NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.856 |
2.804 |
-0.052 |
-1.8% |
2.750 |
| High |
2.881 |
2.848 |
-0.033 |
-1.1% |
2.900 |
| Low |
2.763 |
2.685 |
-0.078 |
-2.8% |
2.694 |
| Close |
2.806 |
2.723 |
-0.083 |
-3.0% |
2.776 |
| Range |
0.118 |
0.163 |
0.045 |
38.1% |
0.206 |
| ATR |
0.112 |
0.115 |
0.004 |
3.3% |
0.000 |
| Volume |
50,380 |
48,713 |
-1,667 |
-3.3% |
153,751 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.241 |
3.145 |
2.813 |
|
| R3 |
3.078 |
2.982 |
2.768 |
|
| R2 |
2.915 |
2.915 |
2.753 |
|
| R1 |
2.819 |
2.819 |
2.738 |
2.786 |
| PP |
2.752 |
2.752 |
2.752 |
2.735 |
| S1 |
2.656 |
2.656 |
2.708 |
2.623 |
| S2 |
2.589 |
2.589 |
2.693 |
|
| S3 |
2.426 |
2.493 |
2.678 |
|
| S4 |
2.263 |
2.330 |
2.633 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.298 |
2.889 |
|
| R3 |
3.202 |
3.092 |
2.833 |
|
| R2 |
2.996 |
2.996 |
2.814 |
|
| R1 |
2.886 |
2.886 |
2.795 |
2.941 |
| PP |
2.790 |
2.790 |
2.790 |
2.818 |
| S1 |
2.680 |
2.680 |
2.757 |
2.735 |
| S2 |
2.584 |
2.584 |
2.738 |
|
| S3 |
2.378 |
2.474 |
2.719 |
|
| S4 |
2.172 |
2.268 |
2.663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.910 |
2.685 |
0.225 |
8.3% |
0.134 |
4.9% |
17% |
False |
True |
46,050 |
| 10 |
2.910 |
2.596 |
0.314 |
11.5% |
0.118 |
4.3% |
40% |
False |
False |
44,265 |
| 20 |
3.112 |
2.596 |
0.516 |
18.9% |
0.112 |
4.1% |
25% |
False |
False |
45,660 |
| 40 |
3.320 |
2.596 |
0.724 |
26.6% |
0.103 |
3.8% |
18% |
False |
False |
41,423 |
| 60 |
3.320 |
2.596 |
0.724 |
26.6% |
0.100 |
3.7% |
18% |
False |
False |
36,377 |
| 80 |
3.320 |
2.596 |
0.724 |
26.6% |
0.090 |
3.3% |
18% |
False |
False |
31,892 |
| 100 |
3.320 |
2.596 |
0.724 |
26.6% |
0.084 |
3.1% |
18% |
False |
False |
27,933 |
| 120 |
3.320 |
2.596 |
0.724 |
26.6% |
0.077 |
2.8% |
18% |
False |
False |
25,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.541 |
|
2.618 |
3.275 |
|
1.618 |
3.112 |
|
1.000 |
3.011 |
|
0.618 |
2.949 |
|
HIGH |
2.848 |
|
0.618 |
2.786 |
|
0.500 |
2.767 |
|
0.382 |
2.747 |
|
LOW |
2.685 |
|
0.618 |
2.584 |
|
1.000 |
2.522 |
|
1.618 |
2.421 |
|
2.618 |
2.258 |
|
4.250 |
1.992 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.798 |
| PP |
2.752 |
2.773 |
| S1 |
2.738 |
2.748 |
|