NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.197 |
3.195 |
-0.002 |
-0.1% |
3.298 |
| High |
3.229 |
3.244 |
0.015 |
0.5% |
3.507 |
| Low |
3.142 |
3.071 |
-0.071 |
-2.3% |
3.276 |
| Close |
3.177 |
3.084 |
-0.093 |
-2.9% |
3.469 |
| Range |
0.087 |
0.173 |
0.086 |
98.9% |
0.231 |
| ATR |
0.118 |
0.122 |
0.004 |
3.3% |
0.000 |
| Volume |
60,163 |
91,299 |
31,136 |
51.8% |
243,813 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.652 |
3.541 |
3.179 |
|
| R3 |
3.479 |
3.368 |
3.132 |
|
| R2 |
3.306 |
3.306 |
3.116 |
|
| R1 |
3.195 |
3.195 |
3.100 |
3.164 |
| PP |
3.133 |
3.133 |
3.133 |
3.118 |
| S1 |
3.022 |
3.022 |
3.068 |
2.991 |
| S2 |
2.960 |
2.960 |
3.052 |
|
| S3 |
2.787 |
2.849 |
3.036 |
|
| S4 |
2.614 |
2.676 |
2.989 |
|
|
| 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 |
3.071 |
0.436 |
14.1% |
0.150 |
4.9% |
3% |
False |
True |
69,082 |
| 10 |
3.507 |
3.071 |
0.436 |
14.1% |
0.137 |
4.4% |
3% |
False |
True |
56,679 |
| 20 |
3.507 |
3.071 |
0.436 |
14.1% |
0.113 |
3.7% |
3% |
False |
True |
58,160 |
| 40 |
3.507 |
3.071 |
0.436 |
14.1% |
0.114 |
3.7% |
3% |
False |
True |
52,993 |
| 60 |
3.507 |
3.071 |
0.436 |
14.1% |
0.101 |
3.3% |
3% |
False |
True |
45,862 |
| 80 |
3.507 |
2.785 |
0.722 |
23.4% |
0.093 |
3.0% |
41% |
False |
False |
40,173 |
| 100 |
3.507 |
2.778 |
0.729 |
23.6% |
0.085 |
2.7% |
42% |
False |
False |
36,750 |
| 120 |
3.507 |
2.778 |
0.729 |
23.6% |
0.080 |
2.6% |
42% |
False |
False |
33,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.979 |
|
2.618 |
3.697 |
|
1.618 |
3.524 |
|
1.000 |
3.417 |
|
0.618 |
3.351 |
|
HIGH |
3.244 |
|
0.618 |
3.178 |
|
0.500 |
3.158 |
|
0.382 |
3.137 |
|
LOW |
3.071 |
|
0.618 |
2.964 |
|
1.000 |
2.898 |
|
1.618 |
2.791 |
|
2.618 |
2.618 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.158 |
3.219 |
| PP |
3.133 |
3.174 |
| S1 |
3.109 |
3.129 |
|