NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.672 |
2.746 |
0.074 |
2.8% |
2.638 |
| High |
2.788 |
2.770 |
-0.018 |
-0.6% |
2.756 |
| Low |
2.671 |
2.680 |
0.009 |
0.3% |
2.597 |
| Close |
2.701 |
2.717 |
0.016 |
0.6% |
2.685 |
| Range |
0.117 |
0.090 |
-0.027 |
-23.1% |
0.159 |
| ATR |
0.081 |
0.082 |
0.001 |
0.8% |
0.000 |
| Volume |
47,287 |
46,596 |
-691 |
-1.5% |
125,276 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.945 |
2.767 |
|
| R3 |
2.902 |
2.855 |
2.742 |
|
| R2 |
2.812 |
2.812 |
2.734 |
|
| R1 |
2.765 |
2.765 |
2.725 |
2.744 |
| PP |
2.722 |
2.722 |
2.722 |
2.712 |
| S1 |
2.675 |
2.675 |
2.709 |
2.654 |
| S2 |
2.632 |
2.632 |
2.701 |
|
| S3 |
2.542 |
2.585 |
2.692 |
|
| S4 |
2.452 |
2.495 |
2.668 |
|
|
| 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 |
2.788 |
2.629 |
0.159 |
5.9% |
0.087 |
3.2% |
55% |
False |
False |
37,973 |
| 10 |
2.788 |
2.527 |
0.261 |
9.6% |
0.086 |
3.2% |
73% |
False |
False |
40,091 |
| 20 |
3.000 |
2.527 |
0.473 |
17.4% |
0.084 |
3.1% |
40% |
False |
False |
40,211 |
| 40 |
3.052 |
2.527 |
0.525 |
19.3% |
0.071 |
2.6% |
36% |
False |
False |
32,088 |
| 60 |
3.052 |
2.527 |
0.525 |
19.3% |
0.067 |
2.5% |
36% |
False |
False |
27,561 |
| 80 |
3.052 |
2.527 |
0.525 |
19.3% |
0.062 |
2.3% |
36% |
False |
False |
24,122 |
| 100 |
3.052 |
2.425 |
0.627 |
23.1% |
0.057 |
2.1% |
47% |
False |
False |
21,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.153 |
|
2.618 |
3.006 |
|
1.618 |
2.916 |
|
1.000 |
2.860 |
|
0.618 |
2.826 |
|
HIGH |
2.770 |
|
0.618 |
2.736 |
|
0.500 |
2.725 |
|
0.382 |
2.714 |
|
LOW |
2.680 |
|
0.618 |
2.624 |
|
1.000 |
2.590 |
|
1.618 |
2.534 |
|
2.618 |
2.444 |
|
4.250 |
2.298 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.725 |
2.730 |
| PP |
2.722 |
2.725 |
| S1 |
2.720 |
2.721 |
|