NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.706 |
2.484 |
-0.222 |
-8.2% |
2.777 |
| High |
2.709 |
2.593 |
-0.116 |
-4.3% |
2.910 |
| Low |
2.441 |
2.441 |
0.000 |
0.0% |
2.441 |
| Close |
2.476 |
2.551 |
0.075 |
3.0% |
2.551 |
| Range |
0.268 |
0.152 |
-0.116 |
-43.3% |
0.469 |
| ATR |
0.127 |
0.129 |
0.002 |
1.4% |
0.000 |
| Volume |
93,040 |
46,956 |
-46,084 |
-49.5% |
294,416 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.920 |
2.635 |
|
| R3 |
2.832 |
2.768 |
2.593 |
|
| R2 |
2.680 |
2.680 |
2.579 |
|
| R1 |
2.616 |
2.616 |
2.565 |
2.648 |
| PP |
2.528 |
2.528 |
2.528 |
2.545 |
| S1 |
2.464 |
2.464 |
2.537 |
2.496 |
| S2 |
2.376 |
2.376 |
2.523 |
|
| S3 |
2.224 |
2.312 |
2.509 |
|
| S4 |
2.072 |
2.160 |
2.467 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.041 |
3.765 |
2.809 |
|
| R3 |
3.572 |
3.296 |
2.680 |
|
| R2 |
3.103 |
3.103 |
2.637 |
|
| R1 |
2.827 |
2.827 |
2.594 |
2.731 |
| PP |
2.634 |
2.634 |
2.634 |
2.586 |
| S1 |
2.358 |
2.358 |
2.508 |
2.262 |
| S2 |
2.165 |
2.165 |
2.465 |
|
| S3 |
1.696 |
1.889 |
2.422 |
|
| S4 |
1.227 |
1.420 |
2.293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.910 |
2.441 |
0.469 |
18.4% |
0.170 |
6.7% |
23% |
False |
True |
58,883 |
| 10 |
2.910 |
2.441 |
0.469 |
18.4% |
0.133 |
5.2% |
23% |
False |
True |
48,416 |
| 20 |
3.062 |
2.441 |
0.621 |
24.3% |
0.122 |
4.8% |
18% |
False |
True |
48,125 |
| 40 |
3.320 |
2.441 |
0.879 |
34.5% |
0.109 |
4.3% |
13% |
False |
True |
42,852 |
| 60 |
3.320 |
2.441 |
0.879 |
34.5% |
0.105 |
4.1% |
13% |
False |
True |
37,928 |
| 80 |
3.320 |
2.441 |
0.879 |
34.5% |
0.095 |
3.7% |
13% |
False |
True |
33,325 |
| 100 |
3.320 |
2.441 |
0.879 |
34.5% |
0.087 |
3.4% |
13% |
False |
True |
29,148 |
| 120 |
3.320 |
2.441 |
0.879 |
34.5% |
0.080 |
3.1% |
13% |
False |
True |
26,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.239 |
|
2.618 |
2.991 |
|
1.618 |
2.839 |
|
1.000 |
2.745 |
|
0.618 |
2.687 |
|
HIGH |
2.593 |
|
0.618 |
2.535 |
|
0.500 |
2.517 |
|
0.382 |
2.499 |
|
LOW |
2.441 |
|
0.618 |
2.347 |
|
1.000 |
2.289 |
|
1.618 |
2.195 |
|
2.618 |
2.043 |
|
4.250 |
1.795 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.540 |
2.645 |
| PP |
2.528 |
2.613 |
| S1 |
2.517 |
2.582 |
|