NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.875 |
0.070 |
2.5% |
2.979 |
| High |
2.888 |
2.975 |
0.087 |
3.0% |
2.993 |
| Low |
2.785 |
2.823 |
0.038 |
1.4% |
2.640 |
| Close |
2.877 |
2.936 |
0.059 |
2.1% |
2.755 |
| Range |
0.103 |
0.152 |
0.049 |
47.6% |
0.353 |
| ATR |
0.118 |
0.120 |
0.002 |
2.1% |
0.000 |
| Volume |
27,709 |
36,671 |
8,962 |
32.3% |
207,344 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.304 |
3.020 |
|
| R3 |
3.215 |
3.152 |
2.978 |
|
| R2 |
3.063 |
3.063 |
2.964 |
|
| R1 |
3.000 |
3.000 |
2.950 |
3.032 |
| PP |
2.911 |
2.911 |
2.911 |
2.927 |
| S1 |
2.848 |
2.848 |
2.922 |
2.880 |
| S2 |
2.759 |
2.759 |
2.908 |
|
| S3 |
2.607 |
2.696 |
2.894 |
|
| S4 |
2.455 |
2.544 |
2.852 |
|
|
| 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 |
2.975 |
2.640 |
0.335 |
11.4% |
0.125 |
4.3% |
88% |
True |
False |
32,250 |
| 10 |
3.159 |
2.640 |
0.519 |
17.7% |
0.119 |
4.0% |
57% |
False |
False |
34,808 |
| 20 |
3.452 |
2.640 |
0.812 |
27.7% |
0.125 |
4.3% |
36% |
False |
False |
33,984 |
| 40 |
3.452 |
2.640 |
0.812 |
27.7% |
0.113 |
3.8% |
36% |
False |
False |
27,189 |
| 60 |
3.452 |
2.640 |
0.812 |
27.7% |
0.106 |
3.6% |
36% |
False |
False |
23,148 |
| 80 |
3.452 |
2.640 |
0.812 |
27.7% |
0.097 |
3.3% |
36% |
False |
False |
19,830 |
| 100 |
3.452 |
2.640 |
0.812 |
27.7% |
0.089 |
3.0% |
36% |
False |
False |
17,077 |
| 120 |
3.452 |
2.640 |
0.812 |
27.7% |
0.083 |
2.8% |
36% |
False |
False |
15,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.621 |
|
2.618 |
3.373 |
|
1.618 |
3.221 |
|
1.000 |
3.127 |
|
0.618 |
3.069 |
|
HIGH |
2.975 |
|
0.618 |
2.917 |
|
0.500 |
2.899 |
|
0.382 |
2.881 |
|
LOW |
2.823 |
|
0.618 |
2.729 |
|
1.000 |
2.671 |
|
1.618 |
2.577 |
|
2.618 |
2.425 |
|
4.250 |
2.177 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.924 |
2.910 |
| PP |
2.911 |
2.884 |
| S1 |
2.899 |
2.859 |
|