NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.762 |
-0.088 |
-3.1% |
2.802 |
| High |
2.851 |
2.788 |
-0.063 |
-2.2% |
2.937 |
| Low |
2.745 |
2.727 |
-0.018 |
-0.7% |
2.792 |
| Close |
2.768 |
2.740 |
-0.028 |
-1.0% |
2.895 |
| Range |
0.106 |
0.061 |
-0.045 |
-42.5% |
0.145 |
| ATR |
0.065 |
0.065 |
0.000 |
-0.5% |
0.000 |
| Volume |
12,274 |
6,658 |
-5,616 |
-45.8% |
42,342 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.898 |
2.774 |
|
| R3 |
2.874 |
2.837 |
2.757 |
|
| R2 |
2.813 |
2.813 |
2.751 |
|
| R1 |
2.776 |
2.776 |
2.746 |
2.764 |
| PP |
2.752 |
2.752 |
2.752 |
2.746 |
| S1 |
2.715 |
2.715 |
2.734 |
2.703 |
| S2 |
2.691 |
2.691 |
2.729 |
|
| S3 |
2.630 |
2.654 |
2.723 |
|
| S4 |
2.569 |
2.593 |
2.706 |
|
|
| 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 |
2.727 |
0.210 |
7.7% |
0.069 |
2.5% |
6% |
False |
True |
9,259 |
| 10 |
2.957 |
2.727 |
0.230 |
8.4% |
0.069 |
2.5% |
6% |
False |
True |
7,902 |
| 20 |
3.043 |
2.727 |
0.316 |
11.5% |
0.063 |
2.3% |
4% |
False |
True |
6,700 |
| 40 |
3.043 |
2.684 |
0.359 |
13.1% |
0.056 |
2.0% |
16% |
False |
False |
6,053 |
| 60 |
3.043 |
2.684 |
0.359 |
13.1% |
0.051 |
1.8% |
16% |
False |
False |
5,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.047 |
|
2.618 |
2.948 |
|
1.618 |
2.887 |
|
1.000 |
2.849 |
|
0.618 |
2.826 |
|
HIGH |
2.788 |
|
0.618 |
2.765 |
|
0.500 |
2.758 |
|
0.382 |
2.750 |
|
LOW |
2.727 |
|
0.618 |
2.689 |
|
1.000 |
2.666 |
|
1.618 |
2.628 |
|
2.618 |
2.567 |
|
4.250 |
2.468 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.758 |
2.832 |
| PP |
2.752 |
2.801 |
| S1 |
2.746 |
2.771 |
|