NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.720 |
2.704 |
-0.016 |
-0.6% |
2.664 |
| High |
2.759 |
2.808 |
0.049 |
1.8% |
2.767 |
| Low |
2.704 |
2.703 |
-0.001 |
0.0% |
2.639 |
| Close |
2.719 |
2.736 |
0.017 |
0.6% |
2.719 |
| Range |
0.055 |
0.105 |
0.050 |
90.9% |
0.128 |
| ATR |
0.066 |
0.069 |
0.003 |
4.2% |
0.000 |
| Volume |
6,754 |
14,445 |
7,691 |
113.9% |
35,145 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.064 |
3.005 |
2.794 |
|
| R3 |
2.959 |
2.900 |
2.765 |
|
| R2 |
2.854 |
2.854 |
2.755 |
|
| R1 |
2.795 |
2.795 |
2.746 |
2.825 |
| PP |
2.749 |
2.749 |
2.749 |
2.764 |
| S1 |
2.690 |
2.690 |
2.726 |
2.720 |
| S2 |
2.644 |
2.644 |
2.717 |
|
| S3 |
2.539 |
2.585 |
2.707 |
|
| S4 |
2.434 |
2.480 |
2.678 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.092 |
3.034 |
2.789 |
|
| R3 |
2.964 |
2.906 |
2.754 |
|
| R2 |
2.836 |
2.836 |
2.742 |
|
| R1 |
2.778 |
2.778 |
2.731 |
2.807 |
| PP |
2.708 |
2.708 |
2.708 |
2.723 |
| S1 |
2.650 |
2.650 |
2.707 |
2.679 |
| S2 |
2.580 |
2.580 |
2.696 |
|
| S3 |
2.452 |
2.522 |
2.684 |
|
| S4 |
2.324 |
2.394 |
2.649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.808 |
2.639 |
0.169 |
6.2% |
0.065 |
2.4% |
57% |
True |
False |
9,918 |
| 10 |
2.851 |
2.591 |
0.260 |
9.5% |
0.076 |
2.8% |
56% |
False |
False |
10,894 |
| 20 |
3.043 |
2.591 |
0.452 |
16.5% |
0.072 |
2.6% |
32% |
False |
False |
9,185 |
| 40 |
3.043 |
2.591 |
0.452 |
16.5% |
0.060 |
2.2% |
32% |
False |
False |
7,175 |
| 60 |
3.043 |
2.591 |
0.452 |
16.5% |
0.055 |
2.0% |
32% |
False |
False |
6,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.254 |
|
2.618 |
3.083 |
|
1.618 |
2.978 |
|
1.000 |
2.913 |
|
0.618 |
2.873 |
|
HIGH |
2.808 |
|
0.618 |
2.768 |
|
0.500 |
2.756 |
|
0.382 |
2.743 |
|
LOW |
2.703 |
|
0.618 |
2.638 |
|
1.000 |
2.598 |
|
1.618 |
2.533 |
|
2.618 |
2.428 |
|
4.250 |
2.257 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.756 |
2.752 |
| PP |
2.749 |
2.747 |
| S1 |
2.743 |
2.741 |
|