NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.871 |
-0.078 |
-2.6% |
2.872 |
| High |
3.087 |
2.887 |
-0.200 |
-6.5% |
3.087 |
| Low |
2.949 |
2.675 |
-0.274 |
-9.3% |
2.821 |
| Close |
2.995 |
2.697 |
-0.298 |
-9.9% |
2.995 |
| Range |
0.138 |
0.212 |
0.074 |
53.6% |
0.266 |
| ATR |
0.131 |
0.145 |
0.013 |
10.3% |
0.000 |
| Volume |
127,125 |
189,362 |
62,237 |
49.0% |
677,803 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.255 |
2.814 |
|
| R3 |
3.177 |
3.043 |
2.755 |
|
| R2 |
2.965 |
2.965 |
2.736 |
|
| R1 |
2.831 |
2.831 |
2.716 |
2.792 |
| PP |
2.753 |
2.753 |
2.753 |
2.734 |
| S1 |
2.619 |
2.619 |
2.678 |
2.580 |
| S2 |
2.541 |
2.541 |
2.658 |
|
| S3 |
2.329 |
2.407 |
2.639 |
|
| S4 |
2.117 |
2.195 |
2.580 |
|
|
| 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 |
2.675 |
0.412 |
15.3% |
0.155 |
5.8% |
5% |
False |
True |
148,237 |
| 10 |
3.241 |
2.675 |
0.566 |
21.0% |
0.147 |
5.4% |
4% |
False |
True |
155,789 |
| 20 |
3.396 |
2.675 |
0.721 |
26.7% |
0.137 |
5.1% |
3% |
False |
True |
139,155 |
| 40 |
3.396 |
2.675 |
0.721 |
26.7% |
0.132 |
4.9% |
3% |
False |
True |
109,649 |
| 60 |
3.396 |
2.675 |
0.721 |
26.7% |
0.118 |
4.4% |
3% |
False |
True |
88,328 |
| 80 |
3.396 |
2.675 |
0.721 |
26.7% |
0.108 |
4.0% |
3% |
False |
True |
72,395 |
| 100 |
3.396 |
2.645 |
0.751 |
27.8% |
0.098 |
3.6% |
7% |
False |
False |
61,389 |
| 120 |
3.396 |
2.637 |
0.759 |
28.1% |
0.090 |
3.3% |
8% |
False |
False |
53,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.788 |
|
2.618 |
3.442 |
|
1.618 |
3.230 |
|
1.000 |
3.099 |
|
0.618 |
3.018 |
|
HIGH |
2.887 |
|
0.618 |
2.806 |
|
0.500 |
2.781 |
|
0.382 |
2.756 |
|
LOW |
2.675 |
|
0.618 |
2.544 |
|
1.000 |
2.463 |
|
1.618 |
2.332 |
|
2.618 |
2.120 |
|
4.250 |
1.774 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.781 |
2.881 |
| PP |
2.753 |
2.820 |
| S1 |
2.725 |
2.758 |
|