NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.783 |
2.670 |
-0.113 |
-4.1% |
2.899 |
| High |
2.793 |
2.740 |
-0.053 |
-1.9% |
2.920 |
| Low |
2.596 |
2.654 |
0.058 |
2.2% |
2.596 |
| Close |
2.659 |
2.709 |
0.050 |
1.9% |
2.709 |
| Range |
0.197 |
0.086 |
-0.111 |
-56.3% |
0.324 |
| ATR |
0.113 |
0.111 |
-0.002 |
-1.7% |
0.000 |
| Volume |
65,862 |
35,997 |
-29,865 |
-45.3% |
254,888 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.959 |
2.920 |
2.756 |
|
| R3 |
2.873 |
2.834 |
2.733 |
|
| R2 |
2.787 |
2.787 |
2.725 |
|
| R1 |
2.748 |
2.748 |
2.717 |
2.768 |
| PP |
2.701 |
2.701 |
2.701 |
2.711 |
| S1 |
2.662 |
2.662 |
2.701 |
2.682 |
| S2 |
2.615 |
2.615 |
2.693 |
|
| S3 |
2.529 |
2.576 |
2.685 |
|
| S4 |
2.443 |
2.490 |
2.662 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.714 |
3.535 |
2.887 |
|
| R3 |
3.390 |
3.211 |
2.798 |
|
| R2 |
3.066 |
3.066 |
2.768 |
|
| R1 |
2.887 |
2.887 |
2.739 |
2.815 |
| PP |
2.742 |
2.742 |
2.742 |
2.705 |
| S1 |
2.563 |
2.563 |
2.679 |
2.491 |
| S2 |
2.418 |
2.418 |
2.650 |
|
| S3 |
2.094 |
2.239 |
2.620 |
|
| S4 |
1.770 |
1.915 |
2.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.920 |
2.596 |
0.324 |
12.0% |
0.115 |
4.3% |
35% |
False |
False |
50,977 |
| 10 |
3.062 |
2.596 |
0.466 |
17.2% |
0.110 |
4.1% |
24% |
False |
False |
45,492 |
| 20 |
3.320 |
2.596 |
0.724 |
26.7% |
0.112 |
4.1% |
16% |
False |
False |
43,325 |
| 40 |
3.320 |
2.596 |
0.724 |
26.7% |
0.103 |
3.8% |
16% |
False |
False |
39,288 |
| 60 |
3.320 |
2.596 |
0.724 |
26.7% |
0.094 |
3.5% |
16% |
False |
False |
33,993 |
| 80 |
3.320 |
2.596 |
0.724 |
26.7% |
0.086 |
3.2% |
16% |
False |
False |
29,492 |
| 100 |
3.320 |
2.596 |
0.724 |
26.7% |
0.079 |
2.9% |
16% |
False |
False |
25,694 |
| 120 |
3.320 |
2.596 |
0.724 |
26.7% |
0.074 |
2.7% |
16% |
False |
False |
23,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.106 |
|
2.618 |
2.965 |
|
1.618 |
2.879 |
|
1.000 |
2.826 |
|
0.618 |
2.793 |
|
HIGH |
2.740 |
|
0.618 |
2.707 |
|
0.500 |
2.697 |
|
0.382 |
2.687 |
|
LOW |
2.654 |
|
0.618 |
2.601 |
|
1.000 |
2.568 |
|
1.618 |
2.515 |
|
2.618 |
2.429 |
|
4.250 |
2.289 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.705 |
2.714 |
| PP |
2.701 |
2.712 |
| S1 |
2.697 |
2.711 |
|