NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.041 |
3.112 |
0.071 |
2.3% |
3.441 |
| High |
3.133 |
3.144 |
0.011 |
0.4% |
3.448 |
| Low |
3.011 |
3.032 |
0.021 |
0.7% |
2.982 |
| Close |
3.116 |
3.057 |
-0.059 |
-1.9% |
3.005 |
| Range |
0.122 |
0.112 |
-0.010 |
-8.2% |
0.466 |
| ATR |
0.114 |
0.114 |
0.000 |
-0.1% |
0.000 |
| Volume |
33,500 |
26,580 |
-6,920 |
-20.7% |
165,336 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.414 |
3.347 |
3.119 |
|
| R3 |
3.302 |
3.235 |
3.088 |
|
| R2 |
3.190 |
3.190 |
3.078 |
|
| R1 |
3.123 |
3.123 |
3.067 |
3.101 |
| PP |
3.078 |
3.078 |
3.078 |
3.066 |
| S1 |
3.011 |
3.011 |
3.047 |
2.989 |
| S2 |
2.966 |
2.966 |
3.036 |
|
| S3 |
2.854 |
2.899 |
3.026 |
|
| S4 |
2.742 |
2.787 |
2.995 |
|
|
| 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 |
3.144 |
2.950 |
0.194 |
6.3% |
0.112 |
3.7% |
55% |
True |
False |
33,580 |
| 10 |
3.452 |
2.950 |
0.502 |
16.4% |
0.126 |
4.1% |
21% |
False |
False |
32,187 |
| 20 |
3.452 |
2.950 |
0.502 |
16.4% |
0.112 |
3.7% |
21% |
False |
False |
25,805 |
| 40 |
3.452 |
2.950 |
0.502 |
16.4% |
0.112 |
3.7% |
21% |
False |
False |
22,941 |
| 60 |
3.452 |
2.950 |
0.502 |
16.4% |
0.100 |
3.3% |
21% |
False |
False |
19,570 |
| 80 |
3.452 |
2.771 |
0.681 |
22.3% |
0.092 |
3.0% |
42% |
False |
False |
16,705 |
| 100 |
3.452 |
2.750 |
0.702 |
23.0% |
0.083 |
2.7% |
44% |
False |
False |
14,571 |
| 120 |
3.452 |
2.750 |
0.702 |
23.0% |
0.077 |
2.5% |
44% |
False |
False |
12,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.620 |
|
2.618 |
3.437 |
|
1.618 |
3.325 |
|
1.000 |
3.256 |
|
0.618 |
3.213 |
|
HIGH |
3.144 |
|
0.618 |
3.101 |
|
0.500 |
3.088 |
|
0.382 |
3.075 |
|
LOW |
3.032 |
|
0.618 |
2.963 |
|
1.000 |
2.920 |
|
1.618 |
2.851 |
|
2.618 |
2.739 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.088 |
3.056 |
| PP |
3.078 |
3.054 |
| S1 |
3.067 |
3.053 |
|