NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.158 |
3.054 |
-0.104 |
-3.3% |
3.441 |
| High |
3.206 |
3.085 |
-0.121 |
-3.8% |
3.448 |
| Low |
3.047 |
2.982 |
-0.065 |
-2.1% |
2.982 |
| Close |
3.058 |
3.005 |
-0.053 |
-1.7% |
3.005 |
| Range |
0.159 |
0.103 |
-0.056 |
-35.2% |
0.466 |
| ATR |
0.114 |
0.113 |
-0.001 |
-0.7% |
0.000 |
| Volume |
43,665 |
36,692 |
-6,973 |
-16.0% |
165,336 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.272 |
3.062 |
|
| R3 |
3.230 |
3.169 |
3.033 |
|
| R2 |
3.127 |
3.127 |
3.024 |
|
| R1 |
3.066 |
3.066 |
3.014 |
3.045 |
| PP |
3.024 |
3.024 |
3.024 |
3.014 |
| S1 |
2.963 |
2.963 |
2.996 |
2.942 |
| S2 |
2.921 |
2.921 |
2.986 |
|
| S3 |
2.818 |
2.860 |
2.977 |
|
| S4 |
2.715 |
2.757 |
2.948 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.543 |
4.240 |
3.261 |
|
| R3 |
4.077 |
3.774 |
3.133 |
|
| R2 |
3.611 |
3.611 |
3.090 |
|
| R1 |
3.308 |
3.308 |
3.048 |
3.227 |
| PP |
3.145 |
3.145 |
3.145 |
3.104 |
| S1 |
2.842 |
2.842 |
2.962 |
2.761 |
| S2 |
2.679 |
2.679 |
2.920 |
|
| S3 |
2.213 |
2.376 |
2.877 |
|
| S4 |
1.747 |
1.910 |
2.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.448 |
2.982 |
0.466 |
15.5% |
0.134 |
4.5% |
5% |
False |
True |
33,067 |
| 10 |
3.452 |
2.982 |
0.470 |
15.6% |
0.127 |
4.2% |
5% |
False |
True |
27,852 |
| 20 |
3.452 |
2.982 |
0.470 |
15.6% |
0.105 |
3.5% |
5% |
False |
True |
23,334 |
| 40 |
3.452 |
2.982 |
0.470 |
15.6% |
0.108 |
3.6% |
5% |
False |
True |
20,792 |
| 60 |
3.452 |
2.982 |
0.470 |
15.6% |
0.096 |
3.2% |
5% |
False |
True |
18,019 |
| 80 |
3.452 |
2.756 |
0.696 |
23.2% |
0.088 |
2.9% |
36% |
False |
False |
15,249 |
| 100 |
3.452 |
2.750 |
0.702 |
23.4% |
0.080 |
2.7% |
36% |
False |
False |
13,455 |
| 120 |
3.452 |
2.750 |
0.702 |
23.4% |
0.075 |
2.5% |
36% |
False |
False |
12,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.523 |
|
2.618 |
3.355 |
|
1.618 |
3.252 |
|
1.000 |
3.188 |
|
0.618 |
3.149 |
|
HIGH |
3.085 |
|
0.618 |
3.046 |
|
0.500 |
3.034 |
|
0.382 |
3.021 |
|
LOW |
2.982 |
|
0.618 |
2.918 |
|
1.000 |
2.879 |
|
1.618 |
2.815 |
|
2.618 |
2.712 |
|
4.250 |
2.544 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.034 |
3.094 |
| PP |
3.024 |
3.064 |
| S1 |
3.015 |
3.035 |
|