NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.823 |
2.913 |
0.090 |
3.2% |
2.802 |
| High |
2.977 |
2.950 |
-0.027 |
-0.9% |
2.975 |
| Low |
2.813 |
2.819 |
0.006 |
0.2% |
2.742 |
| Close |
2.865 |
2.868 |
0.003 |
0.1% |
2.832 |
| Range |
0.164 |
0.131 |
-0.033 |
-20.1% |
0.233 |
| ATR |
0.123 |
0.124 |
0.001 |
0.4% |
0.000 |
| Volume |
40,909 |
39,747 |
-1,162 |
-2.8% |
109,786 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.272 |
3.201 |
2.940 |
|
| R3 |
3.141 |
3.070 |
2.904 |
|
| R2 |
3.010 |
3.010 |
2.892 |
|
| R1 |
2.939 |
2.939 |
2.880 |
2.909 |
| PP |
2.879 |
2.879 |
2.879 |
2.864 |
| S1 |
2.808 |
2.808 |
2.856 |
2.778 |
| S2 |
2.748 |
2.748 |
2.844 |
|
| S3 |
2.617 |
2.677 |
2.832 |
|
| S4 |
2.486 |
2.546 |
2.796 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.549 |
3.423 |
2.960 |
|
| R3 |
3.316 |
3.190 |
2.896 |
|
| R2 |
3.083 |
3.083 |
2.875 |
|
| R1 |
2.957 |
2.957 |
2.853 |
3.020 |
| PP |
2.850 |
2.850 |
2.850 |
2.881 |
| S1 |
2.724 |
2.724 |
2.811 |
2.787 |
| S2 |
2.617 |
2.617 |
2.789 |
|
| S3 |
2.384 |
2.491 |
2.768 |
|
| S4 |
2.151 |
2.258 |
2.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.977 |
2.785 |
0.192 |
6.7% |
0.134 |
4.7% |
43% |
False |
False |
33,862 |
| 10 |
2.977 |
2.640 |
0.337 |
11.8% |
0.121 |
4.2% |
68% |
False |
False |
33,240 |
| 20 |
3.327 |
2.640 |
0.687 |
24.0% |
0.124 |
4.3% |
33% |
False |
False |
34,972 |
| 40 |
3.452 |
2.640 |
0.812 |
28.3% |
0.112 |
3.9% |
28% |
False |
False |
27,885 |
| 60 |
3.452 |
2.640 |
0.812 |
28.3% |
0.109 |
3.8% |
28% |
False |
False |
24,077 |
| 80 |
3.452 |
2.640 |
0.812 |
28.3% |
0.099 |
3.5% |
28% |
False |
False |
20,813 |
| 100 |
3.452 |
2.640 |
0.812 |
28.3% |
0.092 |
3.2% |
28% |
False |
False |
17,948 |
| 120 |
3.452 |
2.640 |
0.812 |
28.3% |
0.085 |
3.0% |
28% |
False |
False |
15,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.507 |
|
2.618 |
3.293 |
|
1.618 |
3.162 |
|
1.000 |
3.081 |
|
0.618 |
3.031 |
|
HIGH |
2.950 |
|
0.618 |
2.900 |
|
0.500 |
2.885 |
|
0.382 |
2.869 |
|
LOW |
2.819 |
|
0.618 |
2.738 |
|
1.000 |
2.688 |
|
1.618 |
2.607 |
|
2.618 |
2.476 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.895 |
| PP |
2.879 |
2.886 |
| S1 |
2.874 |
2.877 |
|