NYMEX Natural Gas Future December 2020
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.709 |
2.765 |
0.056 |
2.1% |
2.871 |
| High |
2.780 |
2.914 |
0.134 |
4.8% |
2.887 |
| Low |
2.693 |
2.700 |
0.007 |
0.3% |
2.525 |
| Close |
2.775 |
2.896 |
0.121 |
4.4% |
2.650 |
| Range |
0.087 |
0.214 |
0.127 |
146.0% |
0.362 |
| ATR |
0.132 |
0.138 |
0.006 |
4.4% |
0.000 |
| Volume |
41,700 |
5,625 |
-36,075 |
-86.5% |
660,691 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.401 |
3.014 |
|
| R3 |
3.265 |
3.187 |
2.955 |
|
| R2 |
3.051 |
3.051 |
2.935 |
|
| R1 |
2.973 |
2.973 |
2.916 |
3.012 |
| PP |
2.837 |
2.837 |
2.837 |
2.856 |
| S1 |
2.759 |
2.759 |
2.876 |
2.798 |
| S2 |
2.623 |
2.623 |
2.857 |
|
| S3 |
2.409 |
2.545 |
2.837 |
|
| S4 |
2.195 |
2.331 |
2.778 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.574 |
2.849 |
|
| R3 |
3.411 |
3.212 |
2.750 |
|
| R2 |
3.049 |
3.049 |
2.716 |
|
| R1 |
2.850 |
2.850 |
2.683 |
2.769 |
| PP |
2.687 |
2.687 |
2.687 |
2.647 |
| S1 |
2.488 |
2.488 |
2.617 |
2.407 |
| S2 |
2.325 |
2.325 |
2.584 |
|
| S3 |
1.963 |
2.126 |
2.550 |
|
| S4 |
1.601 |
1.764 |
2.451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.914 |
2.525 |
0.389 |
13.4% |
0.140 |
4.8% |
95% |
True |
False |
64,450 |
| 10 |
3.087 |
2.525 |
0.562 |
19.4% |
0.135 |
4.7% |
66% |
False |
False |
100,052 |
| 20 |
3.396 |
2.525 |
0.871 |
30.1% |
0.143 |
4.9% |
43% |
False |
False |
129,336 |
| 40 |
3.396 |
2.525 |
0.871 |
30.1% |
0.130 |
4.5% |
43% |
False |
False |
113,285 |
| 60 |
3.396 |
2.525 |
0.871 |
30.1% |
0.122 |
4.2% |
43% |
False |
False |
93,271 |
| 80 |
3.396 |
2.525 |
0.871 |
30.1% |
0.112 |
3.9% |
43% |
False |
False |
76,991 |
| 100 |
3.396 |
2.525 |
0.871 |
30.1% |
0.102 |
3.5% |
43% |
False |
False |
65,479 |
| 120 |
3.396 |
2.525 |
0.871 |
30.1% |
0.094 |
3.3% |
43% |
False |
False |
57,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.474 |
|
1.618 |
3.260 |
|
1.000 |
3.128 |
|
0.618 |
3.046 |
|
HIGH |
2.914 |
|
0.618 |
2.832 |
|
0.500 |
2.807 |
|
0.382 |
2.782 |
|
LOW |
2.700 |
|
0.618 |
2.568 |
|
1.000 |
2.486 |
|
1.618 |
2.354 |
|
2.618 |
2.140 |
|
4.250 |
1.791 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.858 |
| PP |
2.837 |
2.820 |
| S1 |
2.807 |
2.782 |
|