NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.582 |
2.638 |
0.056 |
2.2% |
2.786 |
| High |
2.640 |
2.653 |
0.013 |
0.5% |
2.817 |
| Low |
2.573 |
2.597 |
0.024 |
0.9% |
2.527 |
| Close |
2.608 |
2.637 |
0.029 |
1.1% |
2.608 |
| Range |
0.067 |
0.056 |
-0.011 |
-16.4% |
0.290 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.2% |
0.000 |
| Volume |
34,778 |
29,290 |
-5,488 |
-15.8% |
245,050 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.797 |
2.773 |
2.668 |
|
| R3 |
2.741 |
2.717 |
2.652 |
|
| R2 |
2.685 |
2.685 |
2.647 |
|
| R1 |
2.661 |
2.661 |
2.642 |
2.645 |
| PP |
2.629 |
2.629 |
2.629 |
2.621 |
| S1 |
2.605 |
2.605 |
2.632 |
2.589 |
| S2 |
2.573 |
2.573 |
2.627 |
|
| S3 |
2.517 |
2.549 |
2.622 |
|
| S4 |
2.461 |
2.493 |
2.606 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.521 |
3.354 |
2.768 |
|
| R3 |
3.231 |
3.064 |
2.688 |
|
| R2 |
2.941 |
2.941 |
2.661 |
|
| R1 |
2.774 |
2.774 |
2.635 |
2.713 |
| PP |
2.651 |
2.651 |
2.651 |
2.620 |
| S1 |
2.484 |
2.484 |
2.581 |
2.423 |
| S2 |
2.361 |
2.361 |
2.555 |
|
| S3 |
2.071 |
2.194 |
2.528 |
|
| S4 |
1.781 |
1.904 |
2.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.742 |
2.527 |
0.215 |
8.2% |
0.085 |
3.2% |
51% |
False |
False |
42,208 |
| 10 |
2.919 |
2.527 |
0.392 |
14.9% |
0.084 |
3.2% |
28% |
False |
False |
40,696 |
| 20 |
3.052 |
2.527 |
0.525 |
19.9% |
0.081 |
3.1% |
21% |
False |
False |
37,414 |
| 40 |
3.052 |
2.527 |
0.525 |
19.9% |
0.070 |
2.7% |
21% |
False |
False |
30,285 |
| 60 |
3.052 |
2.527 |
0.525 |
19.9% |
0.064 |
2.4% |
21% |
False |
False |
25,634 |
| 80 |
3.052 |
2.527 |
0.525 |
19.9% |
0.059 |
2.2% |
21% |
False |
False |
22,962 |
| 100 |
3.052 |
2.425 |
0.627 |
23.8% |
0.055 |
2.1% |
34% |
False |
False |
20,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.891 |
|
2.618 |
2.800 |
|
1.618 |
2.744 |
|
1.000 |
2.709 |
|
0.618 |
2.688 |
|
HIGH |
2.653 |
|
0.618 |
2.632 |
|
0.500 |
2.625 |
|
0.382 |
2.618 |
|
LOW |
2.597 |
|
0.618 |
2.562 |
|
1.000 |
2.541 |
|
1.618 |
2.506 |
|
2.618 |
2.450 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.633 |
2.630 |
| PP |
2.629 |
2.622 |
| S1 |
2.625 |
2.615 |
|