NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.804 |
2.706 |
-0.098 |
-3.5% |
2.750 |
| High |
2.848 |
2.709 |
-0.139 |
-4.9% |
2.900 |
| Low |
2.685 |
2.441 |
-0.244 |
-9.1% |
2.694 |
| Close |
2.723 |
2.476 |
-0.247 |
-9.1% |
2.776 |
| Range |
0.163 |
0.268 |
0.105 |
64.4% |
0.206 |
| ATR |
0.115 |
0.127 |
0.012 |
10.3% |
0.000 |
| Volume |
48,713 |
93,040 |
44,327 |
91.0% |
153,751 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.346 |
3.179 |
2.623 |
|
| R3 |
3.078 |
2.911 |
2.550 |
|
| R2 |
2.810 |
2.810 |
2.525 |
|
| R1 |
2.643 |
2.643 |
2.501 |
2.593 |
| PP |
2.542 |
2.542 |
2.542 |
2.517 |
| S1 |
2.375 |
2.375 |
2.451 |
2.325 |
| S2 |
2.274 |
2.274 |
2.427 |
|
| S3 |
2.006 |
2.107 |
2.402 |
|
| S4 |
1.738 |
1.839 |
2.329 |
|
|
| 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 |
2.441 |
0.469 |
18.9% |
0.160 |
6.5% |
7% |
False |
True |
55,728 |
| 10 |
2.910 |
2.441 |
0.469 |
18.9% |
0.137 |
5.5% |
7% |
False |
True |
50,307 |
| 20 |
3.112 |
2.441 |
0.671 |
27.1% |
0.122 |
4.9% |
5% |
False |
True |
48,446 |
| 40 |
3.320 |
2.441 |
0.879 |
35.5% |
0.107 |
4.3% |
4% |
False |
True |
42,744 |
| 60 |
3.320 |
2.441 |
0.879 |
35.5% |
0.103 |
4.2% |
4% |
False |
True |
37,486 |
| 80 |
3.320 |
2.441 |
0.879 |
35.5% |
0.093 |
3.8% |
4% |
False |
True |
32,886 |
| 100 |
3.320 |
2.441 |
0.879 |
35.5% |
0.086 |
3.5% |
4% |
False |
True |
28,749 |
| 120 |
3.320 |
2.441 |
0.879 |
35.5% |
0.079 |
3.2% |
4% |
False |
True |
25,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.848 |
|
2.618 |
3.411 |
|
1.618 |
3.143 |
|
1.000 |
2.977 |
|
0.618 |
2.875 |
|
HIGH |
2.709 |
|
0.618 |
2.607 |
|
0.500 |
2.575 |
|
0.382 |
2.543 |
|
LOW |
2.441 |
|
0.618 |
2.275 |
|
1.000 |
2.173 |
|
1.618 |
2.007 |
|
2.618 |
1.739 |
|
4.250 |
1.302 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.575 |
2.661 |
| PP |
2.542 |
2.599 |
| S1 |
2.509 |
2.538 |
|