NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.718 |
2.685 |
-0.033 |
-1.2% |
2.763 |
| High |
2.749 |
2.736 |
-0.013 |
-0.5% |
2.903 |
| Low |
2.685 |
2.677 |
-0.008 |
-0.3% |
2.750 |
| Close |
2.697 |
2.684 |
-0.013 |
-0.5% |
2.859 |
| Range |
0.064 |
0.059 |
-0.005 |
-7.8% |
0.153 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.0% |
0.000 |
| Volume |
19,774 |
16,339 |
-3,435 |
-17.4% |
103,328 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.876 |
2.839 |
2.716 |
|
| R3 |
2.817 |
2.780 |
2.700 |
|
| R2 |
2.758 |
2.758 |
2.695 |
|
| R1 |
2.721 |
2.721 |
2.689 |
2.710 |
| PP |
2.699 |
2.699 |
2.699 |
2.694 |
| S1 |
2.662 |
2.662 |
2.679 |
2.651 |
| S2 |
2.640 |
2.640 |
2.673 |
|
| S3 |
2.581 |
2.603 |
2.668 |
|
| S4 |
2.522 |
2.544 |
2.652 |
|
|
| 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 |
2.677 |
0.226 |
8.4% |
0.071 |
2.6% |
3% |
False |
True |
19,886 |
| 10 |
2.922 |
2.677 |
0.245 |
9.1% |
0.074 |
2.8% |
3% |
False |
True |
21,372 |
| 20 |
3.011 |
2.677 |
0.334 |
12.4% |
0.068 |
2.5% |
2% |
False |
True |
17,241 |
| 40 |
3.011 |
2.650 |
0.361 |
13.5% |
0.059 |
2.2% |
9% |
False |
False |
13,376 |
| 60 |
3.011 |
2.650 |
0.361 |
13.5% |
0.055 |
2.0% |
9% |
False |
False |
11,551 |
| 80 |
3.011 |
2.520 |
0.491 |
18.3% |
0.051 |
1.9% |
33% |
False |
False |
10,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.987 |
|
2.618 |
2.890 |
|
1.618 |
2.831 |
|
1.000 |
2.795 |
|
0.618 |
2.772 |
|
HIGH |
2.736 |
|
0.618 |
2.713 |
|
0.500 |
2.707 |
|
0.382 |
2.700 |
|
LOW |
2.677 |
|
0.618 |
2.641 |
|
1.000 |
2.618 |
|
1.618 |
2.582 |
|
2.618 |
2.523 |
|
4.250 |
2.426 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.707 |
2.744 |
| PP |
2.699 |
2.724 |
| S1 |
2.692 |
2.704 |
|