NYMEX Natural Gas Future March 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 |
3.066 |
2.974 |
-0.092 |
-3.0% |
3.297 |
| High |
3.112 |
3.005 |
-0.107 |
-3.4% |
3.316 |
| Low |
2.967 |
2.908 |
-0.059 |
-2.0% |
2.908 |
| Close |
2.977 |
2.933 |
-0.044 |
-1.5% |
2.933 |
| Range |
0.145 |
0.097 |
-0.048 |
-33.1% |
0.408 |
| ATR |
0.103 |
0.102 |
0.000 |
-0.4% |
0.000 |
| Volume |
53,376 |
59,415 |
6,039 |
11.3% |
249,567 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.183 |
2.986 |
|
| R3 |
3.143 |
3.086 |
2.960 |
|
| R2 |
3.046 |
3.046 |
2.951 |
|
| R1 |
2.989 |
2.989 |
2.942 |
2.969 |
| PP |
2.949 |
2.949 |
2.949 |
2.939 |
| S1 |
2.892 |
2.892 |
2.924 |
2.872 |
| S2 |
2.852 |
2.852 |
2.915 |
|
| S3 |
2.755 |
2.795 |
2.906 |
|
| S4 |
2.658 |
2.698 |
2.880 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.013 |
3.157 |
|
| R3 |
3.868 |
3.605 |
3.045 |
|
| R2 |
3.460 |
3.460 |
3.008 |
|
| R1 |
3.197 |
3.197 |
2.970 |
3.125 |
| PP |
3.052 |
3.052 |
3.052 |
3.016 |
| S1 |
2.789 |
2.789 |
2.896 |
2.717 |
| S2 |
2.644 |
2.644 |
2.858 |
|
| S3 |
2.236 |
2.381 |
2.821 |
|
| S4 |
1.828 |
1.973 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.316 |
2.908 |
0.408 |
13.9% |
0.123 |
4.2% |
6% |
False |
True |
49,913 |
| 10 |
3.320 |
2.908 |
0.412 |
14.0% |
0.114 |
3.9% |
6% |
False |
True |
41,157 |
| 20 |
3.320 |
2.908 |
0.412 |
14.0% |
0.096 |
3.3% |
6% |
False |
True |
37,948 |
| 40 |
3.320 |
2.908 |
0.412 |
14.0% |
0.097 |
3.3% |
6% |
False |
True |
33,749 |
| 60 |
3.320 |
2.908 |
0.412 |
14.0% |
0.086 |
2.9% |
6% |
False |
True |
29,153 |
| 80 |
3.320 |
2.660 |
0.660 |
22.5% |
0.079 |
2.7% |
41% |
False |
False |
25,035 |
| 100 |
3.320 |
2.653 |
0.667 |
22.7% |
0.072 |
2.5% |
42% |
False |
False |
22,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.417 |
|
2.618 |
3.259 |
|
1.618 |
3.162 |
|
1.000 |
3.102 |
|
0.618 |
3.065 |
|
HIGH |
3.005 |
|
0.618 |
2.968 |
|
0.500 |
2.957 |
|
0.382 |
2.945 |
|
LOW |
2.908 |
|
0.618 |
2.848 |
|
1.000 |
2.811 |
|
1.618 |
2.751 |
|
2.618 |
2.654 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
3.010 |
| PP |
2.949 |
2.984 |
| S1 |
2.941 |
2.959 |
|