NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.739 |
2.702 |
-0.037 |
-1.4% |
2.641 |
| High |
2.761 |
2.738 |
-0.023 |
-0.8% |
2.731 |
| Low |
2.680 |
2.620 |
-0.060 |
-2.2% |
2.593 |
| Close |
2.712 |
2.659 |
-0.053 |
-2.0% |
2.682 |
| Range |
0.081 |
0.118 |
0.037 |
45.7% |
0.138 |
| ATR |
0.074 |
0.077 |
0.003 |
4.3% |
0.000 |
| Volume |
18,235 |
20,155 |
1,920 |
10.5% |
60,757 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.026 |
2.961 |
2.724 |
|
| R3 |
2.908 |
2.843 |
2.691 |
|
| R2 |
2.790 |
2.790 |
2.681 |
|
| R1 |
2.725 |
2.725 |
2.670 |
2.699 |
| PP |
2.672 |
2.672 |
2.672 |
2.659 |
| S1 |
2.607 |
2.607 |
2.648 |
2.581 |
| S2 |
2.554 |
2.554 |
2.637 |
|
| S3 |
2.436 |
2.489 |
2.627 |
|
| S4 |
2.318 |
2.371 |
2.594 |
|
|
| 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 |
2.620 |
0.154 |
5.8% |
0.088 |
3.3% |
25% |
False |
True |
19,039 |
| 10 |
2.774 |
2.542 |
0.232 |
8.7% |
0.083 |
3.1% |
50% |
False |
False |
19,558 |
| 20 |
2.922 |
2.542 |
0.380 |
14.3% |
0.078 |
2.9% |
31% |
False |
False |
20,394 |
| 40 |
3.011 |
2.542 |
0.469 |
17.6% |
0.065 |
2.5% |
25% |
False |
False |
15,701 |
| 60 |
3.011 |
2.542 |
0.469 |
17.6% |
0.061 |
2.3% |
25% |
False |
False |
13,327 |
| 80 |
3.011 |
2.542 |
0.469 |
17.6% |
0.056 |
2.1% |
25% |
False |
False |
11,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.240 |
|
2.618 |
3.047 |
|
1.618 |
2.929 |
|
1.000 |
2.856 |
|
0.618 |
2.811 |
|
HIGH |
2.738 |
|
0.618 |
2.693 |
|
0.500 |
2.679 |
|
0.382 |
2.665 |
|
LOW |
2.620 |
|
0.618 |
2.547 |
|
1.000 |
2.502 |
|
1.618 |
2.429 |
|
2.618 |
2.311 |
|
4.250 |
2.119 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.679 |
2.697 |
| PP |
2.672 |
2.684 |
| S1 |
2.666 |
2.672 |
|