NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.802 |
2.805 |
0.003 |
0.1% |
2.979 |
| High |
2.820 |
2.888 |
0.068 |
2.4% |
2.993 |
| Low |
2.742 |
2.785 |
0.043 |
1.6% |
2.640 |
| Close |
2.806 |
2.877 |
0.071 |
2.5% |
2.755 |
| Range |
0.078 |
0.103 |
0.025 |
32.1% |
0.353 |
| ATR |
0.119 |
0.118 |
-0.001 |
-1.0% |
0.000 |
| Volume |
21,128 |
27,709 |
6,581 |
31.1% |
207,344 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.121 |
2.934 |
|
| R3 |
3.056 |
3.018 |
2.905 |
|
| R2 |
2.953 |
2.953 |
2.896 |
|
| R1 |
2.915 |
2.915 |
2.886 |
2.934 |
| PP |
2.850 |
2.850 |
2.850 |
2.860 |
| S1 |
2.812 |
2.812 |
2.868 |
2.831 |
| S2 |
2.747 |
2.747 |
2.858 |
|
| S3 |
2.644 |
2.709 |
2.849 |
|
| S4 |
2.541 |
2.606 |
2.820 |
|
|
| 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 |
8.8% |
0.112 |
3.9% |
94% |
False |
False |
31,399 |
| 10 |
3.159 |
2.640 |
0.519 |
18.0% |
0.116 |
4.0% |
46% |
False |
False |
34,491 |
| 20 |
3.452 |
2.640 |
0.812 |
28.2% |
0.120 |
4.2% |
29% |
False |
False |
32,905 |
| 40 |
3.452 |
2.640 |
0.812 |
28.2% |
0.112 |
3.9% |
29% |
False |
False |
26,726 |
| 60 |
3.452 |
2.640 |
0.812 |
28.2% |
0.105 |
3.6% |
29% |
False |
False |
22,796 |
| 80 |
3.452 |
2.640 |
0.812 |
28.2% |
0.096 |
3.3% |
29% |
False |
False |
19,538 |
| 100 |
3.452 |
2.640 |
0.812 |
28.2% |
0.088 |
3.1% |
29% |
False |
False |
16,797 |
| 120 |
3.452 |
2.640 |
0.812 |
28.2% |
0.082 |
2.9% |
29% |
False |
False |
15,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.326 |
|
2.618 |
3.158 |
|
1.618 |
3.055 |
|
1.000 |
2.991 |
|
0.618 |
2.952 |
|
HIGH |
2.888 |
|
0.618 |
2.849 |
|
0.500 |
2.837 |
|
0.382 |
2.824 |
|
LOW |
2.785 |
|
0.618 |
2.721 |
|
1.000 |
2.682 |
|
1.618 |
2.618 |
|
2.618 |
2.515 |
|
4.250 |
2.347 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.864 |
2.850 |
| PP |
2.850 |
2.822 |
| S1 |
2.837 |
2.795 |
|