NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.868 |
2.875 |
0.007 |
0.2% |
2.870 |
| High |
2.894 |
2.922 |
0.028 |
1.0% |
3.001 |
| Low |
2.849 |
2.811 |
-0.038 |
-1.3% |
2.865 |
| Close |
2.868 |
2.825 |
-0.043 |
-1.5% |
2.975 |
| Range |
0.045 |
0.111 |
0.066 |
146.7% |
0.136 |
| ATR |
0.057 |
0.061 |
0.004 |
6.8% |
0.000 |
| Volume |
14,927 |
22,777 |
7,850 |
52.6% |
59,154 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.116 |
2.886 |
|
| R3 |
3.075 |
3.005 |
2.856 |
|
| R2 |
2.964 |
2.964 |
2.845 |
|
| R1 |
2.894 |
2.894 |
2.835 |
2.874 |
| PP |
2.853 |
2.853 |
2.853 |
2.842 |
| S1 |
2.783 |
2.783 |
2.815 |
2.763 |
| S2 |
2.742 |
2.742 |
2.805 |
|
| S3 |
2.631 |
2.672 |
2.794 |
|
| S4 |
2.520 |
2.561 |
2.764 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.301 |
3.050 |
|
| R3 |
3.219 |
3.165 |
3.012 |
|
| R2 |
3.083 |
3.083 |
3.000 |
|
| R1 |
3.029 |
3.029 |
2.987 |
3.056 |
| PP |
2.947 |
2.947 |
2.947 |
2.961 |
| S1 |
2.893 |
2.893 |
2.963 |
2.920 |
| S2 |
2.811 |
2.811 |
2.950 |
|
| S3 |
2.675 |
2.757 |
2.938 |
|
| S4 |
2.539 |
2.621 |
2.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.011 |
2.811 |
0.200 |
7.1% |
0.079 |
2.8% |
7% |
False |
True |
17,886 |
| 10 |
3.011 |
2.811 |
0.200 |
7.1% |
0.067 |
2.4% |
7% |
False |
True |
14,439 |
| 20 |
3.011 |
2.770 |
0.241 |
8.5% |
0.055 |
1.9% |
23% |
False |
False |
11,908 |
| 40 |
3.011 |
2.650 |
0.361 |
12.8% |
0.054 |
1.9% |
48% |
False |
False |
10,420 |
| 60 |
3.011 |
2.629 |
0.382 |
13.5% |
0.050 |
1.8% |
51% |
False |
False |
9,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.394 |
|
2.618 |
3.213 |
|
1.618 |
3.102 |
|
1.000 |
3.033 |
|
0.618 |
2.991 |
|
HIGH |
2.922 |
|
0.618 |
2.880 |
|
0.500 |
2.867 |
|
0.382 |
2.853 |
|
LOW |
2.811 |
|
0.618 |
2.742 |
|
1.000 |
2.700 |
|
1.618 |
2.631 |
|
2.618 |
2.520 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.883 |
| PP |
2.853 |
2.863 |
| S1 |
2.839 |
2.844 |
|