NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.881 |
2.760 |
-0.121 |
-4.2% |
2.822 |
| High |
2.934 |
2.768 |
-0.166 |
-5.7% |
3.002 |
| Low |
2.740 |
2.484 |
-0.256 |
-9.3% |
2.756 |
| Close |
2.780 |
2.507 |
-0.273 |
-9.8% |
2.843 |
| Range |
0.194 |
0.284 |
0.090 |
46.4% |
0.246 |
| ATR |
0.137 |
0.148 |
0.011 |
8.3% |
0.000 |
| Volume |
142,878 |
269,563 |
126,685 |
88.7% |
403,466 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.257 |
2.663 |
|
| R3 |
3.154 |
2.973 |
2.585 |
|
| R2 |
2.870 |
2.870 |
2.559 |
|
| R1 |
2.689 |
2.689 |
2.533 |
2.638 |
| PP |
2.586 |
2.586 |
2.586 |
2.561 |
| S1 |
2.405 |
2.405 |
2.481 |
2.354 |
| S2 |
2.302 |
2.302 |
2.455 |
|
| S3 |
2.018 |
2.121 |
2.429 |
|
| S4 |
1.734 |
1.837 |
2.351 |
|
|
| 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 |
2.996 |
2.484 |
0.512 |
20.4% |
0.185 |
7.4% |
4% |
False |
True |
158,071 |
| 10 |
3.002 |
2.484 |
0.518 |
20.7% |
0.158 |
6.3% |
4% |
False |
True |
133,745 |
| 20 |
3.244 |
2.484 |
0.760 |
30.3% |
0.141 |
5.6% |
3% |
False |
True |
112,975 |
| 40 |
3.507 |
2.484 |
1.023 |
40.8% |
0.125 |
5.0% |
2% |
False |
True |
85,681 |
| 60 |
3.507 |
2.484 |
1.023 |
40.8% |
0.121 |
4.8% |
2% |
False |
True |
72,056 |
| 80 |
3.507 |
2.484 |
1.023 |
40.8% |
0.110 |
4.4% |
2% |
False |
True |
61,780 |
| 100 |
3.507 |
2.484 |
1.023 |
40.8% |
0.101 |
4.0% |
2% |
False |
True |
53,949 |
| 120 |
3.507 |
2.484 |
1.023 |
40.8% |
0.093 |
3.7% |
2% |
False |
True |
48,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.975 |
|
2.618 |
3.512 |
|
1.618 |
3.228 |
|
1.000 |
3.052 |
|
0.618 |
2.944 |
|
HIGH |
2.768 |
|
0.618 |
2.660 |
|
0.500 |
2.626 |
|
0.382 |
2.592 |
|
LOW |
2.484 |
|
0.618 |
2.308 |
|
1.000 |
2.200 |
|
1.618 |
2.024 |
|
2.618 |
1.740 |
|
4.250 |
1.277 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.626 |
2.728 |
| PP |
2.586 |
2.654 |
| S1 |
2.547 |
2.581 |
|