NYMEX Natural Gas Future January 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 |
3.195 |
3.080 |
-0.115 |
-3.6% |
3.490 |
| High |
3.244 |
3.112 |
-0.132 |
-4.1% |
3.505 |
| Low |
3.071 |
3.010 |
-0.061 |
-2.0% |
3.010 |
| Close |
3.084 |
3.031 |
-0.053 |
-1.7% |
3.031 |
| Range |
0.173 |
0.102 |
-0.071 |
-41.0% |
0.495 |
| ATR |
0.122 |
0.121 |
-0.001 |
-1.2% |
0.000 |
| Volume |
91,299 |
89,552 |
-1,747 |
-1.9% |
378,476 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.296 |
3.087 |
|
| R3 |
3.255 |
3.194 |
3.059 |
|
| R2 |
3.153 |
3.153 |
3.050 |
|
| R1 |
3.092 |
3.092 |
3.040 |
3.072 |
| PP |
3.051 |
3.051 |
3.051 |
3.041 |
| S1 |
2.990 |
2.990 |
3.022 |
2.970 |
| S2 |
2.949 |
2.949 |
3.012 |
|
| S3 |
2.847 |
2.888 |
3.003 |
|
| S4 |
2.745 |
2.786 |
2.975 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.667 |
4.344 |
3.303 |
|
| R3 |
4.172 |
3.849 |
3.167 |
|
| R2 |
3.677 |
3.677 |
3.122 |
|
| R1 |
3.354 |
3.354 |
3.076 |
3.268 |
| PP |
3.182 |
3.182 |
3.182 |
3.139 |
| S1 |
2.859 |
2.859 |
2.986 |
2.773 |
| S2 |
2.687 |
2.687 |
2.940 |
|
| S3 |
2.192 |
2.364 |
2.895 |
|
| S4 |
1.697 |
1.869 |
2.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.505 |
3.010 |
0.495 |
16.3% |
0.143 |
4.7% |
4% |
False |
True |
75,695 |
| 10 |
3.507 |
3.010 |
0.497 |
16.4% |
0.136 |
4.5% |
4% |
False |
True |
62,228 |
| 20 |
3.507 |
3.010 |
0.497 |
16.4% |
0.113 |
3.7% |
4% |
False |
True |
57,572 |
| 40 |
3.507 |
3.010 |
0.497 |
16.4% |
0.115 |
3.8% |
4% |
False |
True |
54,434 |
| 60 |
3.507 |
3.010 |
0.497 |
16.4% |
0.102 |
3.4% |
4% |
False |
True |
47,059 |
| 80 |
3.507 |
2.785 |
0.722 |
23.8% |
0.094 |
3.1% |
34% |
False |
False |
41,050 |
| 100 |
3.507 |
2.778 |
0.729 |
24.1% |
0.085 |
2.8% |
35% |
False |
False |
37,531 |
| 120 |
3.507 |
2.778 |
0.729 |
24.1% |
0.080 |
2.6% |
35% |
False |
False |
34,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.546 |
|
2.618 |
3.379 |
|
1.618 |
3.277 |
|
1.000 |
3.214 |
|
0.618 |
3.175 |
|
HIGH |
3.112 |
|
0.618 |
3.073 |
|
0.500 |
3.061 |
|
0.382 |
3.049 |
|
LOW |
3.010 |
|
0.618 |
2.947 |
|
1.000 |
2.908 |
|
1.618 |
2.845 |
|
2.618 |
2.743 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.061 |
3.127 |
| PP |
3.051 |
3.095 |
| S1 |
3.041 |
3.063 |
|