NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.032 |
2.949 |
-0.083 |
-2.7% |
2.872 |
| High |
3.064 |
3.087 |
0.023 |
0.8% |
3.087 |
| Low |
2.941 |
2.949 |
0.008 |
0.3% |
2.821 |
| Close |
2.976 |
2.995 |
0.019 |
0.6% |
2.995 |
| Range |
0.123 |
0.138 |
0.015 |
12.2% |
0.266 |
| ATR |
0.131 |
0.131 |
0.001 |
0.4% |
0.000 |
| Volume |
126,609 |
127,125 |
516 |
0.4% |
677,803 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.348 |
3.071 |
|
| R3 |
3.286 |
3.210 |
3.033 |
|
| R2 |
3.148 |
3.148 |
3.020 |
|
| R1 |
3.072 |
3.072 |
3.008 |
3.110 |
| PP |
3.010 |
3.010 |
3.010 |
3.030 |
| S1 |
2.934 |
2.934 |
2.982 |
2.972 |
| S2 |
2.872 |
2.872 |
2.970 |
|
| S3 |
2.734 |
2.796 |
2.957 |
|
| S4 |
2.596 |
2.658 |
2.919 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.646 |
3.141 |
|
| R3 |
3.500 |
3.380 |
3.068 |
|
| R2 |
3.234 |
3.234 |
3.044 |
|
| R1 |
3.114 |
3.114 |
3.019 |
3.174 |
| PP |
2.968 |
2.968 |
2.968 |
2.998 |
| S1 |
2.848 |
2.848 |
2.971 |
2.908 |
| S2 |
2.702 |
2.702 |
2.946 |
|
| S3 |
2.436 |
2.582 |
2.922 |
|
| S4 |
2.170 |
2.316 |
2.849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.087 |
2.821 |
0.266 |
8.9% |
0.134 |
4.5% |
65% |
True |
False |
135,560 |
| 10 |
3.393 |
2.821 |
0.572 |
19.1% |
0.143 |
4.8% |
30% |
False |
False |
152,473 |
| 20 |
3.396 |
2.821 |
0.575 |
19.2% |
0.132 |
4.4% |
30% |
False |
False |
134,185 |
| 40 |
3.396 |
2.821 |
0.575 |
19.2% |
0.130 |
4.3% |
30% |
False |
False |
106,675 |
| 60 |
3.396 |
2.821 |
0.575 |
19.2% |
0.116 |
3.9% |
30% |
False |
False |
85,617 |
| 80 |
3.396 |
2.709 |
0.687 |
22.9% |
0.106 |
3.5% |
42% |
False |
False |
70,174 |
| 100 |
3.396 |
2.637 |
0.759 |
25.3% |
0.096 |
3.2% |
47% |
False |
False |
59,699 |
| 120 |
3.396 |
2.637 |
0.759 |
25.3% |
0.088 |
3.0% |
47% |
False |
False |
52,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.674 |
|
2.618 |
3.448 |
|
1.618 |
3.310 |
|
1.000 |
3.225 |
|
0.618 |
3.172 |
|
HIGH |
3.087 |
|
0.618 |
3.034 |
|
0.500 |
3.018 |
|
0.382 |
3.002 |
|
LOW |
2.949 |
|
0.618 |
2.864 |
|
1.000 |
2.811 |
|
1.618 |
2.726 |
|
2.618 |
2.588 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.018 |
2.999 |
| PP |
3.010 |
2.998 |
| S1 |
3.003 |
2.996 |
|