NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.750 |
2.752 |
0.002 |
0.1% |
2.899 |
| High |
2.764 |
2.817 |
0.053 |
1.9% |
2.920 |
| Low |
2.694 |
2.733 |
0.039 |
1.4% |
2.596 |
| Close |
2.751 |
2.809 |
0.058 |
2.1% |
2.709 |
| Range |
0.070 |
0.084 |
0.014 |
20.0% |
0.324 |
| ATR |
0.108 |
0.106 |
-0.002 |
-1.6% |
0.000 |
| Volume |
33,793 |
44,125 |
10,332 |
30.6% |
254,888 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.038 |
3.008 |
2.855 |
|
| R3 |
2.954 |
2.924 |
2.832 |
|
| R2 |
2.870 |
2.870 |
2.824 |
|
| R1 |
2.840 |
2.840 |
2.817 |
2.855 |
| PP |
2.786 |
2.786 |
2.786 |
2.794 |
| S1 |
2.756 |
2.756 |
2.801 |
2.771 |
| S2 |
2.702 |
2.702 |
2.794 |
|
| S3 |
2.618 |
2.672 |
2.786 |
|
| S4 |
2.534 |
2.588 |
2.763 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.714 |
3.535 |
2.887 |
|
| R3 |
3.390 |
3.211 |
2.798 |
|
| R2 |
3.066 |
3.066 |
2.768 |
|
| R1 |
2.887 |
2.887 |
2.739 |
2.815 |
| PP |
2.742 |
2.742 |
2.742 |
2.705 |
| S1 |
2.563 |
2.563 |
2.679 |
2.491 |
| S2 |
2.418 |
2.418 |
2.650 |
|
| S3 |
2.094 |
2.239 |
2.620 |
|
| S4 |
1.770 |
1.915 |
2.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.832 |
2.596 |
0.236 |
8.4% |
0.103 |
3.7% |
90% |
False |
False |
42,480 |
| 10 |
3.062 |
2.596 |
0.466 |
16.6% |
0.105 |
3.7% |
46% |
False |
False |
44,840 |
| 20 |
3.320 |
2.596 |
0.724 |
25.8% |
0.109 |
3.9% |
29% |
False |
False |
44,399 |
| 40 |
3.320 |
2.596 |
0.724 |
25.8% |
0.101 |
3.6% |
29% |
False |
False |
39,588 |
| 60 |
3.320 |
2.596 |
0.724 |
25.8% |
0.094 |
3.4% |
29% |
False |
False |
34,367 |
| 80 |
3.320 |
2.596 |
0.724 |
25.8% |
0.086 |
3.1% |
29% |
False |
False |
29,947 |
| 100 |
3.320 |
2.596 |
0.724 |
25.8% |
0.079 |
2.8% |
29% |
False |
False |
26,166 |
| 120 |
3.320 |
2.596 |
0.724 |
25.8% |
0.074 |
2.6% |
29% |
False |
False |
23,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.174 |
|
2.618 |
3.037 |
|
1.618 |
2.953 |
|
1.000 |
2.901 |
|
0.618 |
2.869 |
|
HIGH |
2.817 |
|
0.618 |
2.785 |
|
0.500 |
2.775 |
|
0.382 |
2.765 |
|
LOW |
2.733 |
|
0.618 |
2.681 |
|
1.000 |
2.649 |
|
1.618 |
2.597 |
|
2.618 |
2.513 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.785 |
| PP |
2.786 |
2.760 |
| S1 |
2.775 |
2.736 |
|