NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.641 |
2.624 |
-0.017 |
-0.6% |
2.780 |
| High |
2.641 |
2.680 |
0.039 |
1.5% |
2.811 |
| Low |
2.593 |
2.623 |
0.030 |
1.2% |
2.542 |
| Close |
2.628 |
2.678 |
0.050 |
1.9% |
2.608 |
| Range |
0.048 |
0.057 |
0.009 |
18.8% |
0.269 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.5% |
0.000 |
| Volume |
13,707 |
12,439 |
-1,268 |
-9.3% |
121,961 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.831 |
2.812 |
2.709 |
|
| R3 |
2.774 |
2.755 |
2.694 |
|
| R2 |
2.717 |
2.717 |
2.688 |
|
| R1 |
2.698 |
2.698 |
2.683 |
2.708 |
| PP |
2.660 |
2.660 |
2.660 |
2.665 |
| S1 |
2.641 |
2.641 |
2.673 |
2.651 |
| S2 |
2.603 |
2.603 |
2.668 |
|
| S3 |
2.546 |
2.584 |
2.662 |
|
| S4 |
2.489 |
2.527 |
2.647 |
|
|
| 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 |
2.736 |
2.542 |
0.194 |
7.2% |
0.078 |
2.9% |
70% |
False |
False |
20,077 |
| 10 |
2.903 |
2.542 |
0.361 |
13.5% |
0.076 |
2.8% |
38% |
False |
False |
20,371 |
| 20 |
3.011 |
2.542 |
0.469 |
17.5% |
0.073 |
2.7% |
29% |
False |
False |
19,518 |
| 40 |
3.011 |
2.542 |
0.469 |
17.5% |
0.063 |
2.3% |
29% |
False |
False |
14,546 |
| 60 |
3.011 |
2.542 |
0.469 |
17.5% |
0.057 |
2.1% |
29% |
False |
False |
12,391 |
| 80 |
3.011 |
2.542 |
0.469 |
17.5% |
0.053 |
2.0% |
29% |
False |
False |
11,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.922 |
|
2.618 |
2.829 |
|
1.618 |
2.772 |
|
1.000 |
2.737 |
|
0.618 |
2.715 |
|
HIGH |
2.680 |
|
0.618 |
2.658 |
|
0.500 |
2.652 |
|
0.382 |
2.645 |
|
LOW |
2.623 |
|
0.618 |
2.588 |
|
1.000 |
2.566 |
|
1.618 |
2.531 |
|
2.618 |
2.474 |
|
4.250 |
2.381 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.662 |
| PP |
2.660 |
2.645 |
| S1 |
2.652 |
2.629 |
|