618 |
2.886 |
|
1.000 |
2.789 |
|
0.618 |
2.729 |
|
HIGH |
2.632 |
|
0.618 |
2.572 |
|
0.500 |
2.554 |
|
0.382 |
2.535 |
|
LOW |
2.475 |
|
0.618 |
2.378 |
|
1.000 |
2.318 |
|
1.618 |
2.221 |
|
2.618 |
2.064 |
|
4.250 |
1.808 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.575 |
2.697 |
| PP |
2.564 |
2.660 |
| S1 |
2.554 |
2.623 |
|