NYMEX Natural Gas Future January 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 |
3.490 |
3.364 |
-0.126 |
-3.6% |
3.298 |
| High |
3.505 |
3.367 |
-0.138 |
-3.9% |
3.507 |
| Low |
3.342 |
3.175 |
-0.167 |
-5.0% |
3.276 |
| Close |
3.375 |
3.195 |
-0.180 |
-5.3% |
3.469 |
| Range |
0.163 |
0.192 |
0.029 |
17.8% |
0.231 |
| ATR |
0.115 |
0.121 |
0.006 |
5.3% |
0.000 |
| Volume |
56,768 |
80,694 |
23,926 |
42.1% |
243,813 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.822 |
3.700 |
3.301 |
|
| R3 |
3.630 |
3.508 |
3.248 |
|
| R2 |
3.438 |
3.438 |
3.230 |
|
| R1 |
3.316 |
3.316 |
3.213 |
3.281 |
| PP |
3.246 |
3.246 |
3.246 |
3.228 |
| S1 |
3.124 |
3.124 |
3.177 |
3.089 |
| S2 |
3.054 |
3.054 |
3.160 |
|
| S3 |
2.862 |
2.932 |
3.142 |
|
| S4 |
2.670 |
2.740 |
3.089 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.021 |
3.596 |
|
| R3 |
3.879 |
3.790 |
3.533 |
|
| R2 |
3.648 |
3.648 |
3.511 |
|
| R1 |
3.559 |
3.559 |
3.490 |
3.604 |
| PP |
3.417 |
3.417 |
3.417 |
3.440 |
| S1 |
3.328 |
3.328 |
3.448 |
3.373 |
| S2 |
3.186 |
3.186 |
3.427 |
|
| S3 |
2.955 |
3.097 |
3.405 |
|
| S4 |
2.724 |
2.866 |
3.342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.507 |
3.175 |
0.332 |
10.4% |
0.145 |
4.6% |
6% |
False |
True |
59,109 |
| 10 |
3.507 |
3.175 |
0.332 |
10.4% |
0.130 |
4.1% |
6% |
False |
True |
49,097 |
| 20 |
3.507 |
3.175 |
0.332 |
10.4% |
0.111 |
3.5% |
6% |
False |
True |
60,347 |
| 40 |
3.507 |
3.079 |
0.428 |
13.4% |
0.111 |
3.5% |
27% |
False |
False |
51,260 |
| 60 |
3.507 |
3.054 |
0.453 |
14.2% |
0.098 |
3.1% |
31% |
False |
False |
44,045 |
| 80 |
3.507 |
2.785 |
0.722 |
22.6% |
0.091 |
2.8% |
57% |
False |
False |
38,697 |
| 100 |
3.507 |
2.778 |
0.729 |
22.8% |
0.083 |
2.6% |
57% |
False |
False |
35,477 |
| 120 |
3.507 |
2.778 |
0.729 |
22.8% |
0.079 |
2.5% |
57% |
False |
False |
32,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.183 |
|
2.618 |
3.870 |
|
1.618 |
3.678 |
|
1.000 |
3.559 |
|
0.618 |
3.486 |
|
HIGH |
3.367 |
|
0.618 |
3.294 |
|
0.500 |
3.271 |
|
0.382 |
3.248 |
|
LOW |
3.175 |
|
0.618 |
3.056 |
|
1.000 |
2.983 |
|
1.618 |
2.864 |
|
2.618 |
2.672 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.271 |
3.341 |
| PP |
3.246 |
3.292 |
| S1 |
3.220 |
3.244 |
|