NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.979 |
2.832 |
-0.147 |
-4.9% |
2.980 |
| High |
2.993 |
2.873 |
-0.120 |
-4.0% |
3.159 |
| Low |
2.826 |
2.794 |
-0.032 |
-1.1% |
2.950 |
| Close |
2.847 |
2.826 |
-0.021 |
-0.7% |
3.083 |
| Range |
0.167 |
0.079 |
-0.088 |
-52.7% |
0.209 |
| ATR |
0.124 |
0.121 |
-0.003 |
-2.6% |
0.000 |
| Volume |
65,381 |
33,801 |
-31,580 |
-48.3% |
159,863 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.068 |
3.026 |
2.869 |
|
| R3 |
2.989 |
2.947 |
2.848 |
|
| R2 |
2.910 |
2.910 |
2.840 |
|
| R1 |
2.868 |
2.868 |
2.833 |
2.850 |
| PP |
2.831 |
2.831 |
2.831 |
2.822 |
| S1 |
2.789 |
2.789 |
2.819 |
2.771 |
| S2 |
2.752 |
2.752 |
2.812 |
|
| S3 |
2.673 |
2.710 |
2.804 |
|
| S4 |
2.594 |
2.631 |
2.783 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.596 |
3.198 |
|
| R3 |
3.482 |
3.387 |
3.140 |
|
| R2 |
3.273 |
3.273 |
3.121 |
|
| R1 |
3.178 |
3.178 |
3.102 |
3.226 |
| PP |
3.064 |
3.064 |
3.064 |
3.088 |
| S1 |
2.969 |
2.969 |
3.064 |
3.017 |
| S2 |
2.855 |
2.855 |
3.045 |
|
| S3 |
2.646 |
2.760 |
3.026 |
|
| S4 |
2.437 |
2.551 |
2.968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.159 |
2.794 |
0.365 |
12.9% |
0.119 |
4.2% |
9% |
False |
True |
37,583 |
| 10 |
3.206 |
2.794 |
0.412 |
14.6% |
0.116 |
4.1% |
8% |
False |
True |
36,656 |
| 20 |
3.452 |
2.794 |
0.658 |
23.3% |
0.119 |
4.2% |
5% |
False |
True |
29,263 |
| 40 |
3.452 |
2.794 |
0.658 |
23.3% |
0.113 |
4.0% |
5% |
False |
True |
25,278 |
| 60 |
3.452 |
2.794 |
0.658 |
23.3% |
0.103 |
3.6% |
5% |
False |
True |
21,215 |
| 80 |
3.452 |
2.794 |
0.658 |
23.3% |
0.094 |
3.3% |
5% |
False |
True |
18,145 |
| 100 |
3.452 |
2.756 |
0.696 |
24.6% |
0.086 |
3.0% |
10% |
False |
False |
15,650 |
| 120 |
3.452 |
2.750 |
0.702 |
24.8% |
0.079 |
2.8% |
11% |
False |
False |
13,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.209 |
|
2.618 |
3.080 |
|
1.618 |
3.001 |
|
1.000 |
2.952 |
|
0.618 |
2.922 |
|
HIGH |
2.873 |
|
0.618 |
2.843 |
|
0.500 |
2.834 |
|
0.382 |
2.824 |
|
LOW |
2.794 |
|
0.618 |
2.745 |
|
1.000 |
2.715 |
|
1.618 |
2.666 |
|
2.618 |
2.587 |
|
4.250 |
2.458 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.834 |
2.977 |
| PP |
2.831 |
2.926 |
| S1 |
2.829 |
2.876 |
|