NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.899 |
2.778 |
-0.121 |
-4.2% |
2.905 |
| High |
2.920 |
2.818 |
-0.102 |
-3.5% |
3.062 |
| Low |
2.771 |
2.750 |
-0.021 |
-0.8% |
2.877 |
| Close |
2.795 |
2.777 |
-0.018 |
-0.6% |
2.997 |
| Range |
0.149 |
0.068 |
-0.081 |
-54.4% |
0.185 |
| ATR |
0.112 |
0.109 |
-0.003 |
-2.8% |
0.000 |
| Volume |
83,639 |
36,764 |
-46,875 |
-56.0% |
200,041 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.986 |
2.949 |
2.814 |
|
| R3 |
2.918 |
2.881 |
2.796 |
|
| R2 |
2.850 |
2.850 |
2.789 |
|
| R1 |
2.813 |
2.813 |
2.783 |
2.798 |
| PP |
2.782 |
2.782 |
2.782 |
2.774 |
| S1 |
2.745 |
2.745 |
2.771 |
2.730 |
| S2 |
2.714 |
2.714 |
2.765 |
|
| S3 |
2.646 |
2.677 |
2.758 |
|
| S4 |
2.578 |
2.609 |
2.740 |
|
|
| 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 |
2.750 |
0.312 |
11.2% |
0.107 |
3.9% |
9% |
False |
True |
47,199 |
| 10 |
3.112 |
2.750 |
0.362 |
13.0% |
0.106 |
3.8% |
7% |
False |
True |
47,055 |
| 20 |
3.320 |
2.750 |
0.570 |
20.5% |
0.107 |
3.9% |
5% |
False |
True |
41,194 |
| 40 |
3.320 |
2.750 |
0.570 |
20.5% |
0.102 |
3.7% |
5% |
False |
True |
37,971 |
| 60 |
3.320 |
2.750 |
0.570 |
20.5% |
0.092 |
3.3% |
5% |
False |
True |
32,769 |
| 80 |
3.320 |
2.750 |
0.570 |
20.5% |
0.084 |
3.0% |
5% |
False |
True |
28,302 |
| 100 |
3.320 |
2.660 |
0.660 |
23.8% |
0.077 |
2.8% |
18% |
False |
False |
24,693 |
| 120 |
3.320 |
2.653 |
0.667 |
24.0% |
0.071 |
2.6% |
19% |
False |
False |
22,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.107 |
|
2.618 |
2.996 |
|
1.618 |
2.928 |
|
1.000 |
2.886 |
|
0.618 |
2.860 |
|
HIGH |
2.818 |
|
0.618 |
2.792 |
|
0.500 |
2.784 |
|
0.382 |
2.776 |
|
LOW |
2.750 |
|
0.618 |
2.708 |
|
1.000 |
2.682 |
|
1.618 |
2.640 |
|
2.618 |
2.572 |
|
4.250 |
2.461 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.906 |
| PP |
2.782 |
2.863 |
| S1 |
2.779 |
2.820 |
|