NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.702 |
2.636 |
-0.066 |
-2.4% |
2.641 |
| High |
2.738 |
2.636 |
-0.102 |
-3.7% |
2.731 |
| Low |
2.620 |
2.405 |
-0.215 |
-8.2% |
2.593 |
| Close |
2.659 |
2.449 |
-0.210 |
-7.9% |
2.682 |
| Range |
0.118 |
0.231 |
0.113 |
95.8% |
0.138 |
| ATR |
0.077 |
0.090 |
0.013 |
16.4% |
0.000 |
| Volume |
20,155 |
50,334 |
30,179 |
149.7% |
60,757 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.190 |
3.050 |
2.576 |
|
| R3 |
2.959 |
2.819 |
2.513 |
|
| R2 |
2.728 |
2.728 |
2.491 |
|
| R1 |
2.588 |
2.588 |
2.470 |
2.543 |
| PP |
2.497 |
2.497 |
2.497 |
2.474 |
| S1 |
2.357 |
2.357 |
2.428 |
2.312 |
| S2 |
2.266 |
2.266 |
2.407 |
|
| S3 |
2.035 |
2.126 |
2.385 |
|
| S4 |
1.804 |
1.895 |
2.322 |
|
|
| 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 |
2.405 |
0.369 |
15.1% |
0.120 |
4.9% |
12% |
False |
True |
23,873 |
| 10 |
2.774 |
2.405 |
0.369 |
15.1% |
0.100 |
4.1% |
12% |
False |
True |
22,957 |
| 20 |
2.922 |
2.405 |
0.517 |
21.1% |
0.087 |
3.6% |
9% |
False |
True |
22,165 |
| 40 |
3.011 |
2.405 |
0.606 |
24.7% |
0.070 |
2.8% |
7% |
False |
True |
16,705 |
| 60 |
3.011 |
2.405 |
0.606 |
24.7% |
0.064 |
2.6% |
7% |
False |
True |
14,049 |
| 80 |
3.011 |
2.405 |
0.606 |
24.7% |
0.058 |
2.4% |
7% |
False |
True |
12,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.618 |
|
2.618 |
3.241 |
|
1.618 |
3.010 |
|
1.000 |
2.867 |
|
0.618 |
2.779 |
|
HIGH |
2.636 |
|
0.618 |
2.548 |
|
0.500 |
2.521 |
|
0.382 |
2.493 |
|
LOW |
2.405 |
|
0.618 |
2.262 |
|
1.000 |
2.174 |
|
1.618 |
2.031 |
|
2.618 |
1.800 |
|
4.250 |
1.423 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.521 |
2.583 |
| PP |
2.497 |
2.538 |
| S1 |
2.473 |
2.494 |
|