NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.670 |
2.750 |
0.080 |
3.0% |
2.899 |
| High |
2.740 |
2.764 |
0.024 |
0.9% |
2.920 |
| Low |
2.654 |
2.694 |
0.040 |
1.5% |
2.596 |
| Close |
2.709 |
2.751 |
0.042 |
1.6% |
2.709 |
| Range |
0.086 |
0.070 |
-0.016 |
-18.6% |
0.324 |
| ATR |
0.111 |
0.108 |
-0.003 |
-2.6% |
0.000 |
| Volume |
35,997 |
33,793 |
-2,204 |
-6.1% |
254,888 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.919 |
2.790 |
|
| R3 |
2.876 |
2.849 |
2.770 |
|
| R2 |
2.806 |
2.806 |
2.764 |
|
| R1 |
2.779 |
2.779 |
2.757 |
2.793 |
| PP |
2.736 |
2.736 |
2.736 |
2.743 |
| S1 |
2.709 |
2.709 |
2.745 |
2.723 |
| S2 |
2.666 |
2.666 |
2.738 |
|
| S3 |
2.596 |
2.639 |
2.732 |
|
| S4 |
2.526 |
2.569 |
2.713 |
|
|
| 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 |
2.832 |
2.596 |
0.236 |
8.6% |
0.100 |
3.6% |
66% |
False |
False |
41,008 |
| 10 |
3.062 |
2.596 |
0.466 |
16.9% |
0.108 |
3.9% |
33% |
False |
False |
45,030 |
| 20 |
3.320 |
2.596 |
0.724 |
26.3% |
0.110 |
4.0% |
21% |
False |
False |
43,705 |
| 40 |
3.320 |
2.596 |
0.724 |
26.3% |
0.102 |
3.7% |
21% |
False |
False |
39,391 |
| 60 |
3.320 |
2.596 |
0.724 |
26.3% |
0.094 |
3.4% |
21% |
False |
False |
33,984 |
| 80 |
3.320 |
2.596 |
0.724 |
26.3% |
0.086 |
3.1% |
21% |
False |
False |
29,767 |
| 100 |
3.320 |
2.596 |
0.724 |
26.3% |
0.079 |
2.9% |
21% |
False |
False |
25,917 |
| 120 |
3.320 |
2.596 |
0.724 |
26.3% |
0.074 |
2.7% |
21% |
False |
False |
23,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.062 |
|
2.618 |
2.947 |
|
1.618 |
2.877 |
|
1.000 |
2.834 |
|
0.618 |
2.807 |
|
HIGH |
2.764 |
|
0.618 |
2.737 |
|
0.500 |
2.729 |
|
0.382 |
2.721 |
|
LOW |
2.694 |
|
0.618 |
2.651 |
|
1.000 |
2.624 |
|
1.618 |
2.581 |
|
2.618 |
2.511 |
|
4.250 |
2.397 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.744 |
2.732 |
| PP |
2.736 |
2.713 |
| S1 |
2.729 |
2.695 |
|