NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.752 |
2.810 |
0.058 |
2.1% |
2.899 |
| High |
2.817 |
2.900 |
0.083 |
2.9% |
2.920 |
| Low |
2.733 |
2.762 |
0.029 |
1.1% |
2.596 |
| Close |
2.809 |
2.865 |
0.056 |
2.0% |
2.709 |
| Range |
0.084 |
0.138 |
0.054 |
64.3% |
0.324 |
| ATR |
0.106 |
0.109 |
0.002 |
2.1% |
0.000 |
| Volume |
44,125 |
44,651 |
526 |
1.2% |
254,888 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.199 |
2.941 |
|
| R3 |
3.118 |
3.061 |
2.903 |
|
| R2 |
2.980 |
2.980 |
2.890 |
|
| R1 |
2.923 |
2.923 |
2.878 |
2.952 |
| PP |
2.842 |
2.842 |
2.842 |
2.857 |
| S1 |
2.785 |
2.785 |
2.852 |
2.814 |
| S2 |
2.704 |
2.704 |
2.840 |
|
| S3 |
2.566 |
2.647 |
2.827 |
|
| S4 |
2.428 |
2.509 |
2.789 |
|
|
| 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 |
2.900 |
2.596 |
0.304 |
10.6% |
0.115 |
4.0% |
88% |
True |
False |
44,885 |
| 10 |
3.062 |
2.596 |
0.466 |
16.3% |
0.108 |
3.8% |
58% |
False |
False |
45,082 |
| 20 |
3.320 |
2.596 |
0.724 |
25.3% |
0.113 |
4.0% |
37% |
False |
False |
45,555 |
| 40 |
3.320 |
2.596 |
0.724 |
25.3% |
0.102 |
3.6% |
37% |
False |
False |
40,116 |
| 60 |
3.320 |
2.596 |
0.724 |
25.3% |
0.095 |
3.3% |
37% |
False |
False |
34,728 |
| 80 |
3.320 |
2.596 |
0.724 |
25.3% |
0.087 |
3.0% |
37% |
False |
False |
30,287 |
| 100 |
3.320 |
2.596 |
0.724 |
25.3% |
0.080 |
2.8% |
37% |
False |
False |
26,496 |
| 120 |
3.320 |
2.596 |
0.724 |
25.3% |
0.075 |
2.6% |
37% |
False |
False |
24,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.487 |
|
2.618 |
3.261 |
|
1.618 |
3.123 |
|
1.000 |
3.038 |
|
0.618 |
2.985 |
|
HIGH |
2.900 |
|
0.618 |
2.847 |
|
0.500 |
2.831 |
|
0.382 |
2.815 |
|
LOW |
2.762 |
|
0.618 |
2.677 |
|
1.000 |
2.624 |
|
1.618 |
2.539 |
|
2.618 |
2.401 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.842 |
| PP |
2.842 |
2.820 |
| S1 |
2.831 |
2.797 |
|