NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.054 |
2.980 |
-0.074 |
-2.4% |
3.441 |
| High |
3.085 |
3.041 |
-0.044 |
-1.4% |
3.448 |
| Low |
2.982 |
2.950 |
-0.032 |
-1.1% |
2.982 |
| Close |
3.005 |
2.974 |
-0.031 |
-1.0% |
3.005 |
| Range |
0.103 |
0.091 |
-0.012 |
-11.7% |
0.466 |
| ATR |
0.113 |
0.112 |
-0.002 |
-1.4% |
0.000 |
| Volume |
36,692 |
39,662 |
2,970 |
8.1% |
165,336 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.261 |
3.209 |
3.024 |
|
| R3 |
3.170 |
3.118 |
2.999 |
|
| R2 |
3.079 |
3.079 |
2.991 |
|
| R1 |
3.027 |
3.027 |
2.982 |
3.008 |
| PP |
2.988 |
2.988 |
2.988 |
2.979 |
| S1 |
2.936 |
2.936 |
2.966 |
2.917 |
| S2 |
2.897 |
2.897 |
2.957 |
|
| S3 |
2.806 |
2.845 |
2.949 |
|
| S4 |
2.715 |
2.754 |
2.924 |
|
|
| 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 |
3.327 |
2.950 |
0.377 |
12.7% |
0.124 |
4.2% |
6% |
False |
True |
36,291 |
| 10 |
3.452 |
2.950 |
0.502 |
16.9% |
0.124 |
4.2% |
5% |
False |
True |
30,210 |
| 20 |
3.452 |
2.950 |
0.502 |
16.9% |
0.105 |
3.5% |
5% |
False |
True |
24,261 |
| 40 |
3.452 |
2.950 |
0.502 |
16.9% |
0.108 |
3.6% |
5% |
False |
True |
21,446 |
| 60 |
3.452 |
2.950 |
0.502 |
16.9% |
0.096 |
3.2% |
5% |
False |
True |
18,448 |
| 80 |
3.452 |
2.756 |
0.696 |
23.4% |
0.089 |
3.0% |
31% |
False |
False |
15,717 |
| 100 |
3.452 |
2.750 |
0.702 |
23.6% |
0.081 |
2.7% |
32% |
False |
False |
13,812 |
| 120 |
3.452 |
2.750 |
0.702 |
23.6% |
0.076 |
2.5% |
32% |
False |
False |
12,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.428 |
|
2.618 |
3.279 |
|
1.618 |
3.188 |
|
1.000 |
3.132 |
|
0.618 |
3.097 |
|
HIGH |
3.041 |
|
0.618 |
3.006 |
|
0.500 |
2.996 |
|
0.382 |
2.985 |
|
LOW |
2.950 |
|
0.618 |
2.894 |
|
1.000 |
2.859 |
|
1.618 |
2.803 |
|
2.618 |
2.712 |
|
4.250 |
2.563 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.996 |
3.078 |
| PP |
2.988 |
3.043 |
| S1 |
2.981 |
3.009 |
|