NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.713 |
2.802 |
0.089 |
3.3% |
2.979 |
| High |
2.789 |
2.820 |
0.031 |
1.1% |
2.993 |
| Low |
2.701 |
2.742 |
0.041 |
1.5% |
2.640 |
| Close |
2.755 |
2.806 |
0.051 |
1.9% |
2.755 |
| Range |
0.088 |
0.078 |
-0.010 |
-11.4% |
0.353 |
| ATR |
0.122 |
0.119 |
-0.003 |
-2.6% |
0.000 |
| Volume |
23,776 |
21,128 |
-2,648 |
-11.1% |
207,344 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.023 |
2.993 |
2.849 |
|
| R3 |
2.945 |
2.915 |
2.827 |
|
| R2 |
2.867 |
2.867 |
2.820 |
|
| R1 |
2.837 |
2.837 |
2.813 |
2.852 |
| PP |
2.789 |
2.789 |
2.789 |
2.797 |
| S1 |
2.759 |
2.759 |
2.799 |
2.774 |
| S2 |
2.711 |
2.711 |
2.792 |
|
| S3 |
2.633 |
2.681 |
2.785 |
|
| S4 |
2.555 |
2.603 |
2.763 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.855 |
3.658 |
2.949 |
|
| R3 |
3.502 |
3.305 |
2.852 |
|
| R2 |
3.149 |
3.149 |
2.820 |
|
| R1 |
2.952 |
2.952 |
2.787 |
2.874 |
| PP |
2.796 |
2.796 |
2.796 |
2.757 |
| S1 |
2.599 |
2.599 |
2.723 |
2.521 |
| S2 |
2.443 |
2.443 |
2.690 |
|
| S3 |
2.090 |
2.246 |
2.658 |
|
| S4 |
1.737 |
1.893 |
2.561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.892 |
2.640 |
0.252 |
9.0% |
0.107 |
3.8% |
66% |
False |
False |
32,618 |
| 10 |
3.159 |
2.640 |
0.519 |
18.5% |
0.119 |
4.2% |
32% |
False |
False |
34,867 |
| 20 |
3.452 |
2.640 |
0.812 |
28.9% |
0.122 |
4.3% |
20% |
False |
False |
32,538 |
| 40 |
3.452 |
2.640 |
0.812 |
28.9% |
0.114 |
4.1% |
20% |
False |
False |
26,770 |
| 60 |
3.452 |
2.640 |
0.812 |
28.9% |
0.105 |
3.7% |
20% |
False |
False |
22,498 |
| 80 |
3.452 |
2.640 |
0.812 |
28.9% |
0.096 |
3.4% |
20% |
False |
False |
19,433 |
| 100 |
3.452 |
2.640 |
0.812 |
28.9% |
0.088 |
3.1% |
20% |
False |
False |
16,637 |
| 120 |
3.452 |
2.640 |
0.812 |
28.9% |
0.082 |
2.9% |
20% |
False |
False |
14,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.152 |
|
2.618 |
3.024 |
|
1.618 |
2.946 |
|
1.000 |
2.898 |
|
0.618 |
2.868 |
|
HIGH |
2.820 |
|
0.618 |
2.790 |
|
0.500 |
2.781 |
|
0.382 |
2.772 |
|
LOW |
2.742 |
|
0.618 |
2.694 |
|
1.000 |
2.664 |
|
1.618 |
2.616 |
|
2.618 |
2.538 |
|
4.250 |
2.411 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.785 |
| PP |
2.789 |
2.763 |
| S1 |
2.781 |
2.742 |
|