NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.741 |
2.677 |
-0.064 |
-2.3% |
2.664 |
| High |
2.772 |
2.677 |
-0.095 |
-3.4% |
2.767 |
| Low |
2.663 |
2.452 |
-0.211 |
-7.9% |
2.639 |
| Close |
2.701 |
2.499 |
-0.202 |
-7.5% |
2.719 |
| Range |
0.109 |
0.225 |
0.116 |
106.4% |
0.128 |
| ATR |
0.072 |
0.085 |
0.013 |
17.5% |
0.000 |
| Volume |
13,582 |
41,130 |
27,548 |
202.8% |
35,145 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.218 |
3.083 |
2.623 |
|
| R3 |
2.993 |
2.858 |
2.561 |
|
| R2 |
2.768 |
2.768 |
2.540 |
|
| R1 |
2.633 |
2.633 |
2.520 |
2.588 |
| PP |
2.543 |
2.543 |
2.543 |
2.520 |
| S1 |
2.408 |
2.408 |
2.478 |
2.363 |
| S2 |
2.318 |
2.318 |
2.458 |
|
| S3 |
2.093 |
2.183 |
2.437 |
|
| S4 |
1.868 |
1.958 |
2.375 |
|
|
| 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 |
2.452 |
0.356 |
14.2% |
0.113 |
4.5% |
13% |
False |
True |
18,044 |
| 10 |
2.808 |
2.452 |
0.356 |
14.2% |
0.095 |
3.8% |
13% |
False |
True |
15,168 |
| 20 |
2.957 |
2.452 |
0.505 |
20.2% |
0.082 |
3.3% |
9% |
False |
True |
11,646 |
| 40 |
3.043 |
2.452 |
0.591 |
23.6% |
0.065 |
2.6% |
8% |
False |
True |
8,470 |
| 60 |
3.043 |
2.452 |
0.591 |
23.6% |
0.060 |
2.4% |
8% |
False |
True |
7,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.633 |
|
2.618 |
3.266 |
|
1.618 |
3.041 |
|
1.000 |
2.902 |
|
0.618 |
2.816 |
|
HIGH |
2.677 |
|
0.618 |
2.591 |
|
0.500 |
2.565 |
|
0.382 |
2.538 |
|
LOW |
2.452 |
|
0.618 |
2.313 |
|
1.000 |
2.227 |
|
1.618 |
2.088 |
|
2.618 |
1.863 |
|
4.250 |
1.496 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.565 |
2.622 |
| PP |
2.543 |
2.581 |
| S1 |
2.521 |
2.540 |
|