NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.297 |
3.204 |
-0.093 |
-2.8% |
3.159 |
| High |
3.316 |
3.211 |
-0.105 |
-3.2% |
3.320 |
| Low |
3.188 |
3.043 |
-0.145 |
-4.5% |
3.125 |
| Close |
3.219 |
3.063 |
-0.156 |
-4.8% |
3.284 |
| Range |
0.128 |
0.168 |
0.040 |
31.3% |
0.195 |
| ATR |
0.096 |
0.102 |
0.006 |
6.0% |
0.000 |
| Volume |
40,486 |
58,968 |
18,482 |
45.7% |
162,005 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.504 |
3.155 |
|
| R3 |
3.442 |
3.336 |
3.109 |
|
| R2 |
3.274 |
3.274 |
3.094 |
|
| R1 |
3.168 |
3.168 |
3.078 |
3.137 |
| PP |
3.106 |
3.106 |
3.106 |
3.090 |
| S1 |
3.000 |
3.000 |
3.048 |
2.969 |
| S2 |
2.938 |
2.938 |
3.032 |
|
| S3 |
2.770 |
2.832 |
3.017 |
|
| S4 |
2.602 |
2.664 |
2.971 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.751 |
3.391 |
|
| R3 |
3.633 |
3.556 |
3.338 |
|
| R2 |
3.438 |
3.438 |
3.320 |
|
| R1 |
3.361 |
3.361 |
3.302 |
3.400 |
| PP |
3.243 |
3.243 |
3.243 |
3.262 |
| S1 |
3.166 |
3.166 |
3.266 |
3.205 |
| S2 |
3.048 |
3.048 |
3.248 |
|
| S3 |
2.853 |
2.971 |
3.230 |
|
| S4 |
2.658 |
2.776 |
3.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.320 |
3.043 |
0.277 |
9.0% |
0.121 |
4.0% |
7% |
False |
True |
41,007 |
| 10 |
3.320 |
3.043 |
0.277 |
9.0% |
0.109 |
3.6% |
7% |
False |
True |
35,332 |
| 20 |
3.320 |
3.043 |
0.277 |
9.0% |
0.094 |
3.1% |
7% |
False |
True |
37,185 |
| 40 |
3.320 |
2.935 |
0.385 |
12.6% |
0.094 |
3.1% |
33% |
False |
False |
31,735 |
| 60 |
3.320 |
2.896 |
0.424 |
13.8% |
0.083 |
2.7% |
39% |
False |
False |
27,303 |
| 80 |
3.320 |
2.660 |
0.660 |
21.5% |
0.077 |
2.5% |
61% |
False |
False |
23,501 |
| 100 |
3.320 |
2.653 |
0.667 |
21.8% |
0.070 |
2.3% |
61% |
False |
False |
20,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.925 |
|
2.618 |
3.651 |
|
1.618 |
3.483 |
|
1.000 |
3.379 |
|
0.618 |
3.315 |
|
HIGH |
3.211 |
|
0.618 |
3.147 |
|
0.500 |
3.127 |
|
0.382 |
3.107 |
|
LOW |
3.043 |
|
0.618 |
2.939 |
|
1.000 |
2.875 |
|
1.618 |
2.771 |
|
2.618 |
2.603 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.182 |
| PP |
3.106 |
3.142 |
| S1 |
3.084 |
3.103 |
|