NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.152 |
3.075 |
-0.077 |
-2.4% |
3.022 |
| High |
3.181 |
3.204 |
0.023 |
0.7% |
3.204 |
| Low |
3.066 |
3.074 |
0.008 |
0.3% |
2.965 |
| Close |
3.094 |
3.122 |
0.028 |
0.9% |
3.122 |
| Range |
0.115 |
0.130 |
0.015 |
13.0% |
0.239 |
| ATR |
0.121 |
0.122 |
0.001 |
0.5% |
0.000 |
| Volume |
79,971 |
79,759 |
-212 |
-0.3% |
421,353 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.453 |
3.194 |
|
| R3 |
3.393 |
3.323 |
3.158 |
|
| R2 |
3.263 |
3.263 |
3.146 |
|
| R1 |
3.193 |
3.193 |
3.134 |
3.228 |
| PP |
3.133 |
3.133 |
3.133 |
3.151 |
| S1 |
3.063 |
3.063 |
3.110 |
3.098 |
| S2 |
3.003 |
3.003 |
3.098 |
|
| S3 |
2.873 |
2.933 |
3.086 |
|
| S4 |
2.743 |
2.803 |
3.051 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.707 |
3.253 |
|
| R3 |
3.575 |
3.468 |
3.188 |
|
| R2 |
3.336 |
3.336 |
3.166 |
|
| R1 |
3.229 |
3.229 |
3.144 |
3.283 |
| PP |
3.097 |
3.097 |
3.097 |
3.124 |
| S1 |
2.990 |
2.990 |
3.100 |
3.044 |
| S2 |
2.858 |
2.858 |
3.078 |
|
| S3 |
2.619 |
2.751 |
3.056 |
|
| S4 |
2.380 |
2.512 |
2.991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.204 |
2.965 |
0.239 |
7.7% |
0.123 |
3.9% |
66% |
True |
False |
84,270 |
| 10 |
3.505 |
2.965 |
0.540 |
17.3% |
0.133 |
4.3% |
29% |
False |
False |
79,982 |
| 20 |
3.507 |
2.965 |
0.542 |
17.4% |
0.123 |
3.9% |
29% |
False |
False |
61,947 |
| 40 |
3.507 |
2.965 |
0.542 |
17.4% |
0.119 |
3.8% |
29% |
False |
False |
60,614 |
| 60 |
3.507 |
2.965 |
0.542 |
17.4% |
0.107 |
3.4% |
29% |
False |
False |
52,158 |
| 80 |
3.507 |
2.835 |
0.672 |
21.5% |
0.098 |
3.1% |
43% |
False |
False |
45,281 |
| 100 |
3.507 |
2.778 |
0.729 |
23.4% |
0.089 |
2.9% |
47% |
False |
False |
40,872 |
| 120 |
3.507 |
2.778 |
0.729 |
23.4% |
0.082 |
2.6% |
47% |
False |
False |
36,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.757 |
|
2.618 |
3.544 |
|
1.618 |
3.414 |
|
1.000 |
3.334 |
|
0.618 |
3.284 |
|
HIGH |
3.204 |
|
0.618 |
3.154 |
|
0.500 |
3.139 |
|
0.382 |
3.124 |
|
LOW |
3.074 |
|
0.618 |
2.994 |
|
1.000 |
2.944 |
|
1.618 |
2.864 |
|
2.618 |
2.734 |
|
4.250 |
2.522 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.139 |
3.123 |
| PP |
3.133 |
3.123 |
| S1 |
3.128 |
3.122 |
|