NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.728 |
2.743 |
0.015 |
0.5% |
2.802 |
| High |
2.777 |
2.747 |
-0.030 |
-1.1% |
2.937 |
| Low |
2.722 |
2.591 |
-0.131 |
-4.8% |
2.792 |
| Close |
2.728 |
2.645 |
-0.083 |
-3.0% |
2.895 |
| Range |
0.055 |
0.156 |
0.101 |
183.6% |
0.145 |
| ATR |
0.064 |
0.071 |
0.007 |
10.2% |
0.000 |
| Volume |
7,348 |
21,067 |
13,719 |
186.7% |
42,342 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.043 |
2.731 |
|
| R3 |
2.973 |
2.887 |
2.688 |
|
| R2 |
2.817 |
2.817 |
2.674 |
|
| R1 |
2.731 |
2.731 |
2.659 |
2.696 |
| PP |
2.661 |
2.661 |
2.661 |
2.644 |
| S1 |
2.575 |
2.575 |
2.631 |
2.540 |
| S2 |
2.505 |
2.505 |
2.616 |
|
| S3 |
2.349 |
2.419 |
2.602 |
|
| S4 |
2.193 |
2.263 |
2.559 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.247 |
2.975 |
|
| R3 |
3.165 |
3.102 |
2.935 |
|
| R2 |
3.020 |
3.020 |
2.922 |
|
| R1 |
2.957 |
2.957 |
2.908 |
2.989 |
| PP |
2.875 |
2.875 |
2.875 |
2.890 |
| S1 |
2.812 |
2.812 |
2.882 |
2.844 |
| S2 |
2.730 |
2.730 |
2.868 |
|
| S3 |
2.585 |
2.667 |
2.855 |
|
| S4 |
2.440 |
2.522 |
2.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.937 |
2.591 |
0.346 |
13.1% |
0.088 |
3.3% |
16% |
False |
True |
11,154 |
| 10 |
2.937 |
2.591 |
0.346 |
13.1% |
0.075 |
2.8% |
16% |
False |
True |
9,600 |
| 20 |
3.043 |
2.591 |
0.452 |
17.1% |
0.069 |
2.6% |
12% |
False |
True |
7,670 |
| 40 |
3.043 |
2.591 |
0.452 |
17.1% |
0.058 |
2.2% |
12% |
False |
True |
6,412 |
| 60 |
3.043 |
2.591 |
0.452 |
17.1% |
0.053 |
2.0% |
12% |
False |
True |
5,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.410 |
|
2.618 |
3.155 |
|
1.618 |
2.999 |
|
1.000 |
2.903 |
|
0.618 |
2.843 |
|
HIGH |
2.747 |
|
0.618 |
2.687 |
|
0.500 |
2.669 |
|
0.382 |
2.651 |
|
LOW |
2.591 |
|
0.618 |
2.495 |
|
1.000 |
2.435 |
|
1.618 |
2.339 |
|
2.618 |
2.183 |
|
4.250 |
1.928 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.690 |
| PP |
2.661 |
2.675 |
| S1 |
2.653 |
2.660 |
|