NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.884 |
2.850 |
-0.034 |
-1.2% |
2.802 |
| High |
2.937 |
2.851 |
-0.086 |
-2.9% |
2.937 |
| Low |
2.876 |
2.745 |
-0.131 |
-4.6% |
2.792 |
| Close |
2.895 |
2.768 |
-0.127 |
-4.4% |
2.895 |
| Range |
0.061 |
0.106 |
0.045 |
73.8% |
0.145 |
| ATR |
0.059 |
0.065 |
0.007 |
11.1% |
0.000 |
| Volume |
8,423 |
12,274 |
3,851 |
45.7% |
42,342 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
3.043 |
2.826 |
|
| R3 |
3.000 |
2.937 |
2.797 |
|
| R2 |
2.894 |
2.894 |
2.787 |
|
| R1 |
2.831 |
2.831 |
2.778 |
2.810 |
| PP |
2.788 |
2.788 |
2.788 |
2.777 |
| S1 |
2.725 |
2.725 |
2.758 |
2.704 |
| S2 |
2.682 |
2.682 |
2.749 |
|
| S3 |
2.576 |
2.619 |
2.739 |
|
| S4 |
2.470 |
2.513 |
2.710 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.247 |
2.975 |
|
| R3 |
3.165 |
3.102 |
2.935 |
|
| R2 |
3.020 |
3.020 |
2.922 |
|
| R1 |
2.957 |
2.957 |
2.908 |
2.989 |
| PP |
2.875 |
2.875 |
2.875 |
2.890 |
| S1 |
2.812 |
2.812 |
2.882 |
2.844 |
| S2 |
2.730 |
2.730 |
2.868 |
|
| S3 |
2.585 |
2.667 |
2.855 |
|
| S4 |
2.440 |
2.522 |
2.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.937 |
2.745 |
0.192 |
6.9% |
0.069 |
2.5% |
12% |
False |
True |
9,066 |
| 10 |
2.986 |
2.745 |
0.241 |
8.7% |
0.071 |
2.5% |
10% |
False |
True |
8,106 |
| 20 |
3.043 |
2.745 |
0.298 |
10.8% |
0.062 |
2.2% |
8% |
False |
True |
6,701 |
| 40 |
3.043 |
2.684 |
0.359 |
13.0% |
0.055 |
2.0% |
23% |
False |
False |
6,012 |
| 60 |
3.043 |
2.684 |
0.359 |
13.0% |
0.050 |
1.8% |
23% |
False |
False |
5,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.302 |
|
2.618 |
3.129 |
|
1.618 |
3.023 |
|
1.000 |
2.957 |
|
0.618 |
2.917 |
|
HIGH |
2.851 |
|
0.618 |
2.811 |
|
0.500 |
2.798 |
|
0.382 |
2.785 |
|
LOW |
2.745 |
|
0.618 |
2.679 |
|
1.000 |
2.639 |
|
1.618 |
2.573 |
|
2.618 |
2.467 |
|
4.250 |
2.295 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.841 |
| PP |
2.788 |
2.817 |
| S1 |
2.778 |
2.792 |
|