NYMEX Natural Gas Future March 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 |
2.969 |
3.022 |
0.053 |
1.8% |
3.297 |
| High |
3.041 |
3.052 |
0.011 |
0.4% |
3.316 |
| Low |
2.936 |
2.945 |
0.009 |
0.3% |
2.908 |
| Close |
3.026 |
2.969 |
-0.057 |
-1.9% |
2.933 |
| Range |
0.105 |
0.107 |
0.002 |
1.9% |
0.408 |
| ATR |
0.103 |
0.103 |
0.000 |
0.3% |
0.000 |
| Volume |
42,227 |
38,860 |
-3,367 |
-8.0% |
249,567 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.246 |
3.028 |
|
| R3 |
3.203 |
3.139 |
2.998 |
|
| R2 |
3.096 |
3.096 |
2.989 |
|
| R1 |
3.032 |
3.032 |
2.979 |
3.011 |
| PP |
2.989 |
2.989 |
2.989 |
2.978 |
| S1 |
2.925 |
2.925 |
2.959 |
2.904 |
| S2 |
2.882 |
2.882 |
2.949 |
|
| S3 |
2.775 |
2.818 |
2.940 |
|
| S4 |
2.668 |
2.711 |
2.910 |
|
|
| 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 |
3.052 |
2.877 |
0.175 |
5.9% |
0.102 |
3.4% |
53% |
True |
False |
44,989 |
| 10 |
3.320 |
2.877 |
0.443 |
14.9% |
0.114 |
3.8% |
21% |
False |
False |
45,086 |
| 20 |
3.320 |
2.877 |
0.443 |
14.9% |
0.102 |
3.4% |
21% |
False |
False |
38,224 |
| 40 |
3.320 |
2.877 |
0.443 |
14.9% |
0.100 |
3.4% |
21% |
False |
False |
35,697 |
| 60 |
3.320 |
2.877 |
0.443 |
14.9% |
0.089 |
3.0% |
21% |
False |
False |
30,868 |
| 80 |
3.320 |
2.681 |
0.639 |
21.5% |
0.082 |
2.8% |
45% |
False |
False |
26,703 |
| 100 |
3.320 |
2.653 |
0.667 |
22.5% |
0.075 |
2.5% |
47% |
False |
False |
23,521 |
| 120 |
3.320 |
2.653 |
0.667 |
22.5% |
0.070 |
2.4% |
47% |
False |
False |
21,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.507 |
|
2.618 |
3.332 |
|
1.618 |
3.225 |
|
1.000 |
3.159 |
|
0.618 |
3.118 |
|
HIGH |
3.052 |
|
0.618 |
3.011 |
|
0.500 |
2.999 |
|
0.382 |
2.986 |
|
LOW |
2.945 |
|
0.618 |
2.879 |
|
1.000 |
2.838 |
|
1.618 |
2.772 |
|
2.618 |
2.665 |
|
4.250 |
2.490 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.999 |
2.973 |
| PP |
2.989 |
2.972 |
| S1 |
2.979 |
2.970 |
|