NYMEX Natural Gas Future February 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 |
2.982 |
3.041 |
0.059 |
2.0% |
3.441 |
| High |
3.096 |
3.133 |
0.037 |
1.2% |
3.448 |
| Low |
2.962 |
3.011 |
0.049 |
1.7% |
2.982 |
| Close |
3.041 |
3.116 |
0.075 |
2.5% |
3.005 |
| Range |
0.134 |
0.122 |
-0.012 |
-9.0% |
0.466 |
| ATR |
0.113 |
0.114 |
0.001 |
0.5% |
0.000 |
| Volume |
31,468 |
33,500 |
2,032 |
6.5% |
165,336 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.453 |
3.406 |
3.183 |
|
| R3 |
3.331 |
3.284 |
3.150 |
|
| R2 |
3.209 |
3.209 |
3.138 |
|
| R1 |
3.162 |
3.162 |
3.127 |
3.186 |
| PP |
3.087 |
3.087 |
3.087 |
3.098 |
| S1 |
3.040 |
3.040 |
3.105 |
3.064 |
| S2 |
2.965 |
2.965 |
3.094 |
|
| S3 |
2.843 |
2.918 |
3.082 |
|
| S4 |
2.721 |
2.796 |
3.049 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.543 |
4.240 |
3.261 |
|
| R3 |
4.077 |
3.774 |
3.133 |
|
| R2 |
3.611 |
3.611 |
3.090 |
|
| R1 |
3.308 |
3.308 |
3.048 |
3.227 |
| PP |
3.145 |
3.145 |
3.145 |
3.104 |
| S1 |
2.842 |
2.842 |
2.962 |
2.761 |
| S2 |
2.679 |
2.679 |
2.920 |
|
| S3 |
2.213 |
2.376 |
2.877 |
|
| S4 |
1.747 |
1.910 |
2.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.206 |
2.950 |
0.256 |
8.2% |
0.122 |
3.9% |
65% |
False |
False |
36,997 |
| 10 |
3.452 |
2.950 |
0.502 |
16.1% |
0.131 |
4.2% |
33% |
False |
False |
33,160 |
| 20 |
3.452 |
2.950 |
0.502 |
16.1% |
0.110 |
3.5% |
33% |
False |
False |
25,341 |
| 40 |
3.452 |
2.950 |
0.502 |
16.1% |
0.112 |
3.6% |
33% |
False |
False |
22,681 |
| 60 |
3.452 |
2.950 |
0.502 |
16.1% |
0.098 |
3.1% |
33% |
False |
False |
19,207 |
| 80 |
3.452 |
2.768 |
0.684 |
22.0% |
0.091 |
2.9% |
51% |
False |
False |
16,420 |
| 100 |
3.452 |
2.750 |
0.702 |
22.5% |
0.083 |
2.7% |
52% |
False |
False |
14,366 |
| 120 |
3.452 |
2.750 |
0.702 |
22.5% |
0.077 |
2.5% |
52% |
False |
False |
12,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.652 |
|
2.618 |
3.452 |
|
1.618 |
3.330 |
|
1.000 |
3.255 |
|
0.618 |
3.208 |
|
HIGH |
3.133 |
|
0.618 |
3.086 |
|
0.500 |
3.072 |
|
0.382 |
3.058 |
|
LOW |
3.011 |
|
0.618 |
2.936 |
|
1.000 |
2.889 |
|
1.618 |
2.814 |
|
2.618 |
2.692 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.101 |
3.091 |
| PP |
3.087 |
3.066 |
| S1 |
3.072 |
3.042 |
|