NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.777 |
2.856 |
0.079 |
2.8% |
2.750 |
| High |
2.910 |
2.881 |
-0.029 |
-1.0% |
2.900 |
| Low |
2.759 |
2.763 |
0.004 |
0.1% |
2.694 |
| Close |
2.799 |
2.806 |
0.007 |
0.3% |
2.776 |
| Range |
0.151 |
0.118 |
-0.033 |
-21.9% |
0.206 |
| ATR |
0.111 |
0.112 |
0.000 |
0.4% |
0.000 |
| Volume |
55,327 |
50,380 |
-4,947 |
-8.9% |
153,751 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.106 |
2.871 |
|
| R3 |
3.053 |
2.988 |
2.838 |
|
| R2 |
2.935 |
2.935 |
2.828 |
|
| R1 |
2.870 |
2.870 |
2.817 |
2.844 |
| PP |
2.817 |
2.817 |
2.817 |
2.803 |
| S1 |
2.752 |
2.752 |
2.795 |
2.726 |
| S2 |
2.699 |
2.699 |
2.784 |
|
| S3 |
2.581 |
2.634 |
2.774 |
|
| S4 |
2.463 |
2.516 |
2.741 |
|
|
| 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 |
2.733 |
0.177 |
6.3% |
0.118 |
4.2% |
41% |
False |
False |
45,133 |
| 10 |
2.910 |
2.596 |
0.314 |
11.2% |
0.109 |
3.9% |
67% |
False |
False |
43,070 |
| 20 |
3.211 |
2.596 |
0.615 |
21.9% |
0.112 |
4.0% |
34% |
False |
False |
46,173 |
| 40 |
3.320 |
2.596 |
0.724 |
25.8% |
0.101 |
3.6% |
29% |
False |
False |
40,820 |
| 60 |
3.320 |
2.596 |
0.724 |
25.8% |
0.098 |
3.5% |
29% |
False |
False |
35,940 |
| 80 |
3.320 |
2.596 |
0.724 |
25.8% |
0.089 |
3.2% |
29% |
False |
False |
31,454 |
| 100 |
3.320 |
2.596 |
0.724 |
25.8% |
0.083 |
2.9% |
29% |
False |
False |
27,558 |
| 120 |
3.320 |
2.596 |
0.724 |
25.8% |
0.077 |
2.7% |
29% |
False |
False |
24,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.383 |
|
2.618 |
3.190 |
|
1.618 |
3.072 |
|
1.000 |
2.999 |
|
0.618 |
2.954 |
|
HIGH |
2.881 |
|
0.618 |
2.836 |
|
0.500 |
2.822 |
|
0.382 |
2.808 |
|
LOW |
2.763 |
|
0.618 |
2.690 |
|
1.000 |
2.645 |
|
1.618 |
2.572 |
|
2.618 |
2.454 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.835 |
| PP |
2.817 |
2.825 |
| S1 |
2.811 |
2.816 |
|