NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.441 |
3.327 |
-0.114 |
-3.3% |
3.264 |
| High |
3.448 |
3.327 |
-0.121 |
-3.5% |
3.452 |
| Low |
3.303 |
3.141 |
-0.162 |
-4.9% |
3.237 |
| Close |
3.332 |
3.159 |
-0.173 |
-5.2% |
3.416 |
| Range |
0.145 |
0.186 |
0.041 |
28.3% |
0.215 |
| ATR |
0.107 |
0.113 |
0.006 |
5.6% |
0.000 |
| Volume |
23,543 |
34,277 |
10,734 |
45.6% |
113,189 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.767 |
3.649 |
3.261 |
|
| R3 |
3.581 |
3.463 |
3.210 |
|
| R2 |
3.395 |
3.395 |
3.193 |
|
| R1 |
3.277 |
3.277 |
3.176 |
3.243 |
| PP |
3.209 |
3.209 |
3.209 |
3.192 |
| S1 |
3.091 |
3.091 |
3.142 |
3.057 |
| S2 |
3.023 |
3.023 |
3.125 |
|
| S3 |
2.837 |
2.905 |
3.108 |
|
| S4 |
2.651 |
2.719 |
3.057 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.930 |
3.534 |
|
| R3 |
3.798 |
3.715 |
3.475 |
|
| R2 |
3.583 |
3.583 |
3.455 |
|
| R1 |
3.500 |
3.500 |
3.436 |
3.542 |
| PP |
3.368 |
3.368 |
3.368 |
3.389 |
| S1 |
3.285 |
3.285 |
3.396 |
3.327 |
| S2 |
3.153 |
3.153 |
3.377 |
|
| S3 |
2.938 |
3.070 |
3.357 |
|
| S4 |
2.723 |
2.855 |
3.298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.452 |
3.141 |
0.311 |
9.8% |
0.135 |
4.3% |
6% |
False |
True |
26,909 |
| 10 |
3.452 |
3.141 |
0.311 |
9.8% |
0.121 |
3.8% |
6% |
False |
True |
21,871 |
| 20 |
3.452 |
3.141 |
0.311 |
9.8% |
0.104 |
3.3% |
6% |
False |
True |
21,677 |
| 40 |
3.452 |
3.041 |
0.411 |
13.0% |
0.105 |
3.3% |
29% |
False |
False |
19,153 |
| 60 |
3.452 |
3.012 |
0.440 |
13.9% |
0.093 |
2.9% |
33% |
False |
False |
16,543 |
| 80 |
3.452 |
2.756 |
0.696 |
22.0% |
0.086 |
2.7% |
58% |
False |
False |
14,057 |
| 100 |
3.452 |
2.750 |
0.702 |
22.2% |
0.078 |
2.5% |
58% |
False |
False |
12,470 |
| 120 |
3.452 |
2.750 |
0.702 |
22.2% |
0.074 |
2.4% |
58% |
False |
False |
11,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.118 |
|
2.618 |
3.814 |
|
1.618 |
3.628 |
|
1.000 |
3.513 |
|
0.618 |
3.442 |
|
HIGH |
3.327 |
|
0.618 |
3.256 |
|
0.500 |
3.234 |
|
0.382 |
3.212 |
|
LOW |
3.141 |
|
0.618 |
3.026 |
|
1.000 |
2.955 |
|
1.618 |
2.840 |
|
2.618 |
2.654 |
|
4.250 |
2.351 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.234 |
3.297 |
| PP |
3.209 |
3.251 |
| S1 |
3.184 |
3.205 |
|