NYMEX Natural Gas Future February 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 |
2.980 |
2.982 |
0.002 |
0.1% |
3.441 |
| High |
3.041 |
3.096 |
0.055 |
1.8% |
3.448 |
| Low |
2.950 |
2.962 |
0.012 |
0.4% |
2.982 |
| Close |
2.974 |
3.041 |
0.067 |
2.3% |
3.005 |
| Range |
0.091 |
0.134 |
0.043 |
47.3% |
0.466 |
| ATR |
0.112 |
0.113 |
0.002 |
1.4% |
0.000 |
| Volume |
39,662 |
31,468 |
-8,194 |
-20.7% |
165,336 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.372 |
3.115 |
|
| R3 |
3.301 |
3.238 |
3.078 |
|
| R2 |
3.167 |
3.167 |
3.066 |
|
| R1 |
3.104 |
3.104 |
3.053 |
3.136 |
| PP |
3.033 |
3.033 |
3.033 |
3.049 |
| S1 |
2.970 |
2.970 |
3.029 |
3.002 |
| S2 |
2.899 |
2.899 |
3.016 |
|
| S3 |
2.765 |
2.836 |
3.004 |
|
| S4 |
2.631 |
2.702 |
2.967 |
|
|
| 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 |
3.206 |
2.950 |
0.256 |
8.4% |
0.113 |
3.7% |
36% |
False |
False |
35,729 |
| 10 |
3.452 |
2.950 |
0.502 |
16.5% |
0.124 |
4.1% |
18% |
False |
False |
31,319 |
| 20 |
3.452 |
2.950 |
0.502 |
16.5% |
0.108 |
3.6% |
18% |
False |
False |
24,782 |
| 40 |
3.452 |
2.950 |
0.502 |
16.5% |
0.110 |
3.6% |
18% |
False |
False |
22,028 |
| 60 |
3.452 |
2.950 |
0.502 |
16.5% |
0.098 |
3.2% |
18% |
False |
False |
18,849 |
| 80 |
3.452 |
2.768 |
0.684 |
22.5% |
0.090 |
3.0% |
40% |
False |
False |
16,038 |
| 100 |
3.452 |
2.750 |
0.702 |
23.1% |
0.082 |
2.7% |
41% |
False |
False |
14,089 |
| 120 |
3.452 |
2.750 |
0.702 |
23.1% |
0.076 |
2.5% |
41% |
False |
False |
12,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.666 |
|
2.618 |
3.447 |
|
1.618 |
3.313 |
|
1.000 |
3.230 |
|
0.618 |
3.179 |
|
HIGH |
3.096 |
|
0.618 |
3.045 |
|
0.500 |
3.029 |
|
0.382 |
3.013 |
|
LOW |
2.962 |
|
0.618 |
2.879 |
|
1.000 |
2.828 |
|
1.618 |
2.745 |
|
2.618 |
2.611 |
|
4.250 |
2.393 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.037 |
3.035 |
| PP |
3.033 |
3.029 |
| S1 |
3.029 |
3.023 |
|