NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.772 |
2.783 |
0.011 |
0.4% |
2.905 |
| High |
2.832 |
2.793 |
-0.039 |
-1.4% |
3.062 |
| Low |
2.755 |
2.596 |
-0.159 |
-5.8% |
2.877 |
| Close |
2.767 |
2.659 |
-0.108 |
-3.9% |
2.997 |
| Range |
0.077 |
0.197 |
0.120 |
155.8% |
0.185 |
| ATR |
0.107 |
0.113 |
0.006 |
6.1% |
0.000 |
| Volume |
32,626 |
65,862 |
33,236 |
101.9% |
200,041 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.163 |
2.767 |
|
| R3 |
3.077 |
2.966 |
2.713 |
|
| R2 |
2.880 |
2.880 |
2.695 |
|
| R1 |
2.769 |
2.769 |
2.677 |
2.726 |
| PP |
2.683 |
2.683 |
2.683 |
2.661 |
| S1 |
2.572 |
2.572 |
2.641 |
2.529 |
| S2 |
2.486 |
2.486 |
2.623 |
|
| S3 |
2.289 |
2.375 |
2.605 |
|
| S4 |
2.092 |
2.178 |
2.551 |
|
|
| 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 |
2.596 |
0.466 |
17.5% |
0.120 |
4.5% |
14% |
False |
True |
50,680 |
| 10 |
3.062 |
2.596 |
0.466 |
17.5% |
0.111 |
4.2% |
14% |
False |
True |
47,834 |
| 20 |
3.320 |
2.596 |
0.724 |
27.2% |
0.112 |
4.2% |
9% |
False |
True |
43,093 |
| 40 |
3.320 |
2.596 |
0.724 |
27.2% |
0.102 |
3.8% |
9% |
False |
True |
39,021 |
| 60 |
3.320 |
2.596 |
0.724 |
27.2% |
0.095 |
3.6% |
9% |
False |
True |
33,838 |
| 80 |
3.320 |
2.596 |
0.724 |
27.2% |
0.086 |
3.2% |
9% |
False |
True |
29,202 |
| 100 |
3.320 |
2.596 |
0.724 |
27.2% |
0.079 |
3.0% |
9% |
False |
True |
25,435 |
| 120 |
3.320 |
2.596 |
0.724 |
27.2% |
0.073 |
2.7% |
9% |
False |
True |
23,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.309 |
|
1.618 |
3.112 |
|
1.000 |
2.990 |
|
0.618 |
2.915 |
|
HIGH |
2.793 |
|
0.618 |
2.718 |
|
0.500 |
2.695 |
|
0.382 |
2.671 |
|
LOW |
2.596 |
|
0.618 |
2.474 |
|
1.000 |
2.399 |
|
1.618 |
2.277 |
|
2.618 |
2.080 |
|
4.250 |
1.759 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.714 |
| PP |
2.683 |
2.696 |
| S1 |
2.671 |
2.677 |
|