NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.853 |
0.043 |
1.5% |
2.750 |
| High |
2.900 |
2.862 |
-0.038 |
-1.3% |
2.900 |
| Low |
2.762 |
2.763 |
0.001 |
0.0% |
2.694 |
| Close |
2.865 |
2.776 |
-0.089 |
-3.1% |
2.776 |
| Range |
0.138 |
0.099 |
-0.039 |
-28.3% |
0.206 |
| ATR |
0.109 |
0.108 |
0.000 |
-0.4% |
0.000 |
| Volume |
44,651 |
31,182 |
-13,469 |
-30.2% |
153,751 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.036 |
2.830 |
|
| R3 |
2.998 |
2.937 |
2.803 |
|
| R2 |
2.899 |
2.899 |
2.794 |
|
| R1 |
2.838 |
2.838 |
2.785 |
2.819 |
| PP |
2.800 |
2.800 |
2.800 |
2.791 |
| S1 |
2.739 |
2.739 |
2.767 |
2.720 |
| S2 |
2.701 |
2.701 |
2.758 |
|
| S3 |
2.602 |
2.640 |
2.749 |
|
| S4 |
2.503 |
2.541 |
2.722 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.298 |
2.889 |
|
| R3 |
3.202 |
3.092 |
2.833 |
|
| R2 |
2.996 |
2.996 |
2.814 |
|
| R1 |
2.886 |
2.886 |
2.795 |
2.941 |
| PP |
2.790 |
2.790 |
2.790 |
2.818 |
| S1 |
2.680 |
2.680 |
2.757 |
2.735 |
| S2 |
2.584 |
2.584 |
2.738 |
|
| S3 |
2.378 |
2.474 |
2.719 |
|
| S4 |
2.172 |
2.268 |
2.663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.900 |
2.654 |
0.246 |
8.9% |
0.095 |
3.4% |
50% |
False |
False |
37,949 |
| 10 |
3.062 |
2.596 |
0.466 |
16.8% |
0.108 |
3.9% |
39% |
False |
False |
44,314 |
| 20 |
3.320 |
2.596 |
0.724 |
26.1% |
0.111 |
4.0% |
25% |
False |
False |
44,700 |
| 40 |
3.320 |
2.596 |
0.724 |
26.1% |
0.101 |
3.6% |
25% |
False |
False |
40,087 |
| 60 |
3.320 |
2.596 |
0.724 |
26.1% |
0.096 |
3.5% |
25% |
False |
False |
34,713 |
| 80 |
3.320 |
2.596 |
0.724 |
26.1% |
0.088 |
3.2% |
25% |
False |
False |
30,502 |
| 100 |
3.320 |
2.596 |
0.724 |
26.1% |
0.081 |
2.9% |
25% |
False |
False |
26,727 |
| 120 |
3.320 |
2.596 |
0.724 |
26.1% |
0.076 |
2.7% |
25% |
False |
False |
24,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.283 |
|
2.618 |
3.121 |
|
1.618 |
3.022 |
|
1.000 |
2.961 |
|
0.618 |
2.923 |
|
HIGH |
2.862 |
|
0.618 |
2.824 |
|
0.500 |
2.813 |
|
0.382 |
2.801 |
|
LOW |
2.763 |
|
0.618 |
2.702 |
|
1.000 |
2.664 |
|
1.618 |
2.603 |
|
2.618 |
2.504 |
|
4.250 |
2.342 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.813 |
2.817 |
| PP |
2.800 |
2.803 |
| S1 |
2.788 |
2.790 |
|