NYMEX Natural Gas Future January 2021
| 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 |
2.817 |
2.895 |
0.078 |
2.8% |
3.008 |
| High |
2.908 |
3.002 |
0.094 |
3.2% |
3.022 |
| Low |
2.800 |
2.838 |
0.038 |
1.4% |
2.656 |
| Close |
2.900 |
2.961 |
0.061 |
2.1% |
2.770 |
| Range |
0.108 |
0.164 |
0.056 |
51.9% |
0.366 |
| ATR |
0.125 |
0.128 |
0.003 |
2.2% |
0.000 |
| Volume |
110,031 |
112,015 |
1,984 |
1.8% |
557,548 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.426 |
3.357 |
3.051 |
|
| R3 |
3.262 |
3.193 |
3.006 |
|
| R2 |
3.098 |
3.098 |
2.991 |
|
| R1 |
3.029 |
3.029 |
2.976 |
3.064 |
| PP |
2.934 |
2.934 |
2.934 |
2.951 |
| S1 |
2.865 |
2.865 |
2.946 |
2.900 |
| S2 |
2.770 |
2.770 |
2.931 |
|
| S3 |
2.606 |
2.701 |
2.916 |
|
| S4 |
2.442 |
2.537 |
2.871 |
|
|
| 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 |
3.002 |
2.656 |
0.346 |
11.7% |
0.131 |
4.4% |
88% |
True |
False |
109,419 |
| 10 |
3.204 |
2.656 |
0.548 |
18.5% |
0.126 |
4.2% |
56% |
False |
False |
102,667 |
| 20 |
3.507 |
2.656 |
0.851 |
28.7% |
0.133 |
4.5% |
36% |
False |
False |
89,519 |
| 40 |
3.507 |
2.656 |
0.851 |
28.7% |
0.120 |
4.1% |
36% |
False |
False |
73,376 |
| 60 |
3.507 |
2.656 |
0.851 |
28.7% |
0.113 |
3.8% |
36% |
False |
False |
62,207 |
| 80 |
3.507 |
2.656 |
0.851 |
28.7% |
0.103 |
3.5% |
36% |
False |
False |
53,543 |
| 100 |
3.507 |
2.656 |
0.851 |
28.7% |
0.094 |
3.2% |
36% |
False |
False |
47,229 |
| 120 |
3.507 |
2.656 |
0.851 |
28.7% |
0.088 |
3.0% |
36% |
False |
False |
42,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.699 |
|
2.618 |
3.431 |
|
1.618 |
3.267 |
|
1.000 |
3.166 |
|
0.618 |
3.103 |
|
HIGH |
3.002 |
|
0.618 |
2.939 |
|
0.500 |
2.920 |
|
0.382 |
2.901 |
|
LOW |
2.838 |
|
0.618 |
2.737 |
|
1.000 |
2.674 |
|
1.618 |
2.573 |
|
2.618 |
2.409 |
|
4.250 |
2.141 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.947 |
2.934 |
| PP |
2.934 |
2.906 |
| S1 |
2.920 |
2.879 |
|