NYMEX Natural Gas Future May 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 |
2.624 |
2.678 |
0.054 |
2.1% |
2.780 |
| High |
2.680 |
2.731 |
0.051 |
1.9% |
2.811 |
| Low |
2.623 |
2.658 |
0.035 |
1.3% |
2.542 |
| Close |
2.678 |
2.718 |
0.040 |
1.5% |
2.608 |
| Range |
0.057 |
0.073 |
0.016 |
28.1% |
0.269 |
| ATR |
0.071 |
0.071 |
0.000 |
0.2% |
0.000 |
| Volume |
12,439 |
26,160 |
13,721 |
110.3% |
121,961 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.921 |
2.893 |
2.758 |
|
| R3 |
2.848 |
2.820 |
2.738 |
|
| R2 |
2.775 |
2.775 |
2.731 |
|
| R1 |
2.747 |
2.747 |
2.725 |
2.761 |
| PP |
2.702 |
2.702 |
2.702 |
2.710 |
| S1 |
2.674 |
2.674 |
2.711 |
2.688 |
| S2 |
2.629 |
2.629 |
2.705 |
|
| S3 |
2.556 |
2.601 |
2.698 |
|
| S4 |
2.483 |
2.528 |
2.678 |
|
|
| 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 |
2.731 |
2.542 |
0.189 |
7.0% |
0.081 |
3.0% |
93% |
True |
False |
22,041 |
| 10 |
2.903 |
2.542 |
0.361 |
13.3% |
0.076 |
2.8% |
49% |
False |
False |
20,964 |
| 20 |
3.011 |
2.542 |
0.469 |
17.3% |
0.075 |
2.8% |
38% |
False |
False |
20,275 |
| 40 |
3.011 |
2.542 |
0.469 |
17.3% |
0.063 |
2.3% |
38% |
False |
False |
15,052 |
| 60 |
3.011 |
2.542 |
0.469 |
17.3% |
0.057 |
2.1% |
38% |
False |
False |
12,718 |
| 80 |
3.011 |
2.542 |
0.469 |
17.3% |
0.053 |
2.0% |
38% |
False |
False |
11,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.041 |
|
2.618 |
2.922 |
|
1.618 |
2.849 |
|
1.000 |
2.804 |
|
0.618 |
2.776 |
|
HIGH |
2.731 |
|
0.618 |
2.703 |
|
0.500 |
2.695 |
|
0.382 |
2.686 |
|
LOW |
2.658 |
|
0.618 |
2.613 |
|
1.000 |
2.585 |
|
1.618 |
2.540 |
|
2.618 |
2.467 |
|
4.250 |
2.348 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.710 |
2.699 |
| PP |
2.702 |
2.681 |
| S1 |
2.695 |
2.662 |
|