NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.022 |
3.001 |
-0.021 |
-0.7% |
3.490 |
| High |
3.068 |
3.131 |
0.063 |
2.1% |
3.505 |
| Low |
2.965 |
2.990 |
0.025 |
0.8% |
3.010 |
| Close |
2.999 |
3.073 |
0.074 |
2.5% |
3.031 |
| Range |
0.103 |
0.141 |
0.038 |
36.9% |
0.495 |
| ATR |
0.120 |
0.121 |
0.002 |
1.3% |
0.000 |
| Volume |
77,017 |
96,307 |
19,290 |
25.0% |
378,476 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.421 |
3.151 |
|
| R3 |
3.347 |
3.280 |
3.112 |
|
| R2 |
3.206 |
3.206 |
3.099 |
|
| R1 |
3.139 |
3.139 |
3.086 |
3.173 |
| PP |
3.065 |
3.065 |
3.065 |
3.081 |
| S1 |
2.998 |
2.998 |
3.060 |
3.032 |
| S2 |
2.924 |
2.924 |
3.047 |
|
| S3 |
2.783 |
2.857 |
3.034 |
|
| S4 |
2.642 |
2.716 |
2.995 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.667 |
4.344 |
3.303 |
|
| R3 |
4.172 |
3.849 |
3.167 |
|
| R2 |
3.677 |
3.677 |
3.122 |
|
| R1 |
3.354 |
3.354 |
3.076 |
3.268 |
| PP |
3.182 |
3.182 |
3.182 |
3.139 |
| S1 |
2.859 |
2.859 |
2.986 |
2.773 |
| S2 |
2.687 |
2.687 |
2.940 |
|
| S3 |
2.192 |
2.364 |
2.895 |
|
| S4 |
1.697 |
1.869 |
2.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.244 |
2.965 |
0.279 |
9.1% |
0.121 |
3.9% |
39% |
False |
False |
82,867 |
| 10 |
3.507 |
2.965 |
0.542 |
17.6% |
0.133 |
4.3% |
20% |
False |
False |
70,988 |
| 20 |
3.507 |
2.965 |
0.542 |
17.6% |
0.116 |
3.8% |
20% |
False |
False |
57,074 |
| 40 |
3.507 |
2.965 |
0.542 |
17.6% |
0.117 |
3.8% |
20% |
False |
False |
57,317 |
| 60 |
3.507 |
2.965 |
0.542 |
17.6% |
0.103 |
3.4% |
20% |
False |
False |
49,045 |
| 80 |
3.507 |
2.797 |
0.710 |
23.1% |
0.095 |
3.1% |
39% |
False |
False |
42,776 |
| 100 |
3.507 |
2.778 |
0.729 |
23.7% |
0.087 |
2.8% |
40% |
False |
False |
38,971 |
| 120 |
3.507 |
2.778 |
0.729 |
23.7% |
0.081 |
2.6% |
40% |
False |
False |
35,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.730 |
|
2.618 |
3.500 |
|
1.618 |
3.359 |
|
1.000 |
3.272 |
|
0.618 |
3.218 |
|
HIGH |
3.131 |
|
0.618 |
3.077 |
|
0.500 |
3.061 |
|
0.382 |
3.044 |
|
LOW |
2.990 |
|
0.618 |
2.903 |
|
1.000 |
2.849 |
|
1.618 |
2.762 |
|
2.618 |
2.621 |
|
4.250 |
2.391 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.069 |
3.065 |
| PP |
3.065 |
3.056 |
| S1 |
3.061 |
3.048 |
|