NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.851 |
2.786 |
-0.065 |
-2.3% |
2.777 |
| High |
2.919 |
2.817 |
-0.102 |
-3.5% |
2.919 |
| Low |
2.843 |
2.706 |
-0.137 |
-4.8% |
2.764 |
| Close |
2.872 |
2.726 |
-0.146 |
-5.1% |
2.872 |
| Range |
0.076 |
0.111 |
0.035 |
46.1% |
0.155 |
| ATR |
0.070 |
0.077 |
0.007 |
9.7% |
0.000 |
| Volume |
27,902 |
63,297 |
35,395 |
126.9% |
171,817 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.083 |
3.015 |
2.787 |
|
| R3 |
2.972 |
2.904 |
2.757 |
|
| R2 |
2.861 |
2.861 |
2.746 |
|
| R1 |
2.793 |
2.793 |
2.736 |
2.772 |
| PP |
2.750 |
2.750 |
2.750 |
2.739 |
| S1 |
2.682 |
2.682 |
2.716 |
2.661 |
| S2 |
2.639 |
2.639 |
2.706 |
|
| S3 |
2.528 |
2.571 |
2.695 |
|
| S4 |
2.417 |
2.460 |
2.665 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.317 |
3.249 |
2.957 |
|
| R3 |
3.162 |
3.094 |
2.915 |
|
| R2 |
3.007 |
3.007 |
2.900 |
|
| R1 |
2.939 |
2.939 |
2.886 |
2.973 |
| PP |
2.852 |
2.852 |
2.852 |
2.869 |
| S1 |
2.784 |
2.784 |
2.858 |
2.818 |
| S2 |
2.697 |
2.697 |
2.844 |
|
| S3 |
2.542 |
2.629 |
2.829 |
|
| S4 |
2.387 |
2.474 |
2.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.919 |
2.706 |
0.213 |
7.8% |
0.084 |
3.1% |
9% |
False |
True |
39,183 |
| 10 |
3.000 |
2.706 |
0.294 |
10.8% |
0.083 |
3.0% |
7% |
False |
True |
40,331 |
| 20 |
3.052 |
2.706 |
0.346 |
12.7% |
0.074 |
2.7% |
6% |
False |
True |
32,539 |
| 40 |
3.052 |
2.681 |
0.371 |
13.6% |
0.067 |
2.5% |
12% |
False |
False |
27,729 |
| 60 |
3.052 |
2.681 |
0.371 |
13.6% |
0.061 |
2.2% |
12% |
False |
False |
23,438 |
| 80 |
3.052 |
2.489 |
0.563 |
20.7% |
0.057 |
2.1% |
42% |
False |
False |
20,994 |
| 100 |
3.052 |
2.423 |
0.629 |
23.1% |
0.052 |
1.9% |
48% |
False |
False |
18,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.289 |
|
2.618 |
3.108 |
|
1.618 |
2.997 |
|
1.000 |
2.928 |
|
0.618 |
2.886 |
|
HIGH |
2.817 |
|
0.618 |
2.775 |
|
0.500 |
2.762 |
|
0.382 |
2.748 |
|
LOW |
2.706 |
|
0.618 |
2.637 |
|
1.000 |
2.595 |
|
1.618 |
2.526 |
|
2.618 |
2.415 |
|
4.250 |
2.234 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.813 |
| PP |
2.750 |
2.784 |
| S1 |
2.738 |
2.755 |
|