NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.685 |
2.701 |
0.016 |
0.6% |
2.763 |
| High |
2.736 |
2.705 |
-0.031 |
-1.1% |
2.903 |
| Low |
2.677 |
2.542 |
-0.135 |
-5.0% |
2.750 |
| Close |
2.684 |
2.597 |
-0.087 |
-3.2% |
2.859 |
| Range |
0.059 |
0.163 |
0.104 |
176.3% |
0.153 |
| ATR |
0.068 |
0.075 |
0.007 |
9.9% |
0.000 |
| Volume |
16,339 |
39,298 |
22,959 |
140.5% |
103,328 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.013 |
2.687 |
|
| R3 |
2.941 |
2.850 |
2.642 |
|
| R2 |
2.778 |
2.778 |
2.627 |
|
| R1 |
2.687 |
2.687 |
2.612 |
2.651 |
| PP |
2.615 |
2.615 |
2.615 |
2.597 |
| S1 |
2.524 |
2.524 |
2.582 |
2.488 |
| S2 |
2.452 |
2.452 |
2.567 |
|
| S3 |
2.289 |
2.361 |
2.552 |
|
| S4 |
2.126 |
2.198 |
2.507 |
|
|
| 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 |
2.542 |
0.361 |
13.9% |
0.092 |
3.5% |
15% |
False |
True |
24,000 |
| 10 |
2.903 |
2.542 |
0.361 |
13.9% |
0.079 |
3.1% |
15% |
False |
True |
23,024 |
| 20 |
3.011 |
2.542 |
0.469 |
18.1% |
0.073 |
2.8% |
12% |
False |
True |
18,732 |
| 40 |
3.011 |
2.542 |
0.469 |
18.1% |
0.062 |
2.4% |
12% |
False |
True |
14,051 |
| 60 |
3.011 |
2.542 |
0.469 |
18.1% |
0.057 |
2.2% |
12% |
False |
True |
12,095 |
| 80 |
3.011 |
2.520 |
0.491 |
18.9% |
0.053 |
2.0% |
16% |
False |
False |
10,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.398 |
|
2.618 |
3.132 |
|
1.618 |
2.969 |
|
1.000 |
2.868 |
|
0.618 |
2.806 |
|
HIGH |
2.705 |
|
0.618 |
2.643 |
|
0.500 |
2.624 |
|
0.382 |
2.604 |
|
LOW |
2.542 |
|
0.618 |
2.441 |
|
1.000 |
2.379 |
|
1.618 |
2.278 |
|
2.618 |
2.115 |
|
4.250 |
1.849 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.646 |
| PP |
2.615 |
2.629 |
| S1 |
2.606 |
2.613 |
|