NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.080 |
3.022 |
-0.058 |
-1.9% |
3.490 |
| High |
3.112 |
3.068 |
-0.044 |
-1.4% |
3.505 |
| Low |
3.010 |
2.965 |
-0.045 |
-1.5% |
3.010 |
| Close |
3.031 |
2.999 |
-0.032 |
-1.1% |
3.031 |
| Range |
0.102 |
0.103 |
0.001 |
1.0% |
0.495 |
| ATR |
0.121 |
0.120 |
-0.001 |
-1.1% |
0.000 |
| Volume |
89,552 |
77,017 |
-12,535 |
-14.0% |
378,476 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.320 |
3.262 |
3.056 |
|
| R3 |
3.217 |
3.159 |
3.027 |
|
| R2 |
3.114 |
3.114 |
3.018 |
|
| R1 |
3.056 |
3.056 |
3.008 |
3.034 |
| PP |
3.011 |
3.011 |
3.011 |
2.999 |
| S1 |
2.953 |
2.953 |
2.990 |
2.931 |
| S2 |
2.908 |
2.908 |
2.980 |
|
| S3 |
2.805 |
2.850 |
2.971 |
|
| S4 |
2.702 |
2.747 |
2.942 |
|
|
| 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 |
3.367 |
2.965 |
0.402 |
13.4% |
0.131 |
4.4% |
8% |
False |
True |
79,745 |
| 10 |
3.507 |
2.965 |
0.542 |
18.1% |
0.134 |
4.5% |
6% |
False |
True |
66,247 |
| 20 |
3.507 |
2.965 |
0.542 |
18.1% |
0.113 |
3.8% |
6% |
False |
True |
56,814 |
| 40 |
3.507 |
2.965 |
0.542 |
18.1% |
0.115 |
3.8% |
6% |
False |
True |
55,467 |
| 60 |
3.507 |
2.965 |
0.542 |
18.1% |
0.102 |
3.4% |
6% |
False |
True |
47,767 |
| 80 |
3.507 |
2.785 |
0.722 |
24.1% |
0.095 |
3.2% |
30% |
False |
False |
41,900 |
| 100 |
3.507 |
2.778 |
0.729 |
24.3% |
0.086 |
2.9% |
30% |
False |
False |
38,158 |
| 120 |
3.507 |
2.778 |
0.729 |
24.3% |
0.080 |
2.7% |
30% |
False |
False |
34,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.506 |
|
2.618 |
3.338 |
|
1.618 |
3.235 |
|
1.000 |
3.171 |
|
0.618 |
3.132 |
|
HIGH |
3.068 |
|
0.618 |
3.029 |
|
0.500 |
3.017 |
|
0.382 |
3.004 |
|
LOW |
2.965 |
|
0.618 |
2.901 |
|
1.000 |
2.862 |
|
1.618 |
2.798 |
|
2.618 |
2.695 |
|
4.250 |
2.527 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.017 |
3.105 |
| PP |
3.011 |
3.069 |
| S1 |
3.005 |
3.034 |
|