NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.161 |
3.158 |
-0.003 |
-0.1% |
3.264 |
| High |
3.188 |
3.206 |
0.018 |
0.6% |
3.452 |
| Low |
3.109 |
3.047 |
-0.062 |
-2.0% |
3.237 |
| Close |
3.140 |
3.058 |
-0.082 |
-2.6% |
3.416 |
| Range |
0.079 |
0.159 |
0.080 |
101.3% |
0.215 |
| ATR |
0.111 |
0.114 |
0.003 |
3.1% |
0.000 |
| Volume |
27,159 |
43,665 |
16,506 |
60.8% |
113,189 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.581 |
3.478 |
3.145 |
|
| R3 |
3.422 |
3.319 |
3.102 |
|
| R2 |
3.263 |
3.263 |
3.087 |
|
| R1 |
3.160 |
3.160 |
3.073 |
3.132 |
| PP |
3.104 |
3.104 |
3.104 |
3.090 |
| S1 |
3.001 |
3.001 |
3.043 |
2.973 |
| S2 |
2.945 |
2.945 |
3.029 |
|
| S3 |
2.786 |
2.842 |
3.014 |
|
| S4 |
2.627 |
2.683 |
2.971 |
|
|
| 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 |
3.047 |
0.405 |
13.2% |
0.139 |
4.5% |
3% |
False |
True |
30,794 |
| 10 |
3.452 |
3.047 |
0.405 |
13.2% |
0.126 |
4.1% |
3% |
False |
True |
25,573 |
| 20 |
3.452 |
3.047 |
0.405 |
13.2% |
0.106 |
3.5% |
3% |
False |
True |
22,745 |
| 40 |
3.452 |
3.041 |
0.411 |
13.4% |
0.107 |
3.5% |
4% |
False |
False |
20,236 |
| 60 |
3.452 |
3.037 |
0.415 |
13.6% |
0.095 |
3.1% |
5% |
False |
False |
17,514 |
| 80 |
3.452 |
2.756 |
0.696 |
22.8% |
0.088 |
2.9% |
43% |
False |
False |
14,835 |
| 100 |
3.452 |
2.750 |
0.702 |
23.0% |
0.080 |
2.6% |
44% |
False |
False |
13,117 |
| 120 |
3.452 |
2.750 |
0.702 |
23.0% |
0.075 |
2.5% |
44% |
False |
False |
11,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.882 |
|
2.618 |
3.622 |
|
1.618 |
3.463 |
|
1.000 |
3.365 |
|
0.618 |
3.304 |
|
HIGH |
3.206 |
|
0.618 |
3.145 |
|
0.500 |
3.127 |
|
0.382 |
3.108 |
|
LOW |
3.047 |
|
0.618 |
2.949 |
|
1.000 |
2.888 |
|
1.618 |
2.790 |
|
2.618 |
2.631 |
|
4.250 |
2.371 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.187 |
| PP |
3.104 |
3.144 |
| S1 |
3.081 |
3.101 |
|