NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.001 |
3.071 |
0.070 |
2.3% |
3.490 |
| High |
3.131 |
3.168 |
0.037 |
1.2% |
3.505 |
| Low |
2.990 |
3.042 |
0.052 |
1.7% |
3.010 |
| Close |
3.073 |
3.151 |
0.078 |
2.5% |
3.031 |
| Range |
0.141 |
0.126 |
-0.015 |
-10.6% |
0.495 |
| ATR |
0.121 |
0.121 |
0.000 |
0.3% |
0.000 |
| Volume |
96,307 |
88,299 |
-8,008 |
-8.3% |
378,476 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.498 |
3.451 |
3.220 |
|
| R3 |
3.372 |
3.325 |
3.186 |
|
| R2 |
3.246 |
3.246 |
3.174 |
|
| R1 |
3.199 |
3.199 |
3.163 |
3.223 |
| PP |
3.120 |
3.120 |
3.120 |
3.132 |
| S1 |
3.073 |
3.073 |
3.139 |
3.097 |
| S2 |
2.994 |
2.994 |
3.128 |
|
| S3 |
2.868 |
2.947 |
3.116 |
|
| S4 |
2.742 |
2.821 |
3.082 |
|
|
| 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 |
3.244 |
2.965 |
0.279 |
8.9% |
0.129 |
4.1% |
67% |
False |
False |
88,494 |
| 10 |
3.507 |
2.965 |
0.542 |
17.2% |
0.140 |
4.5% |
34% |
False |
False |
76,371 |
| 20 |
3.507 |
2.965 |
0.542 |
17.2% |
0.118 |
3.7% |
34% |
False |
False |
58,681 |
| 40 |
3.507 |
2.965 |
0.542 |
17.2% |
0.119 |
3.8% |
34% |
False |
False |
58,798 |
| 60 |
3.507 |
2.965 |
0.542 |
17.2% |
0.104 |
3.3% |
34% |
False |
False |
50,029 |
| 80 |
3.507 |
2.797 |
0.710 |
22.5% |
0.096 |
3.1% |
50% |
False |
False |
43,710 |
| 100 |
3.507 |
2.778 |
0.729 |
23.1% |
0.088 |
2.8% |
51% |
False |
False |
39,684 |
| 120 |
3.507 |
2.778 |
0.729 |
23.1% |
0.081 |
2.6% |
51% |
False |
False |
35,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.704 |
|
2.618 |
3.498 |
|
1.618 |
3.372 |
|
1.000 |
3.294 |
|
0.618 |
3.246 |
|
HIGH |
3.168 |
|
0.618 |
3.120 |
|
0.500 |
3.105 |
|
0.382 |
3.090 |
|
LOW |
3.042 |
|
0.618 |
2.964 |
|
1.000 |
2.916 |
|
1.618 |
2.838 |
|
2.618 |
2.712 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.136 |
3.123 |
| PP |
3.120 |
3.095 |
| S1 |
3.105 |
3.067 |
|