NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.725 |
2.822 |
0.097 |
3.6% |
3.008 |
| High |
2.808 |
2.839 |
0.031 |
1.1% |
3.022 |
| Low |
2.716 |
2.756 |
0.040 |
1.5% |
2.656 |
| Close |
2.770 |
2.823 |
0.053 |
1.9% |
2.770 |
| Range |
0.092 |
0.083 |
-0.009 |
-9.8% |
0.366 |
| ATR |
0.130 |
0.126 |
-0.003 |
-2.6% |
0.000 |
| Volume |
86,639 |
87,348 |
709 |
0.8% |
557,548 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.055 |
3.022 |
2.869 |
|
| R3 |
2.972 |
2.939 |
2.846 |
|
| R2 |
2.889 |
2.889 |
2.838 |
|
| R1 |
2.856 |
2.856 |
2.831 |
2.873 |
| PP |
2.806 |
2.806 |
2.806 |
2.814 |
| S1 |
2.773 |
2.773 |
2.815 |
2.790 |
| S2 |
2.723 |
2.723 |
2.808 |
|
| S3 |
2.640 |
2.690 |
2.800 |
|
| S4 |
2.557 |
2.607 |
2.777 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.708 |
2.971 |
|
| R3 |
3.548 |
3.342 |
2.871 |
|
| R2 |
3.182 |
3.182 |
2.837 |
|
| R1 |
2.976 |
2.976 |
2.804 |
2.896 |
| PP |
2.816 |
2.816 |
2.816 |
2.776 |
| S1 |
2.610 |
2.610 |
2.736 |
2.530 |
| S2 |
2.450 |
2.450 |
2.703 |
|
| S3 |
2.084 |
2.244 |
2.669 |
|
| S4 |
1.718 |
1.878 |
2.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.917 |
2.656 |
0.261 |
9.2% |
0.112 |
4.0% |
64% |
False |
False |
100,762 |
| 10 |
3.204 |
2.656 |
0.548 |
19.4% |
0.125 |
4.4% |
30% |
False |
False |
98,923 |
| 20 |
3.507 |
2.656 |
0.851 |
30.1% |
0.130 |
4.6% |
20% |
False |
False |
82,585 |
| 40 |
3.507 |
2.656 |
0.851 |
30.1% |
0.121 |
4.3% |
20% |
False |
False |
70,078 |
| 60 |
3.507 |
2.656 |
0.851 |
30.1% |
0.111 |
3.9% |
20% |
False |
False |
59,828 |
| 80 |
3.507 |
2.656 |
0.851 |
30.1% |
0.102 |
3.6% |
20% |
False |
False |
51,781 |
| 100 |
3.507 |
2.656 |
0.851 |
30.1% |
0.093 |
3.3% |
20% |
False |
False |
45,754 |
| 120 |
3.507 |
2.656 |
0.851 |
30.1% |
0.086 |
3.1% |
20% |
False |
False |
41,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.192 |
|
2.618 |
3.056 |
|
1.618 |
2.973 |
|
1.000 |
2.922 |
|
0.618 |
2.890 |
|
HIGH |
2.839 |
|
0.618 |
2.807 |
|
0.500 |
2.798 |
|
0.382 |
2.788 |
|
LOW |
2.756 |
|
0.618 |
2.705 |
|
1.000 |
2.673 |
|
1.618 |
2.622 |
|
2.618 |
2.539 |
|
4.250 |
2.403 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.815 |
2.802 |
| PP |
2.806 |
2.781 |
| S1 |
2.798 |
2.761 |
|