NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.692 |
2.720 |
0.028 |
1.0% |
2.638 |
| High |
2.756 |
2.742 |
-0.014 |
-0.5% |
2.756 |
| Low |
2.664 |
2.672 |
0.008 |
0.3% |
2.597 |
| Close |
2.734 |
2.685 |
-0.049 |
-1.8% |
2.685 |
| Range |
0.092 |
0.070 |
-0.022 |
-23.9% |
0.159 |
| ATR |
0.079 |
0.079 |
-0.001 |
-0.8% |
0.000 |
| Volume |
41,446 |
28,398 |
-13,048 |
-31.5% |
125,276 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.910 |
2.867 |
2.724 |
|
| R3 |
2.840 |
2.797 |
2.704 |
|
| R2 |
2.770 |
2.770 |
2.698 |
|
| R1 |
2.727 |
2.727 |
2.691 |
2.714 |
| PP |
2.700 |
2.700 |
2.700 |
2.693 |
| S1 |
2.657 |
2.657 |
2.679 |
2.644 |
| S2 |
2.630 |
2.630 |
2.672 |
|
| S3 |
2.560 |
2.587 |
2.666 |
|
| S4 |
2.490 |
2.517 |
2.647 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.080 |
2.772 |
|
| R3 |
2.997 |
2.921 |
2.729 |
|
| R2 |
2.838 |
2.838 |
2.714 |
|
| R1 |
2.762 |
2.762 |
2.700 |
2.800 |
| PP |
2.679 |
2.679 |
2.679 |
2.699 |
| S1 |
2.603 |
2.603 |
2.670 |
2.641 |
| S2 |
2.520 |
2.520 |
2.656 |
|
| S3 |
2.361 |
2.444 |
2.641 |
|
| S4 |
2.202 |
2.285 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.756 |
2.573 |
0.183 |
6.8% |
0.070 |
2.6% |
61% |
False |
False |
32,010 |
| 10 |
2.919 |
2.527 |
0.392 |
14.6% |
0.084 |
3.1% |
40% |
False |
False |
39,822 |
| 20 |
3.052 |
2.527 |
0.525 |
19.6% |
0.082 |
3.1% |
30% |
False |
False |
38,514 |
| 40 |
3.052 |
2.527 |
0.525 |
19.6% |
0.070 |
2.6% |
30% |
False |
False |
31,102 |
| 60 |
3.052 |
2.527 |
0.525 |
19.6% |
0.065 |
2.4% |
30% |
False |
False |
26,295 |
| 80 |
3.052 |
2.527 |
0.525 |
19.6% |
0.060 |
2.2% |
30% |
False |
False |
23,329 |
| 100 |
3.052 |
2.425 |
0.627 |
23.4% |
0.056 |
2.1% |
41% |
False |
False |
20,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.040 |
|
2.618 |
2.925 |
|
1.618 |
2.855 |
|
1.000 |
2.812 |
|
0.618 |
2.785 |
|
HIGH |
2.742 |
|
0.618 |
2.715 |
|
0.500 |
2.707 |
|
0.382 |
2.699 |
|
LOW |
2.672 |
|
0.618 |
2.629 |
|
1.000 |
2.602 |
|
1.618 |
2.559 |
|
2.618 |
2.489 |
|
4.250 |
2.375 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.707 |
2.693 |
| PP |
2.700 |
2.690 |
| S1 |
2.692 |
2.688 |
|