NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.665 |
2.716 |
0.051 |
1.9% |
2.850 |
| High |
2.721 |
2.767 |
0.046 |
1.7% |
2.851 |
| Low |
2.665 |
2.696 |
0.031 |
1.2% |
2.591 |
| Close |
2.717 |
2.754 |
0.037 |
1.4% |
2.652 |
| Range |
0.056 |
0.071 |
0.015 |
26.8% |
0.260 |
| ATR |
0.067 |
0.067 |
0.000 |
0.5% |
0.000 |
| Volume |
8,884 |
12,810 |
3,926 |
44.2% |
59,351 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.952 |
2.924 |
2.793 |
|
| R3 |
2.881 |
2.853 |
2.774 |
|
| R2 |
2.810 |
2.810 |
2.767 |
|
| R1 |
2.782 |
2.782 |
2.761 |
2.796 |
| PP |
2.739 |
2.739 |
2.739 |
2.746 |
| S1 |
2.711 |
2.711 |
2.747 |
2.725 |
| S2 |
2.668 |
2.668 |
2.741 |
|
| S3 |
2.597 |
2.640 |
2.734 |
|
| S4 |
2.526 |
2.569 |
2.715 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.478 |
3.325 |
2.795 |
|
| R3 |
3.218 |
3.065 |
2.724 |
|
| R2 |
2.958 |
2.958 |
2.700 |
|
| R1 |
2.805 |
2.805 |
2.676 |
2.752 |
| PP |
2.698 |
2.698 |
2.698 |
2.671 |
| S1 |
2.545 |
2.545 |
2.628 |
2.492 |
| S2 |
2.438 |
2.438 |
2.604 |
|
| S3 |
2.178 |
2.285 |
2.581 |
|
| S4 |
1.918 |
2.025 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.767 |
2.591 |
0.176 |
6.4% |
0.076 |
2.8% |
93% |
True |
False |
12,292 |
| 10 |
2.937 |
2.591 |
0.346 |
12.6% |
0.072 |
2.6% |
47% |
False |
False |
10,725 |
| 20 |
3.043 |
2.591 |
0.452 |
16.4% |
0.071 |
2.6% |
36% |
False |
False |
8,753 |
| 40 |
3.043 |
2.591 |
0.452 |
16.4% |
0.059 |
2.1% |
36% |
False |
False |
6,929 |
| 60 |
3.043 |
2.591 |
0.452 |
16.4% |
0.053 |
1.9% |
36% |
False |
False |
6,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.069 |
|
2.618 |
2.953 |
|
1.618 |
2.882 |
|
1.000 |
2.838 |
|
0.618 |
2.811 |
|
HIGH |
2.767 |
|
0.618 |
2.740 |
|
0.500 |
2.732 |
|
0.382 |
2.723 |
|
LOW |
2.696 |
|
0.618 |
2.652 |
|
1.000 |
2.625 |
|
1.618 |
2.581 |
|
2.618 |
2.510 |
|
4.250 |
2.394 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.747 |
2.737 |
| PP |
2.739 |
2.720 |
| S1 |
2.732 |
2.703 |
|