NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.375 |
3.441 |
0.066 |
2.0% |
3.264 |
| High |
3.452 |
3.448 |
-0.004 |
-0.1% |
3.452 |
| Low |
3.328 |
3.303 |
-0.025 |
-0.8% |
3.237 |
| Close |
3.416 |
3.332 |
-0.084 |
-2.5% |
3.416 |
| Range |
0.124 |
0.145 |
0.021 |
16.9% |
0.215 |
| ATR |
0.104 |
0.107 |
0.003 |
2.8% |
0.000 |
| Volume |
25,329 |
23,543 |
-1,786 |
-7.1% |
113,189 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.709 |
3.412 |
|
| R3 |
3.651 |
3.564 |
3.372 |
|
| R2 |
3.506 |
3.506 |
3.359 |
|
| R1 |
3.419 |
3.419 |
3.345 |
3.390 |
| PP |
3.361 |
3.361 |
3.361 |
3.347 |
| S1 |
3.274 |
3.274 |
3.319 |
3.245 |
| S2 |
3.216 |
3.216 |
3.305 |
|
| S3 |
3.071 |
3.129 |
3.292 |
|
| S4 |
2.926 |
2.984 |
3.252 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.930 |
3.534 |
|
| R3 |
3.798 |
3.715 |
3.475 |
|
| R2 |
3.583 |
3.583 |
3.455 |
|
| R1 |
3.500 |
3.500 |
3.436 |
3.542 |
| PP |
3.368 |
3.368 |
3.368 |
3.389 |
| S1 |
3.285 |
3.285 |
3.396 |
3.327 |
| S2 |
3.153 |
3.153 |
3.377 |
|
| S3 |
2.938 |
3.070 |
3.357 |
|
| S4 |
2.723 |
2.855 |
3.298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.452 |
3.237 |
0.215 |
6.5% |
0.125 |
3.8% |
44% |
False |
False |
24,129 |
| 10 |
3.452 |
3.237 |
0.215 |
6.5% |
0.111 |
3.3% |
44% |
False |
False |
20,212 |
| 20 |
3.452 |
3.175 |
0.277 |
8.3% |
0.101 |
3.0% |
57% |
False |
False |
20,799 |
| 40 |
3.452 |
3.041 |
0.411 |
12.3% |
0.102 |
3.1% |
71% |
False |
False |
18,629 |
| 60 |
3.452 |
3.012 |
0.440 |
13.2% |
0.091 |
2.7% |
73% |
False |
False |
16,093 |
| 80 |
3.452 |
2.756 |
0.696 |
20.9% |
0.084 |
2.5% |
83% |
False |
False |
13,692 |
| 100 |
3.452 |
2.750 |
0.702 |
21.1% |
0.077 |
2.3% |
83% |
False |
False |
12,180 |
| 120 |
3.452 |
2.750 |
0.702 |
21.1% |
0.073 |
2.2% |
83% |
False |
False |
11,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.828 |
|
1.618 |
3.683 |
|
1.000 |
3.593 |
|
0.618 |
3.538 |
|
HIGH |
3.448 |
|
0.618 |
3.393 |
|
0.500 |
3.376 |
|
0.382 |
3.358 |
|
LOW |
3.303 |
|
0.618 |
3.213 |
|
1.000 |
3.158 |
|
1.618 |
3.068 |
|
2.618 |
2.923 |
|
4.250 |
2.687 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.376 |
3.345 |
| PP |
3.361 |
3.340 |
| S1 |
3.347 |
3.336 |
|