NYMEX Natural Gas Future April 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 |
2.638 |
2.637 |
-0.001 |
0.0% |
2.786 |
| High |
2.653 |
2.693 |
0.040 |
1.5% |
2.817 |
| Low |
2.597 |
2.629 |
0.032 |
1.2% |
2.527 |
| Close |
2.637 |
2.691 |
0.054 |
2.0% |
2.608 |
| Range |
0.056 |
0.064 |
0.008 |
14.3% |
0.290 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.4% |
0.000 |
| Volume |
29,290 |
26,142 |
-3,148 |
-10.7% |
245,050 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.863 |
2.841 |
2.726 |
|
| R3 |
2.799 |
2.777 |
2.709 |
|
| R2 |
2.735 |
2.735 |
2.703 |
|
| R1 |
2.713 |
2.713 |
2.697 |
2.724 |
| PP |
2.671 |
2.671 |
2.671 |
2.677 |
| S1 |
2.649 |
2.649 |
2.685 |
2.660 |
| S2 |
2.607 |
2.607 |
2.679 |
|
| S3 |
2.543 |
2.585 |
2.673 |
|
| S4 |
2.479 |
2.521 |
2.656 |
|
|
| 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 |
2.734 |
2.527 |
0.207 |
7.7% |
0.085 |
3.2% |
79% |
False |
False |
40,252 |
| 10 |
2.919 |
2.527 |
0.392 |
14.6% |
0.083 |
3.1% |
42% |
False |
False |
39,422 |
| 20 |
3.052 |
2.527 |
0.525 |
19.5% |
0.080 |
3.0% |
31% |
False |
False |
37,531 |
| 40 |
3.052 |
2.527 |
0.525 |
19.5% |
0.070 |
2.6% |
31% |
False |
False |
30,291 |
| 60 |
3.052 |
2.527 |
0.525 |
19.5% |
0.064 |
2.4% |
31% |
False |
False |
25,779 |
| 80 |
3.052 |
2.527 |
0.525 |
19.5% |
0.059 |
2.2% |
31% |
False |
False |
22,934 |
| 100 |
3.052 |
2.425 |
0.627 |
23.3% |
0.055 |
2.0% |
42% |
False |
False |
20,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.861 |
|
1.618 |
2.797 |
|
1.000 |
2.757 |
|
0.618 |
2.733 |
|
HIGH |
2.693 |
|
0.618 |
2.669 |
|
0.500 |
2.661 |
|
0.382 |
2.653 |
|
LOW |
2.629 |
|
0.618 |
2.589 |
|
1.000 |
2.565 |
|
1.618 |
2.525 |
|
2.618 |
2.461 |
|
4.250 |
2.357 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.681 |
2.672 |
| PP |
2.671 |
2.652 |
| S1 |
2.661 |
2.633 |
|