NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.780 |
-0.058 |
-2.0% |
2.763 |
| High |
2.903 |
2.811 |
-0.092 |
-3.2% |
2.903 |
| Low |
2.836 |
2.705 |
-0.131 |
-4.6% |
2.750 |
| Close |
2.859 |
2.728 |
-0.131 |
-4.6% |
2.859 |
| Range |
0.067 |
0.106 |
0.039 |
58.2% |
0.153 |
| ATR |
0.063 |
0.069 |
0.007 |
10.3% |
0.000 |
| Volume |
16,644 |
27,946 |
11,302 |
67.9% |
103,328 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.066 |
3.003 |
2.786 |
|
| R3 |
2.960 |
2.897 |
2.757 |
|
| R2 |
2.854 |
2.854 |
2.747 |
|
| R1 |
2.791 |
2.791 |
2.738 |
2.770 |
| PP |
2.748 |
2.748 |
2.748 |
2.737 |
| S1 |
2.685 |
2.685 |
2.718 |
2.664 |
| S2 |
2.642 |
2.642 |
2.709 |
|
| S3 |
2.536 |
2.579 |
2.699 |
|
| S4 |
2.430 |
2.473 |
2.670 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.296 |
3.231 |
2.943 |
|
| R3 |
3.143 |
3.078 |
2.901 |
|
| R2 |
2.990 |
2.990 |
2.887 |
|
| R1 |
2.925 |
2.925 |
2.873 |
2.958 |
| PP |
2.837 |
2.837 |
2.837 |
2.854 |
| S1 |
2.772 |
2.772 |
2.845 |
2.805 |
| S2 |
2.684 |
2.684 |
2.831 |
|
| S3 |
2.531 |
2.619 |
2.817 |
|
| S4 |
2.378 |
2.466 |
2.775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.903 |
2.705 |
0.198 |
7.3% |
0.074 |
2.7% |
12% |
False |
True |
21,388 |
| 10 |
2.954 |
2.705 |
0.249 |
9.1% |
0.075 |
2.7% |
9% |
False |
True |
21,640 |
| 20 |
3.011 |
2.705 |
0.306 |
11.2% |
0.066 |
2.4% |
8% |
False |
True |
16,318 |
| 40 |
3.011 |
2.650 |
0.361 |
13.2% |
0.059 |
2.2% |
22% |
False |
False |
13,051 |
| 60 |
3.011 |
2.650 |
0.361 |
13.2% |
0.054 |
2.0% |
22% |
False |
False |
11,141 |
| 80 |
3.011 |
2.460 |
0.551 |
20.2% |
0.051 |
1.9% |
49% |
False |
False |
10,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.262 |
|
2.618 |
3.089 |
|
1.618 |
2.983 |
|
1.000 |
2.917 |
|
0.618 |
2.877 |
|
HIGH |
2.811 |
|
0.618 |
2.771 |
|
0.500 |
2.758 |
|
0.382 |
2.745 |
|
LOW |
2.705 |
|
0.618 |
2.639 |
|
1.000 |
2.599 |
|
1.618 |
2.533 |
|
2.618 |
2.427 |
|
4.250 |
2.255 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.758 |
2.804 |
| PP |
2.748 |
2.779 |
| S1 |
2.738 |
2.753 |
|