NYMEX Natural Gas Future January 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 |
3.431 |
3.490 |
0.059 |
1.7% |
3.298 |
| High |
3.507 |
3.505 |
-0.002 |
-0.1% |
3.507 |
| Low |
3.374 |
3.342 |
-0.032 |
-0.9% |
3.276 |
| Close |
3.469 |
3.375 |
-0.094 |
-2.7% |
3.469 |
| Range |
0.133 |
0.163 |
0.030 |
22.6% |
0.231 |
| ATR |
0.111 |
0.115 |
0.004 |
3.3% |
0.000 |
| Volume |
56,487 |
56,768 |
281 |
0.5% |
243,813 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.799 |
3.465 |
|
| R3 |
3.733 |
3.636 |
3.420 |
|
| R2 |
3.570 |
3.570 |
3.405 |
|
| R1 |
3.473 |
3.473 |
3.390 |
3.440 |
| PP |
3.407 |
3.407 |
3.407 |
3.391 |
| S1 |
3.310 |
3.310 |
3.360 |
3.277 |
| S2 |
3.244 |
3.244 |
3.345 |
|
| S3 |
3.081 |
3.147 |
3.330 |
|
| S4 |
2.918 |
2.984 |
3.285 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.021 |
3.596 |
|
| R3 |
3.879 |
3.790 |
3.533 |
|
| R2 |
3.648 |
3.648 |
3.511 |
|
| R1 |
3.559 |
3.559 |
3.490 |
3.604 |
| PP |
3.417 |
3.417 |
3.417 |
3.440 |
| S1 |
3.328 |
3.328 |
3.448 |
3.373 |
| S2 |
3.186 |
3.186 |
3.427 |
|
| S3 |
2.955 |
3.097 |
3.405 |
|
| S4 |
2.724 |
2.866 |
3.342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.507 |
3.276 |
0.231 |
6.8% |
0.136 |
4.0% |
43% |
False |
False |
52,750 |
| 10 |
3.507 |
3.276 |
0.231 |
6.8% |
0.120 |
3.6% |
43% |
False |
False |
45,117 |
| 20 |
3.507 |
3.219 |
0.288 |
8.5% |
0.107 |
3.2% |
54% |
False |
False |
58,375 |
| 40 |
3.507 |
3.079 |
0.428 |
12.7% |
0.108 |
3.2% |
69% |
False |
False |
50,181 |
| 60 |
3.507 |
3.054 |
0.453 |
13.4% |
0.097 |
2.9% |
71% |
False |
False |
43,058 |
| 80 |
3.507 |
2.785 |
0.722 |
21.4% |
0.089 |
2.6% |
82% |
False |
False |
38,011 |
| 100 |
3.507 |
2.778 |
0.729 |
21.6% |
0.082 |
2.4% |
82% |
False |
False |
34,842 |
| 120 |
3.507 |
2.778 |
0.729 |
21.6% |
0.078 |
2.3% |
82% |
False |
False |
32,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.198 |
|
2.618 |
3.932 |
|
1.618 |
3.769 |
|
1.000 |
3.668 |
|
0.618 |
3.606 |
|
HIGH |
3.505 |
|
0.618 |
3.443 |
|
0.500 |
3.424 |
|
0.382 |
3.404 |
|
LOW |
3.342 |
|
0.618 |
3.241 |
|
1.000 |
3.179 |
|
1.618 |
3.078 |
|
2.618 |
2.915 |
|
4.250 |
2.649 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.424 |
3.392 |
| PP |
3.407 |
3.386 |
| S1 |
3.391 |
3.381 |
|