NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.778 |
2.772 |
-0.006 |
-0.2% |
2.905 |
| High |
2.818 |
2.832 |
0.014 |
0.5% |
3.062 |
| Low |
2.750 |
2.755 |
0.005 |
0.2% |
2.877 |
| Close |
2.777 |
2.767 |
-0.010 |
-0.4% |
2.997 |
| Range |
0.068 |
0.077 |
0.009 |
13.2% |
0.185 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.1% |
0.000 |
| Volume |
36,764 |
32,626 |
-4,138 |
-11.3% |
200,041 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.968 |
2.809 |
|
| R3 |
2.939 |
2.891 |
2.788 |
|
| R2 |
2.862 |
2.862 |
2.781 |
|
| R1 |
2.814 |
2.814 |
2.774 |
2.800 |
| PP |
2.785 |
2.785 |
2.785 |
2.777 |
| S1 |
2.737 |
2.737 |
2.760 |
2.723 |
| S2 |
2.708 |
2.708 |
2.753 |
|
| S3 |
2.631 |
2.660 |
2.746 |
|
| S4 |
2.554 |
2.583 |
2.725 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.534 |
3.450 |
3.099 |
|
| R3 |
3.349 |
3.265 |
3.048 |
|
| R2 |
3.164 |
3.164 |
3.031 |
|
| R1 |
3.080 |
3.080 |
3.014 |
3.122 |
| PP |
2.979 |
2.979 |
2.979 |
3.000 |
| S1 |
2.895 |
2.895 |
2.980 |
2.937 |
| S2 |
2.794 |
2.794 |
2.963 |
|
| S3 |
2.609 |
2.710 |
2.946 |
|
| S4 |
2.424 |
2.525 |
2.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.062 |
2.750 |
0.312 |
11.3% |
0.102 |
3.7% |
5% |
False |
False |
45,279 |
| 10 |
3.112 |
2.750 |
0.362 |
13.1% |
0.106 |
3.8% |
5% |
False |
False |
46,586 |
| 20 |
3.320 |
2.750 |
0.570 |
20.6% |
0.107 |
3.9% |
3% |
False |
False |
41,261 |
| 40 |
3.320 |
2.750 |
0.570 |
20.6% |
0.100 |
3.6% |
3% |
False |
False |
38,137 |
| 60 |
3.320 |
2.750 |
0.570 |
20.6% |
0.093 |
3.4% |
3% |
False |
False |
32,986 |
| 80 |
3.320 |
2.750 |
0.570 |
20.6% |
0.084 |
3.1% |
3% |
False |
False |
28,597 |
| 100 |
3.320 |
2.660 |
0.660 |
23.9% |
0.077 |
2.8% |
16% |
False |
False |
24,885 |
| 120 |
3.320 |
2.653 |
0.667 |
24.1% |
0.072 |
2.6% |
17% |
False |
False |
22,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.159 |
|
2.618 |
3.034 |
|
1.618 |
2.957 |
|
1.000 |
2.909 |
|
0.618 |
2.880 |
|
HIGH |
2.832 |
|
0.618 |
2.803 |
|
0.500 |
2.794 |
|
0.382 |
2.784 |
|
LOW |
2.755 |
|
0.618 |
2.707 |
|
1.000 |
2.678 |
|
1.618 |
2.630 |
|
2.618 |
2.553 |
|
4.250 |
2.428 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.835 |
| PP |
2.785 |
2.812 |
| S1 |
2.776 |
2.790 |
|