NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.823 |
2.821 |
-0.002 |
-0.1% |
2.980 |
| High |
2.892 |
2.843 |
-0.049 |
-1.7% |
3.159 |
| Low |
2.804 |
2.640 |
-0.164 |
-5.8% |
2.950 |
| Close |
2.818 |
2.703 |
-0.115 |
-4.1% |
3.083 |
| Range |
0.088 |
0.203 |
0.115 |
130.7% |
0.209 |
| ATR |
0.119 |
0.125 |
0.006 |
5.1% |
0.000 |
| Volume |
32,420 |
51,966 |
19,546 |
60.3% |
159,863 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.223 |
2.815 |
|
| R3 |
3.135 |
3.020 |
2.759 |
|
| R2 |
2.932 |
2.932 |
2.740 |
|
| R1 |
2.817 |
2.817 |
2.722 |
2.773 |
| PP |
2.729 |
2.729 |
2.729 |
2.707 |
| S1 |
2.614 |
2.614 |
2.684 |
2.570 |
| S2 |
2.526 |
2.526 |
2.666 |
|
| S3 |
2.323 |
2.411 |
2.647 |
|
| S4 |
2.120 |
2.208 |
2.591 |
|
|
| 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 |
2.640 |
0.519 |
19.2% |
0.131 |
4.8% |
12% |
False |
True |
42,444 |
| 10 |
3.159 |
2.640 |
0.519 |
19.2% |
0.122 |
4.5% |
12% |
False |
True |
38,012 |
| 20 |
3.452 |
2.640 |
0.812 |
30.0% |
0.124 |
4.6% |
8% |
False |
True |
31,792 |
| 40 |
3.452 |
2.640 |
0.812 |
30.0% |
0.114 |
4.2% |
8% |
False |
True |
26,319 |
| 60 |
3.452 |
2.640 |
0.812 |
30.0% |
0.106 |
3.9% |
8% |
False |
True |
22,246 |
| 80 |
3.452 |
2.640 |
0.812 |
30.0% |
0.096 |
3.5% |
8% |
False |
True |
19,008 |
| 100 |
3.452 |
2.640 |
0.812 |
30.0% |
0.087 |
3.2% |
8% |
False |
True |
16,336 |
| 120 |
3.452 |
2.640 |
0.812 |
30.0% |
0.081 |
3.0% |
8% |
False |
True |
14,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.706 |
|
2.618 |
3.374 |
|
1.618 |
3.171 |
|
1.000 |
3.046 |
|
0.618 |
2.968 |
|
HIGH |
2.843 |
|
0.618 |
2.765 |
|
0.500 |
2.742 |
|
0.382 |
2.718 |
|
LOW |
2.640 |
|
0.618 |
2.515 |
|
1.000 |
2.437 |
|
1.618 |
2.312 |
|
2.618 |
2.109 |
|
4.250 |
1.777 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.766 |
| PP |
2.729 |
2.745 |
| S1 |
2.716 |
2.724 |
|