NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
2.969 |
0.059 |
2.0% |
3.297 |
| High |
3.010 |
3.041 |
0.031 |
1.0% |
3.316 |
| Low |
2.894 |
2.936 |
0.042 |
1.5% |
2.908 |
| Close |
2.959 |
3.026 |
0.067 |
2.3% |
2.933 |
| Range |
0.116 |
0.105 |
-0.011 |
-9.5% |
0.408 |
| ATR |
0.102 |
0.103 |
0.000 |
0.2% |
0.000 |
| Volume |
46,023 |
42,227 |
-3,796 |
-8.2% |
249,567 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.276 |
3.084 |
|
| R3 |
3.211 |
3.171 |
3.055 |
|
| R2 |
3.106 |
3.106 |
3.045 |
|
| R1 |
3.066 |
3.066 |
3.036 |
3.086 |
| PP |
3.001 |
3.001 |
3.001 |
3.011 |
| S1 |
2.961 |
2.961 |
3.016 |
2.981 |
| S2 |
2.896 |
2.896 |
3.007 |
|
| S3 |
2.791 |
2.856 |
2.997 |
|
| S4 |
2.686 |
2.751 |
2.968 |
|
|
| 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 |
3.112 |
2.877 |
0.235 |
7.8% |
0.110 |
3.6% |
63% |
False |
False |
47,892 |
| 10 |
3.320 |
2.877 |
0.443 |
14.6% |
0.118 |
3.9% |
34% |
False |
False |
46,028 |
| 20 |
3.320 |
2.877 |
0.443 |
14.6% |
0.100 |
3.3% |
34% |
False |
False |
37,761 |
| 40 |
3.320 |
2.877 |
0.443 |
14.6% |
0.100 |
3.3% |
34% |
False |
False |
35,482 |
| 60 |
3.320 |
2.877 |
0.443 |
14.6% |
0.088 |
2.9% |
34% |
False |
False |
30,356 |
| 80 |
3.320 |
2.674 |
0.646 |
21.3% |
0.081 |
2.7% |
54% |
False |
False |
26,303 |
| 100 |
3.320 |
2.653 |
0.667 |
22.0% |
0.074 |
2.5% |
56% |
False |
False |
23,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.487 |
|
2.618 |
3.316 |
|
1.618 |
3.211 |
|
1.000 |
3.146 |
|
0.618 |
3.106 |
|
HIGH |
3.041 |
|
0.618 |
3.001 |
|
0.500 |
2.989 |
|
0.382 |
2.976 |
|
LOW |
2.936 |
|
0.618 |
2.871 |
|
1.000 |
2.831 |
|
1.618 |
2.766 |
|
2.618 |
2.661 |
|
4.250 |
2.490 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.014 |
3.004 |
| PP |
3.001 |
2.981 |
| S1 |
2.989 |
2.959 |
|