NYMEX Natural Gas Future May 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 |
2.666 |
2.739 |
0.073 |
2.7% |
2.641 |
| High |
2.774 |
2.761 |
-0.013 |
-0.5% |
2.731 |
| Low |
2.665 |
2.680 |
0.015 |
0.6% |
2.593 |
| Close |
2.698 |
2.712 |
0.014 |
0.5% |
2.682 |
| Range |
0.109 |
0.081 |
-0.028 |
-25.7% |
0.138 |
| ATR |
0.073 |
0.074 |
0.001 |
0.7% |
0.000 |
| Volume |
22,194 |
18,235 |
-3,959 |
-17.8% |
60,757 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.917 |
2.757 |
|
| R3 |
2.880 |
2.836 |
2.734 |
|
| R2 |
2.799 |
2.799 |
2.727 |
|
| R1 |
2.755 |
2.755 |
2.719 |
2.737 |
| PP |
2.718 |
2.718 |
2.718 |
2.708 |
| S1 |
2.674 |
2.674 |
2.705 |
2.656 |
| S2 |
2.637 |
2.637 |
2.697 |
|
| S3 |
2.556 |
2.593 |
2.690 |
|
| S4 |
2.475 |
2.512 |
2.667 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.083 |
3.020 |
2.758 |
|
| R3 |
2.945 |
2.882 |
2.720 |
|
| R2 |
2.807 |
2.807 |
2.707 |
|
| R1 |
2.744 |
2.744 |
2.695 |
2.776 |
| PP |
2.669 |
2.669 |
2.669 |
2.684 |
| S1 |
2.606 |
2.606 |
2.669 |
2.638 |
| S2 |
2.531 |
2.531 |
2.657 |
|
| S3 |
2.393 |
2.468 |
2.644 |
|
| S4 |
2.255 |
2.330 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.774 |
2.623 |
0.151 |
5.6% |
0.076 |
2.8% |
59% |
False |
False |
17,495 |
| 10 |
2.774 |
2.542 |
0.232 |
8.6% |
0.078 |
2.9% |
73% |
False |
False |
19,520 |
| 20 |
2.954 |
2.542 |
0.412 |
15.2% |
0.076 |
2.8% |
41% |
False |
False |
20,580 |
| 40 |
3.011 |
2.542 |
0.469 |
17.3% |
0.064 |
2.3% |
36% |
False |
False |
15,433 |
| 60 |
3.011 |
2.542 |
0.469 |
17.3% |
0.059 |
2.2% |
36% |
False |
False |
13,109 |
| 80 |
3.011 |
2.542 |
0.469 |
17.3% |
0.055 |
2.0% |
36% |
False |
False |
11,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.105 |
|
2.618 |
2.973 |
|
1.618 |
2.892 |
|
1.000 |
2.842 |
|
0.618 |
2.811 |
|
HIGH |
2.761 |
|
0.618 |
2.730 |
|
0.500 |
2.721 |
|
0.382 |
2.711 |
|
LOW |
2.680 |
|
0.618 |
2.630 |
|
1.000 |
2.599 |
|
1.618 |
2.549 |
|
2.618 |
2.468 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.721 |
2.720 |
| PP |
2.718 |
2.717 |
| S1 |
2.715 |
2.715 |
|