NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.913 |
2.866 |
-0.047 |
-1.6% |
2.802 |
| High |
2.950 |
2.918 |
-0.032 |
-1.1% |
2.975 |
| Low |
2.819 |
2.739 |
-0.080 |
-2.8% |
2.742 |
| Close |
2.868 |
2.778 |
-0.090 |
-3.1% |
2.832 |
| Range |
0.131 |
0.179 |
0.048 |
36.6% |
0.233 |
| ATR |
0.124 |
0.128 |
0.004 |
3.2% |
0.000 |
| Volume |
39,747 |
48,419 |
8,672 |
21.8% |
109,786 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.349 |
3.242 |
2.876 |
|
| R3 |
3.170 |
3.063 |
2.827 |
|
| R2 |
2.991 |
2.991 |
2.811 |
|
| R1 |
2.884 |
2.884 |
2.794 |
2.848 |
| PP |
2.812 |
2.812 |
2.812 |
2.794 |
| S1 |
2.705 |
2.705 |
2.762 |
2.669 |
| S2 |
2.633 |
2.633 |
2.745 |
|
| S3 |
2.454 |
2.526 |
2.729 |
|
| S4 |
2.275 |
2.347 |
2.680 |
|
|
| 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 |
2.739 |
0.238 |
8.6% |
0.149 |
5.4% |
16% |
False |
True |
38,004 |
| 10 |
2.977 |
2.640 |
0.337 |
12.1% |
0.131 |
4.7% |
41% |
False |
False |
34,702 |
| 20 |
3.206 |
2.640 |
0.566 |
20.4% |
0.123 |
4.4% |
24% |
False |
False |
35,679 |
| 40 |
3.452 |
2.640 |
0.812 |
29.2% |
0.114 |
4.1% |
17% |
False |
False |
28,678 |
| 60 |
3.452 |
2.640 |
0.812 |
29.2% |
0.111 |
4.0% |
17% |
False |
False |
24,662 |
| 80 |
3.452 |
2.640 |
0.812 |
29.2% |
0.101 |
3.6% |
17% |
False |
False |
21,327 |
| 100 |
3.452 |
2.640 |
0.812 |
29.2% |
0.093 |
3.4% |
17% |
False |
False |
18,381 |
| 120 |
3.452 |
2.640 |
0.812 |
29.2% |
0.086 |
3.1% |
17% |
False |
False |
16,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.679 |
|
2.618 |
3.387 |
|
1.618 |
3.208 |
|
1.000 |
3.097 |
|
0.618 |
3.029 |
|
HIGH |
2.918 |
|
0.618 |
2.850 |
|
0.500 |
2.829 |
|
0.382 |
2.807 |
|
LOW |
2.739 |
|
0.618 |
2.628 |
|
1.000 |
2.560 |
|
1.618 |
2.449 |
|
2.618 |
2.270 |
|
4.250 |
1.978 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.858 |
| PP |
2.812 |
2.831 |
| S1 |
2.795 |
2.805 |
|