NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.961 |
2.899 |
-0.062 |
-2.1% |
2.905 |
| High |
3.062 |
2.920 |
-0.142 |
-4.6% |
3.062 |
| Low |
2.954 |
2.771 |
-0.183 |
-6.2% |
2.877 |
| Close |
2.997 |
2.795 |
-0.202 |
-6.7% |
2.997 |
| Range |
0.108 |
0.149 |
0.041 |
38.0% |
0.185 |
| ATR |
0.103 |
0.112 |
0.009 |
8.5% |
0.000 |
| Volume |
34,509 |
83,639 |
49,130 |
142.4% |
200,041 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.276 |
3.184 |
2.877 |
|
| R3 |
3.127 |
3.035 |
2.836 |
|
| R2 |
2.978 |
2.978 |
2.822 |
|
| R1 |
2.886 |
2.886 |
2.809 |
2.858 |
| PP |
2.829 |
2.829 |
2.829 |
2.814 |
| S1 |
2.737 |
2.737 |
2.781 |
2.709 |
| S2 |
2.680 |
2.680 |
2.768 |
|
| S3 |
2.531 |
2.588 |
2.754 |
|
| S4 |
2.382 |
2.439 |
2.713 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.534 |
3.450 |
3.099 |
|
| R3 |
3.349 |
3.265 |
3.048 |
|
| R2 |
3.164 |
3.164 |
3.031 |
|
| R1 |
3.080 |
3.080 |
3.014 |
3.122 |
| PP |
2.979 |
2.979 |
2.979 |
3.000 |
| S1 |
2.895 |
2.895 |
2.980 |
2.937 |
| S2 |
2.794 |
2.794 |
2.963 |
|
| S3 |
2.609 |
2.710 |
2.946 |
|
| S4 |
2.424 |
2.525 |
2.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.062 |
2.771 |
0.291 |
10.4% |
0.117 |
4.2% |
8% |
False |
True |
49,051 |
| 10 |
3.211 |
2.771 |
0.440 |
15.7% |
0.116 |
4.1% |
5% |
False |
True |
49,276 |
| 20 |
3.320 |
2.771 |
0.549 |
19.6% |
0.108 |
3.9% |
4% |
False |
True |
40,786 |
| 40 |
3.320 |
2.771 |
0.549 |
19.6% |
0.102 |
3.6% |
4% |
False |
True |
37,559 |
| 60 |
3.320 |
2.771 |
0.549 |
19.6% |
0.092 |
3.3% |
4% |
False |
True |
32,318 |
| 80 |
3.320 |
2.739 |
0.581 |
20.8% |
0.084 |
3.0% |
10% |
False |
False |
27,962 |
| 100 |
3.320 |
2.660 |
0.660 |
23.6% |
0.077 |
2.8% |
20% |
False |
False |
24,409 |
| 120 |
3.320 |
2.653 |
0.667 |
23.9% |
0.071 |
2.6% |
21% |
False |
False |
22,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.553 |
|
2.618 |
3.310 |
|
1.618 |
3.161 |
|
1.000 |
3.069 |
|
0.618 |
3.012 |
|
HIGH |
2.920 |
|
0.618 |
2.863 |
|
0.500 |
2.846 |
|
0.382 |
2.828 |
|
LOW |
2.771 |
|
0.618 |
2.679 |
|
1.000 |
2.622 |
|
1.618 |
2.530 |
|
2.618 |
2.381 |
|
4.250 |
2.138 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.846 |
2.917 |
| PP |
2.829 |
2.876 |
| S1 |
2.812 |
2.836 |
|