NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.637 |
2.692 |
0.055 |
2.1% |
2.786 |
| High |
2.693 |
2.756 |
0.063 |
2.3% |
2.817 |
| Low |
2.629 |
2.664 |
0.035 |
1.3% |
2.527 |
| Close |
2.691 |
2.734 |
0.043 |
1.6% |
2.608 |
| Range |
0.064 |
0.092 |
0.028 |
43.8% |
0.290 |
| ATR |
0.078 |
0.079 |
0.001 |
1.3% |
0.000 |
| Volume |
26,142 |
41,446 |
15,304 |
58.5% |
245,050 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.994 |
2.956 |
2.785 |
|
| R3 |
2.902 |
2.864 |
2.759 |
|
| R2 |
2.810 |
2.810 |
2.751 |
|
| R1 |
2.772 |
2.772 |
2.742 |
2.791 |
| PP |
2.718 |
2.718 |
2.718 |
2.728 |
| S1 |
2.680 |
2.680 |
2.726 |
2.699 |
| S2 |
2.626 |
2.626 |
2.717 |
|
| S3 |
2.534 |
2.588 |
2.709 |
|
| S4 |
2.442 |
2.496 |
2.683 |
|
|
| 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 |
2.756 |
2.527 |
0.229 |
8.4% |
0.091 |
3.3% |
90% |
True |
False |
41,914 |
| 10 |
2.919 |
2.527 |
0.392 |
14.3% |
0.084 |
3.1% |
53% |
False |
False |
40,081 |
| 20 |
3.052 |
2.527 |
0.525 |
19.2% |
0.083 |
3.0% |
39% |
False |
False |
38,632 |
| 40 |
3.052 |
2.527 |
0.525 |
19.2% |
0.071 |
2.6% |
39% |
False |
False |
30,985 |
| 60 |
3.052 |
2.527 |
0.525 |
19.2% |
0.065 |
2.4% |
39% |
False |
False |
26,162 |
| 80 |
3.052 |
2.527 |
0.525 |
19.2% |
0.059 |
2.2% |
39% |
False |
False |
23,176 |
| 100 |
3.052 |
2.425 |
0.627 |
22.9% |
0.055 |
2.0% |
49% |
False |
False |
20,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.147 |
|
2.618 |
2.997 |
|
1.618 |
2.905 |
|
1.000 |
2.848 |
|
0.618 |
2.813 |
|
HIGH |
2.756 |
|
0.618 |
2.721 |
|
0.500 |
2.710 |
|
0.382 |
2.699 |
|
LOW |
2.664 |
|
0.618 |
2.607 |
|
1.000 |
2.572 |
|
1.618 |
2.515 |
|
2.618 |
2.423 |
|
4.250 |
2.273 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.726 |
2.715 |
| PP |
2.718 |
2.696 |
| S1 |
2.710 |
2.677 |
|