NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.678 |
2.700 |
0.022 |
0.8% |
2.641 |
| High |
2.731 |
2.725 |
-0.006 |
-0.2% |
2.731 |
| Low |
2.658 |
2.665 |
0.007 |
0.3% |
2.593 |
| Close |
2.718 |
2.682 |
-0.036 |
-1.3% |
2.682 |
| Range |
0.073 |
0.060 |
-0.013 |
-17.8% |
0.138 |
| ATR |
0.071 |
0.071 |
-0.001 |
-1.1% |
0.000 |
| Volume |
26,160 |
8,451 |
-17,709 |
-67.7% |
60,757 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.836 |
2.715 |
|
| R3 |
2.811 |
2.776 |
2.699 |
|
| R2 |
2.751 |
2.751 |
2.693 |
|
| R1 |
2.716 |
2.716 |
2.688 |
2.704 |
| PP |
2.691 |
2.691 |
2.691 |
2.684 |
| S1 |
2.656 |
2.656 |
2.677 |
2.644 |
| S2 |
2.631 |
2.631 |
2.671 |
|
| S3 |
2.571 |
2.596 |
2.666 |
|
| S4 |
2.511 |
2.536 |
2.649 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.083 |
3.020 |
2.758 |
|
| R3 |
2.945 |
2.882 |
2.720 |
|
| R2 |
2.807 |
2.807 |
2.707 |
|
| R1 |
2.744 |
2.744 |
2.695 |
2.776 |
| PP |
2.669 |
2.669 |
2.669 |
2.684 |
| S1 |
2.606 |
2.606 |
2.669 |
2.638 |
| S2 |
2.531 |
2.531 |
2.657 |
|
| S3 |
2.393 |
2.468 |
2.644 |
|
| S4 |
2.255 |
2.330 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.731 |
2.578 |
0.153 |
5.7% |
0.060 |
2.2% |
68% |
False |
False |
15,872 |
| 10 |
2.903 |
2.542 |
0.361 |
13.5% |
0.076 |
2.8% |
39% |
False |
False |
19,936 |
| 20 |
3.011 |
2.542 |
0.469 |
17.5% |
0.074 |
2.8% |
30% |
False |
False |
19,951 |
| 40 |
3.011 |
2.542 |
0.469 |
17.5% |
0.063 |
2.3% |
30% |
False |
False |
15,056 |
| 60 |
3.011 |
2.542 |
0.469 |
17.5% |
0.057 |
2.1% |
30% |
False |
False |
12,628 |
| 80 |
3.011 |
2.542 |
0.469 |
17.5% |
0.054 |
2.0% |
30% |
False |
False |
11,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.980 |
|
2.618 |
2.882 |
|
1.618 |
2.822 |
|
1.000 |
2.785 |
|
0.618 |
2.762 |
|
HIGH |
2.725 |
|
0.618 |
2.702 |
|
0.500 |
2.695 |
|
0.382 |
2.688 |
|
LOW |
2.665 |
|
0.618 |
2.628 |
|
1.000 |
2.605 |
|
1.618 |
2.568 |
|
2.618 |
2.508 |
|
4.250 |
2.410 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.680 |
| PP |
2.691 |
2.679 |
| S1 |
2.686 |
2.677 |
|