NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.071 |
3.152 |
0.081 |
2.6% |
3.490 |
| High |
3.168 |
3.181 |
0.013 |
0.4% |
3.505 |
| Low |
3.042 |
3.066 |
0.024 |
0.8% |
3.010 |
| Close |
3.151 |
3.094 |
-0.057 |
-1.8% |
3.031 |
| Range |
0.126 |
0.115 |
-0.011 |
-8.7% |
0.495 |
| ATR |
0.121 |
0.121 |
0.000 |
-0.4% |
0.000 |
| Volume |
88,299 |
79,971 |
-8,328 |
-9.4% |
378,476 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.459 |
3.391 |
3.157 |
|
| R3 |
3.344 |
3.276 |
3.126 |
|
| R2 |
3.229 |
3.229 |
3.115 |
|
| R1 |
3.161 |
3.161 |
3.105 |
3.138 |
| PP |
3.114 |
3.114 |
3.114 |
3.102 |
| S1 |
3.046 |
3.046 |
3.083 |
3.023 |
| S2 |
2.999 |
2.999 |
3.073 |
|
| S3 |
2.884 |
2.931 |
3.062 |
|
| S4 |
2.769 |
2.816 |
3.031 |
|
|
| 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 |
3.181 |
2.965 |
0.216 |
7.0% |
0.117 |
3.8% |
60% |
True |
False |
86,229 |
| 10 |
3.507 |
2.965 |
0.542 |
17.5% |
0.134 |
4.3% |
24% |
False |
False |
77,655 |
| 20 |
3.507 |
2.965 |
0.542 |
17.5% |
0.120 |
3.9% |
24% |
False |
False |
60,424 |
| 40 |
3.507 |
2.965 |
0.542 |
17.5% |
0.119 |
3.8% |
24% |
False |
False |
59,504 |
| 60 |
3.507 |
2.965 |
0.542 |
17.5% |
0.106 |
3.4% |
24% |
False |
False |
51,139 |
| 80 |
3.507 |
2.800 |
0.707 |
22.9% |
0.097 |
3.1% |
42% |
False |
False |
44,533 |
| 100 |
3.507 |
2.778 |
0.729 |
23.6% |
0.088 |
2.9% |
43% |
False |
False |
40,271 |
| 120 |
3.507 |
2.778 |
0.729 |
23.6% |
0.082 |
2.6% |
43% |
False |
False |
36,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.670 |
|
2.618 |
3.482 |
|
1.618 |
3.367 |
|
1.000 |
3.296 |
|
0.618 |
3.252 |
|
HIGH |
3.181 |
|
0.618 |
3.137 |
|
0.500 |
3.124 |
|
0.382 |
3.110 |
|
LOW |
3.066 |
|
0.618 |
2.995 |
|
1.000 |
2.951 |
|
1.618 |
2.880 |
|
2.618 |
2.765 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.124 |
3.091 |
| PP |
3.114 |
3.088 |
| S1 |
3.104 |
3.086 |
|