NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.853 |
2.777 |
-0.076 |
-2.7% |
2.750 |
| High |
2.862 |
2.910 |
0.048 |
1.7% |
2.900 |
| Low |
2.763 |
2.759 |
-0.004 |
-0.1% |
2.694 |
| Close |
2.776 |
2.799 |
0.023 |
0.8% |
2.776 |
| Range |
0.099 |
0.151 |
0.052 |
52.5% |
0.206 |
| ATR |
0.108 |
0.111 |
0.003 |
2.8% |
0.000 |
| Volume |
31,182 |
55,327 |
24,145 |
77.4% |
153,751 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.276 |
3.188 |
2.882 |
|
| R3 |
3.125 |
3.037 |
2.841 |
|
| R2 |
2.974 |
2.974 |
2.827 |
|
| R1 |
2.886 |
2.886 |
2.813 |
2.930 |
| PP |
2.823 |
2.823 |
2.823 |
2.845 |
| S1 |
2.735 |
2.735 |
2.785 |
2.779 |
| S2 |
2.672 |
2.672 |
2.771 |
|
| S3 |
2.521 |
2.584 |
2.757 |
|
| S4 |
2.370 |
2.433 |
2.716 |
|
|
| 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 |
2.910 |
2.694 |
0.216 |
7.7% |
0.108 |
3.9% |
49% |
True |
False |
41,815 |
| 10 |
2.920 |
2.596 |
0.324 |
11.6% |
0.112 |
4.0% |
63% |
False |
False |
46,396 |
| 20 |
3.316 |
2.596 |
0.720 |
25.7% |
0.113 |
4.0% |
28% |
False |
False |
45,678 |
| 40 |
3.320 |
2.596 |
0.724 |
25.9% |
0.103 |
3.7% |
28% |
False |
False |
40,465 |
| 60 |
3.320 |
2.596 |
0.724 |
25.9% |
0.098 |
3.5% |
28% |
False |
False |
35,396 |
| 80 |
3.320 |
2.596 |
0.724 |
25.9% |
0.089 |
3.2% |
28% |
False |
False |
31,029 |
| 100 |
3.320 |
2.596 |
0.724 |
25.9% |
0.082 |
2.9% |
28% |
False |
False |
27,176 |
| 120 |
3.320 |
2.596 |
0.724 |
25.9% |
0.076 |
2.7% |
28% |
False |
False |
24,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.305 |
|
1.618 |
3.154 |
|
1.000 |
3.061 |
|
0.618 |
3.003 |
|
HIGH |
2.910 |
|
0.618 |
2.852 |
|
0.500 |
2.835 |
|
0.382 |
2.817 |
|
LOW |
2.759 |
|
0.618 |
2.666 |
|
1.000 |
2.608 |
|
1.618 |
2.515 |
|
2.618 |
2.364 |
|
4.250 |
2.117 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.835 |
2.835 |
| PP |
2.823 |
2.823 |
| S1 |
2.811 |
2.811 |
|