NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.771 |
2.741 |
-0.030 |
-1.1% |
2.664 |
| High |
2.792 |
2.772 |
-0.020 |
-0.7% |
2.767 |
| Low |
2.719 |
2.663 |
-0.056 |
-2.1% |
2.639 |
| Close |
2.748 |
2.701 |
-0.047 |
-1.7% |
2.719 |
| Range |
0.073 |
0.109 |
0.036 |
49.3% |
0.128 |
| ATR |
0.069 |
0.072 |
0.003 |
4.1% |
0.000 |
| Volume |
14,310 |
13,582 |
-728 |
-5.1% |
35,145 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.039 |
2.979 |
2.761 |
|
| R3 |
2.930 |
2.870 |
2.731 |
|
| R2 |
2.821 |
2.821 |
2.721 |
|
| R1 |
2.761 |
2.761 |
2.711 |
2.737 |
| PP |
2.712 |
2.712 |
2.712 |
2.700 |
| S1 |
2.652 |
2.652 |
2.691 |
2.628 |
| S2 |
2.603 |
2.603 |
2.681 |
|
| S3 |
2.494 |
2.543 |
2.671 |
|
| S4 |
2.385 |
2.434 |
2.641 |
|
|
| 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 |
2.663 |
0.145 |
5.4% |
0.083 |
3.1% |
26% |
False |
True |
12,380 |
| 10 |
2.808 |
2.591 |
0.217 |
8.0% |
0.078 |
2.9% |
51% |
False |
False |
11,790 |
| 20 |
2.957 |
2.591 |
0.366 |
13.6% |
0.073 |
2.7% |
30% |
False |
False |
9,846 |
| 40 |
3.043 |
2.591 |
0.452 |
16.7% |
0.061 |
2.3% |
24% |
False |
False |
7,570 |
| 60 |
3.043 |
2.591 |
0.452 |
16.7% |
0.056 |
2.1% |
24% |
False |
False |
6,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.057 |
|
1.618 |
2.948 |
|
1.000 |
2.881 |
|
0.618 |
2.839 |
|
HIGH |
2.772 |
|
0.618 |
2.730 |
|
0.500 |
2.718 |
|
0.382 |
2.705 |
|
LOW |
2.663 |
|
0.618 |
2.596 |
|
1.000 |
2.554 |
|
1.618 |
2.487 |
|
2.618 |
2.378 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.718 |
2.736 |
| PP |
2.712 |
2.724 |
| S1 |
2.707 |
2.713 |
|