NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.364 |
3.197 |
-0.167 |
-5.0% |
3.298 |
| High |
3.367 |
3.229 |
-0.138 |
-4.1% |
3.507 |
| Low |
3.175 |
3.142 |
-0.033 |
-1.0% |
3.276 |
| Close |
3.195 |
3.177 |
-0.018 |
-0.6% |
3.469 |
| Range |
0.192 |
0.087 |
-0.105 |
-54.7% |
0.231 |
| ATR |
0.121 |
0.118 |
-0.002 |
-2.0% |
0.000 |
| Volume |
80,694 |
60,163 |
-20,531 |
-25.4% |
243,813 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.444 |
3.397 |
3.225 |
|
| R3 |
3.357 |
3.310 |
3.201 |
|
| R2 |
3.270 |
3.270 |
3.193 |
|
| R1 |
3.223 |
3.223 |
3.185 |
3.203 |
| PP |
3.183 |
3.183 |
3.183 |
3.173 |
| S1 |
3.136 |
3.136 |
3.169 |
3.116 |
| S2 |
3.096 |
3.096 |
3.161 |
|
| S3 |
3.009 |
3.049 |
3.153 |
|
| S4 |
2.922 |
2.962 |
3.129 |
|
|
| 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 |
3.142 |
0.365 |
11.5% |
0.152 |
4.8% |
10% |
False |
True |
64,248 |
| 10 |
3.507 |
3.142 |
0.365 |
11.5% |
0.129 |
4.1% |
10% |
False |
True |
51,162 |
| 20 |
3.507 |
3.142 |
0.365 |
11.5% |
0.109 |
3.4% |
10% |
False |
True |
58,387 |
| 40 |
3.507 |
3.079 |
0.428 |
13.5% |
0.111 |
3.5% |
23% |
False |
False |
51,596 |
| 60 |
3.507 |
3.054 |
0.453 |
14.3% |
0.099 |
3.1% |
27% |
False |
False |
44,715 |
| 80 |
3.507 |
2.785 |
0.722 |
22.7% |
0.091 |
2.9% |
54% |
False |
False |
39,192 |
| 100 |
3.507 |
2.778 |
0.729 |
22.9% |
0.083 |
2.6% |
55% |
False |
False |
35,946 |
| 120 |
3.507 |
2.778 |
0.729 |
22.9% |
0.079 |
2.5% |
55% |
False |
False |
32,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.599 |
|
2.618 |
3.457 |
|
1.618 |
3.370 |
|
1.000 |
3.316 |
|
0.618 |
3.283 |
|
HIGH |
3.229 |
|
0.618 |
3.196 |
|
0.500 |
3.186 |
|
0.382 |
3.175 |
|
LOW |
3.142 |
|
0.618 |
3.088 |
|
1.000 |
3.055 |
|
1.618 |
3.001 |
|
2.618 |
2.914 |
|
4.250 |
2.772 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.186 |
3.324 |
| PP |
3.183 |
3.275 |
| S1 |
3.180 |
3.226 |
|