NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.586 |
2.641 |
0.055 |
2.1% |
2.780 |
| High |
2.641 |
2.641 |
0.000 |
0.0% |
2.811 |
| Low |
2.578 |
2.593 |
0.015 |
0.6% |
2.542 |
| Close |
2.608 |
2.628 |
0.020 |
0.8% |
2.608 |
| Range |
0.063 |
0.048 |
-0.015 |
-23.8% |
0.269 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.5% |
0.000 |
| Volume |
18,604 |
13,707 |
-4,897 |
-26.3% |
121,961 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.765 |
2.744 |
2.654 |
|
| R3 |
2.717 |
2.696 |
2.641 |
|
| R2 |
2.669 |
2.669 |
2.637 |
|
| R1 |
2.648 |
2.648 |
2.632 |
2.635 |
| PP |
2.621 |
2.621 |
2.621 |
2.614 |
| S1 |
2.600 |
2.600 |
2.624 |
2.587 |
| S2 |
2.573 |
2.573 |
2.619 |
|
| S3 |
2.525 |
2.552 |
2.615 |
|
| S4 |
2.477 |
2.504 |
2.602 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.303 |
2.756 |
|
| R3 |
3.192 |
3.034 |
2.682 |
|
| R2 |
2.923 |
2.923 |
2.657 |
|
| R1 |
2.765 |
2.765 |
2.633 |
2.710 |
| PP |
2.654 |
2.654 |
2.654 |
2.626 |
| S1 |
2.496 |
2.496 |
2.583 |
2.441 |
| S2 |
2.385 |
2.385 |
2.559 |
|
| S3 |
2.116 |
2.227 |
2.534 |
|
| S4 |
1.847 |
1.958 |
2.460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.749 |
2.542 |
0.207 |
7.9% |
0.079 |
3.0% |
42% |
False |
False |
21,544 |
| 10 |
2.903 |
2.542 |
0.361 |
13.7% |
0.077 |
2.9% |
24% |
False |
False |
21,466 |
| 20 |
3.011 |
2.542 |
0.469 |
17.8% |
0.073 |
2.8% |
18% |
False |
False |
19,501 |
| 40 |
3.011 |
2.542 |
0.469 |
17.8% |
0.063 |
2.4% |
18% |
False |
False |
14,440 |
| 60 |
3.011 |
2.542 |
0.469 |
17.8% |
0.057 |
2.2% |
18% |
False |
False |
12,300 |
| 80 |
3.011 |
2.535 |
0.476 |
18.1% |
0.053 |
2.0% |
20% |
False |
False |
11,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.845 |
|
2.618 |
2.767 |
|
1.618 |
2.719 |
|
1.000 |
2.689 |
|
0.618 |
2.671 |
|
HIGH |
2.641 |
|
0.618 |
2.623 |
|
0.500 |
2.617 |
|
0.382 |
2.611 |
|
LOW |
2.593 |
|
0.618 |
2.563 |
|
1.000 |
2.545 |
|
1.618 |
2.515 |
|
2.618 |
2.467 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.627 |
| PP |
2.621 |
2.625 |
| S1 |
2.617 |
2.624 |
|