NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.780 |
2.718 |
-0.062 |
-2.2% |
2.763 |
| High |
2.811 |
2.749 |
-0.062 |
-2.2% |
2.903 |
| Low |
2.705 |
2.685 |
-0.020 |
-0.7% |
2.750 |
| Close |
2.728 |
2.697 |
-0.031 |
-1.1% |
2.859 |
| Range |
0.106 |
0.064 |
-0.042 |
-39.6% |
0.153 |
| ATR |
0.069 |
0.069 |
0.000 |
-0.6% |
0.000 |
| Volume |
27,946 |
19,774 |
-8,172 |
-29.2% |
103,328 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.864 |
2.732 |
|
| R3 |
2.838 |
2.800 |
2.715 |
|
| R2 |
2.774 |
2.774 |
2.709 |
|
| R1 |
2.736 |
2.736 |
2.703 |
2.723 |
| PP |
2.710 |
2.710 |
2.710 |
2.704 |
| S1 |
2.672 |
2.672 |
2.691 |
2.659 |
| S2 |
2.646 |
2.646 |
2.685 |
|
| S3 |
2.582 |
2.608 |
2.679 |
|
| S4 |
2.518 |
2.544 |
2.662 |
|
|
| 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 |
2.685 |
0.218 |
8.1% |
0.073 |
2.7% |
6% |
False |
True |
20,666 |
| 10 |
2.922 |
2.685 |
0.237 |
8.8% |
0.073 |
2.7% |
5% |
False |
True |
21,231 |
| 20 |
3.011 |
2.685 |
0.326 |
12.1% |
0.067 |
2.5% |
4% |
False |
True |
16,965 |
| 40 |
3.011 |
2.650 |
0.361 |
13.4% |
0.060 |
2.2% |
13% |
False |
False |
13,314 |
| 60 |
3.011 |
2.650 |
0.361 |
13.4% |
0.054 |
2.0% |
13% |
False |
False |
11,369 |
| 80 |
3.011 |
2.486 |
0.525 |
19.5% |
0.051 |
1.9% |
40% |
False |
False |
10,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.021 |
|
2.618 |
2.917 |
|
1.618 |
2.853 |
|
1.000 |
2.813 |
|
0.618 |
2.789 |
|
HIGH |
2.749 |
|
0.618 |
2.725 |
|
0.500 |
2.717 |
|
0.382 |
2.709 |
|
LOW |
2.685 |
|
0.618 |
2.645 |
|
1.000 |
2.621 |
|
1.618 |
2.581 |
|
2.618 |
2.517 |
|
4.250 |
2.413 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.717 |
2.794 |
| PP |
2.710 |
2.762 |
| S1 |
2.704 |
2.729 |
|