NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.950 |
0.055 |
1.9% |
2.822 |
| High |
3.002 |
2.963 |
-0.039 |
-1.3% |
3.002 |
| Low |
2.838 |
2.828 |
-0.010 |
-0.4% |
2.756 |
| Close |
2.961 |
2.843 |
-0.118 |
-4.0% |
2.843 |
| Range |
0.164 |
0.135 |
-0.029 |
-17.7% |
0.246 |
| ATR |
0.128 |
0.128 |
0.001 |
0.4% |
0.000 |
| Volume |
112,015 |
94,072 |
-17,943 |
-16.0% |
403,466 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.283 |
3.198 |
2.917 |
|
| R3 |
3.148 |
3.063 |
2.880 |
|
| R2 |
3.013 |
3.013 |
2.868 |
|
| R1 |
2.928 |
2.928 |
2.855 |
2.903 |
| PP |
2.878 |
2.878 |
2.878 |
2.866 |
| S1 |
2.793 |
2.793 |
2.831 |
2.768 |
| S2 |
2.743 |
2.743 |
2.818 |
|
| S3 |
2.608 |
2.658 |
2.806 |
|
| S4 |
2.473 |
2.523 |
2.769 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.470 |
2.978 |
|
| R3 |
3.359 |
3.224 |
2.911 |
|
| R2 |
3.113 |
3.113 |
2.888 |
|
| R1 |
2.978 |
2.978 |
2.866 |
3.046 |
| PP |
2.867 |
2.867 |
2.867 |
2.901 |
| S1 |
2.732 |
2.732 |
2.820 |
2.800 |
| S2 |
2.621 |
2.621 |
2.798 |
|
| S3 |
2.375 |
2.486 |
2.775 |
|
| S4 |
2.129 |
2.240 |
2.708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.002 |
2.716 |
0.286 |
10.1% |
0.116 |
4.1% |
44% |
False |
False |
98,021 |
| 10 |
3.204 |
2.656 |
0.548 |
19.3% |
0.128 |
4.5% |
34% |
False |
False |
104,077 |
| 20 |
3.507 |
2.656 |
0.851 |
29.9% |
0.131 |
4.6% |
22% |
False |
False |
90,866 |
| 40 |
3.507 |
2.656 |
0.851 |
29.9% |
0.119 |
4.2% |
22% |
False |
False |
74,453 |
| 60 |
3.507 |
2.656 |
0.851 |
29.9% |
0.113 |
4.0% |
22% |
False |
False |
62,945 |
| 80 |
3.507 |
2.656 |
0.851 |
29.9% |
0.104 |
3.7% |
22% |
False |
False |
54,392 |
| 100 |
3.507 |
2.656 |
0.851 |
29.9% |
0.095 |
3.4% |
22% |
False |
False |
47,969 |
| 120 |
3.507 |
2.656 |
0.851 |
29.9% |
0.089 |
3.1% |
22% |
False |
False |
43,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.537 |
|
2.618 |
3.316 |
|
1.618 |
3.181 |
|
1.000 |
3.098 |
|
0.618 |
3.046 |
|
HIGH |
2.963 |
|
0.618 |
2.911 |
|
0.500 |
2.896 |
|
0.382 |
2.880 |
|
LOW |
2.828 |
|
0.618 |
2.745 |
|
1.000 |
2.693 |
|
1.618 |
2.610 |
|
2.618 |
2.475 |
|
4.250 |
2.254 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.901 |
| PP |
2.878 |
2.882 |
| S1 |
2.861 |
2.862 |
|