NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.871 |
2.684 |
-0.187 |
-6.5% |
2.872 |
| High |
2.887 |
2.732 |
-0.155 |
-5.4% |
3.087 |
| Low |
2.675 |
2.649 |
-0.026 |
-1.0% |
2.821 |
| Close |
2.697 |
2.692 |
-0.005 |
-0.2% |
2.995 |
| Range |
0.212 |
0.083 |
-0.129 |
-60.8% |
0.266 |
| ATR |
0.145 |
0.140 |
-0.004 |
-3.0% |
0.000 |
| Volume |
189,362 |
110,709 |
-78,653 |
-41.5% |
677,803 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.940 |
2.899 |
2.738 |
|
| R3 |
2.857 |
2.816 |
2.715 |
|
| R2 |
2.774 |
2.774 |
2.707 |
|
| R1 |
2.733 |
2.733 |
2.700 |
2.754 |
| PP |
2.691 |
2.691 |
2.691 |
2.701 |
| S1 |
2.650 |
2.650 |
2.684 |
2.671 |
| S2 |
2.608 |
2.608 |
2.677 |
|
| S3 |
2.525 |
2.567 |
2.669 |
|
| S4 |
2.442 |
2.484 |
2.646 |
|
|
| 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 |
2.649 |
0.438 |
16.3% |
0.140 |
5.2% |
10% |
False |
True |
138,741 |
| 10 |
3.113 |
2.649 |
0.464 |
17.2% |
0.135 |
5.0% |
9% |
False |
True |
148,382 |
| 20 |
3.396 |
2.649 |
0.747 |
27.7% |
0.137 |
5.1% |
6% |
False |
True |
140,747 |
| 40 |
3.396 |
2.649 |
0.747 |
27.7% |
0.132 |
4.9% |
6% |
False |
True |
111,170 |
| 60 |
3.396 |
2.649 |
0.747 |
27.7% |
0.118 |
4.4% |
6% |
False |
True |
89,809 |
| 80 |
3.396 |
2.649 |
0.747 |
27.7% |
0.108 |
4.0% |
6% |
False |
True |
73,577 |
| 100 |
3.396 |
2.649 |
0.747 |
27.7% |
0.098 |
3.7% |
6% |
False |
True |
62,387 |
| 120 |
3.396 |
2.637 |
0.759 |
28.2% |
0.090 |
3.3% |
7% |
False |
False |
54,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.085 |
|
2.618 |
2.949 |
|
1.618 |
2.866 |
|
1.000 |
2.815 |
|
0.618 |
2.783 |
|
HIGH |
2.732 |
|
0.618 |
2.700 |
|
0.500 |
2.691 |
|
0.382 |
2.681 |
|
LOW |
2.649 |
|
0.618 |
2.598 |
|
1.000 |
2.566 |
|
1.618 |
2.515 |
|
2.618 |
2.432 |
|
4.250 |
2.296 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.868 |
| PP |
2.691 |
2.809 |
| S1 |
2.691 |
2.751 |
|