NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.666 |
-0.034 |
-1.3% |
2.641 |
| High |
2.725 |
2.774 |
0.049 |
1.8% |
2.731 |
| Low |
2.665 |
2.665 |
0.000 |
0.0% |
2.593 |
| Close |
2.682 |
2.698 |
0.016 |
0.6% |
2.682 |
| Range |
0.060 |
0.109 |
0.049 |
81.7% |
0.138 |
| ATR |
0.071 |
0.073 |
0.003 |
3.9% |
0.000 |
| Volume |
8,451 |
22,194 |
13,743 |
162.6% |
60,757 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.039 |
2.978 |
2.758 |
|
| R3 |
2.930 |
2.869 |
2.728 |
|
| R2 |
2.821 |
2.821 |
2.718 |
|
| R1 |
2.760 |
2.760 |
2.708 |
2.791 |
| PP |
2.712 |
2.712 |
2.712 |
2.728 |
| S1 |
2.651 |
2.651 |
2.688 |
2.682 |
| S2 |
2.603 |
2.603 |
2.678 |
|
| S3 |
2.494 |
2.542 |
2.668 |
|
| S4 |
2.385 |
2.433 |
2.638 |
|
|
| 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 |
2.774 |
2.593 |
0.181 |
6.7% |
0.069 |
2.6% |
58% |
True |
False |
16,590 |
| 10 |
2.811 |
2.542 |
0.269 |
10.0% |
0.080 |
3.0% |
58% |
False |
False |
20,491 |
| 20 |
3.011 |
2.542 |
0.469 |
17.4% |
0.076 |
2.8% |
33% |
False |
False |
20,349 |
| 40 |
3.011 |
2.542 |
0.469 |
17.4% |
0.064 |
2.4% |
33% |
False |
False |
15,301 |
| 60 |
3.011 |
2.542 |
0.469 |
17.4% |
0.059 |
2.2% |
33% |
False |
False |
12,904 |
| 80 |
3.011 |
2.542 |
0.469 |
17.4% |
0.054 |
2.0% |
33% |
False |
False |
11,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.237 |
|
2.618 |
3.059 |
|
1.618 |
2.950 |
|
1.000 |
2.883 |
|
0.618 |
2.841 |
|
HIGH |
2.774 |
|
0.618 |
2.732 |
|
0.500 |
2.720 |
|
0.382 |
2.707 |
|
LOW |
2.665 |
|
0.618 |
2.598 |
|
1.000 |
2.556 |
|
1.618 |
2.489 |
|
2.618 |
2.380 |
|
4.250 |
2.202 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.720 |
2.716 |
| PP |
2.712 |
2.710 |
| S1 |
2.705 |
2.704 |
|