NYMEX Natural Gas Future June 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 |
2.704 |
2.771 |
0.067 |
2.5% |
2.664 |
| High |
2.808 |
2.792 |
-0.016 |
-0.6% |
2.767 |
| Low |
2.703 |
2.719 |
0.016 |
0.6% |
2.639 |
| Close |
2.736 |
2.748 |
0.012 |
0.4% |
2.719 |
| Range |
0.105 |
0.073 |
-0.032 |
-30.5% |
0.128 |
| ATR |
0.069 |
0.069 |
0.000 |
0.4% |
0.000 |
| Volume |
14,445 |
14,310 |
-135 |
-0.9% |
35,145 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.933 |
2.788 |
|
| R3 |
2.899 |
2.860 |
2.768 |
|
| R2 |
2.826 |
2.826 |
2.761 |
|
| R1 |
2.787 |
2.787 |
2.755 |
2.770 |
| PP |
2.753 |
2.753 |
2.753 |
2.745 |
| S1 |
2.714 |
2.714 |
2.741 |
2.697 |
| S2 |
2.680 |
2.680 |
2.735 |
|
| S3 |
2.607 |
2.641 |
2.728 |
|
| S4 |
2.534 |
2.568 |
2.708 |
|
|
| 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 |
2.665 |
0.143 |
5.2% |
0.072 |
2.6% |
58% |
False |
False |
11,440 |
| 10 |
2.808 |
2.591 |
0.217 |
7.9% |
0.073 |
2.6% |
72% |
False |
False |
11,097 |
| 20 |
2.986 |
2.591 |
0.395 |
14.4% |
0.072 |
2.6% |
40% |
False |
False |
9,601 |
| 40 |
3.043 |
2.591 |
0.452 |
16.4% |
0.059 |
2.2% |
35% |
False |
False |
7,368 |
| 60 |
3.043 |
2.591 |
0.452 |
16.4% |
0.055 |
2.0% |
35% |
False |
False |
6,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.102 |
|
2.618 |
2.983 |
|
1.618 |
2.910 |
|
1.000 |
2.865 |
|
0.618 |
2.837 |
|
HIGH |
2.792 |
|
0.618 |
2.764 |
|
0.500 |
2.756 |
|
0.382 |
2.747 |
|
LOW |
2.719 |
|
0.618 |
2.674 |
|
1.000 |
2.646 |
|
1.618 |
2.601 |
|
2.618 |
2.528 |
|
4.250 |
2.409 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.756 |
2.756 |
| PP |
2.753 |
2.753 |
| S1 |
2.751 |
2.751 |
|