NYMEX Natural Gas Future February 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 |
3.327 |
3.161 |
-0.166 |
-5.0% |
3.264 |
| High |
3.327 |
3.188 |
-0.139 |
-4.2% |
3.452 |
| Low |
3.141 |
3.109 |
-0.032 |
-1.0% |
3.237 |
| Close |
3.159 |
3.140 |
-0.019 |
-0.6% |
3.416 |
| Range |
0.186 |
0.079 |
-0.107 |
-57.5% |
0.215 |
| ATR |
0.113 |
0.111 |
-0.002 |
-2.2% |
0.000 |
| Volume |
34,277 |
27,159 |
-7,118 |
-20.8% |
113,189 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.383 |
3.340 |
3.183 |
|
| R3 |
3.304 |
3.261 |
3.162 |
|
| R2 |
3.225 |
3.225 |
3.154 |
|
| R1 |
3.182 |
3.182 |
3.147 |
3.164 |
| PP |
3.146 |
3.146 |
3.146 |
3.137 |
| S1 |
3.103 |
3.103 |
3.133 |
3.085 |
| S2 |
3.067 |
3.067 |
3.126 |
|
| S3 |
2.988 |
3.024 |
3.118 |
|
| S4 |
2.909 |
2.945 |
3.097 |
|
|
| 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 |
3.109 |
0.343 |
10.9% |
0.140 |
4.5% |
9% |
False |
True |
29,323 |
| 10 |
3.452 |
3.109 |
0.343 |
10.9% |
0.120 |
3.8% |
9% |
False |
True |
22,914 |
| 20 |
3.452 |
3.109 |
0.343 |
10.9% |
0.102 |
3.2% |
9% |
False |
True |
21,797 |
| 40 |
3.452 |
3.041 |
0.411 |
13.1% |
0.105 |
3.3% |
24% |
False |
False |
19,380 |
| 60 |
3.452 |
3.012 |
0.440 |
14.0% |
0.093 |
3.0% |
29% |
False |
False |
16,880 |
| 80 |
3.452 |
2.756 |
0.696 |
22.2% |
0.086 |
2.7% |
55% |
False |
False |
14,339 |
| 100 |
3.452 |
2.750 |
0.702 |
22.4% |
0.079 |
2.5% |
56% |
False |
False |
12,712 |
| 120 |
3.452 |
2.750 |
0.702 |
22.4% |
0.074 |
2.4% |
56% |
False |
False |
11,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.524 |
|
2.618 |
3.395 |
|
1.618 |
3.316 |
|
1.000 |
3.267 |
|
0.618 |
3.237 |
|
HIGH |
3.188 |
|
0.618 |
3.158 |
|
0.500 |
3.149 |
|
0.382 |
3.139 |
|
LOW |
3.109 |
|
0.618 |
3.060 |
|
1.000 |
3.030 |
|
1.618 |
2.981 |
|
2.618 |
2.902 |
|
4.250 |
2.773 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.149 |
3.279 |
| PP |
3.146 |
3.232 |
| S1 |
3.143 |
3.186 |
|