NYMEX Natural Gas Future May 2021
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
2.701 |
2.586 |
-0.115 |
-4.3% |
2.780 |
High |
2.705 |
2.641 |
-0.064 |
-2.4% |
2.811 |
Low |
2.542 |
2.578 |
0.036 |
1.4% |
2.542 |
Close |
2.597 |
2.608 |
0.011 |
0.4% |
2.608 |
Range |
0.163 |
0.063 |
-0.100 |
-61.3% |
0.269 |
ATR |
0.075 |
0.074 |
-0.001 |
-1.1% |
0.000 |
Volume |
39,298 |
18,604 |
-20,694 |
-52.7% |
121,961 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.798 |
2.766 |
2.643 |
|
R3 |
2.735 |
2.703 |
2.625 |
|
R2 |
2.672 |
2.672 |
2.620 |
|
R1 |
2.640 |
2.640 |
2.614 |
2.656 |
PP |
2.609 |
2.609 |
2.609 |
2.617 |
S1 |
2.577 |
2.577 |
2.602 |
2.593 |
S2 |
2.546 |
2.546 |
2.596 |
|
S3 |
2.483 |
2.514 |
2.591 |
|
S4 |
2.420 |
2.451 |
2.573 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.461 |
3.303 |
2.756 |
|
R3 |
3.192 |
3.034 |
2.682 |
|
R2 |
2.923 |
2.923 |
2.657 |
|
R1 |
2.765 |
2.765 |
2.633 |
2.710 |
PP |
2.654 |
2.654 |
2.654 |
2.626 |
S1 |
2.496 |
2.496 |
2.583 |
2.441 |
S2 |
2.385 |
2.385 |
2.559 |
|
S3 |
2.116 |
2.227 |
2.534 |
|
S4 |
1.847 |
1.958 |
2.460 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.811 |
2.542 |
0.269 |
10.3% |
0.091 |
3.5% |
25% |
False |
False |
24,392 |
10 |
2.903 |
2.542 |
0.361 |
13.8% |
0.079 |
3.0% |
18% |
False |
False |
22,528 |
20 |
3.011 |
2.542 |
0.469 |
18.0% |
0.073 |
2.8% |
14% |
False |
False |
19,159 |
40 |
3.011 |
2.542 |
0.469 |
18.0% |
0.063 |
2.4% |
14% |
False |
False |
14,296 |
60 |
3.011 |
2.542 |
0.469 |
18.0% |
0.057 |
2.2% |
14% |
False |
False |
12,157 |
80 |
3.011 |
2.520 |
0.491 |
18.8% |
0.053 |
2.0% |
18% |
False |
False |
11,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.909 |
2.618 |
2.806 |
1.618 |
2.743 |
1.000 |
2.704 |
0.618 |
2.680 |
HIGH |
2.641 |
0.618 |
2.617 |
0.500 |
2.610 |
0.382 |
2.602 |
LOW |
2.578 |
0.618 |
2.539 |
1.000 |
2.515 |
1.618 |
2.476 |
2.618 |
2.413 |
4.250 |
2.310 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
2.610 |
2.639 |
PP |
2.609 |
2.629 |
S1 |
2.609 |
2.618 |
|