NYMEX Natural Gas Future February 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 |
3.112 |
3.052 |
-0.060 |
-1.9% |
2.980 |
| High |
3.144 |
3.159 |
0.015 |
0.5% |
3.159 |
| Low |
3.032 |
3.042 |
0.010 |
0.3% |
2.950 |
| Close |
3.057 |
3.083 |
0.026 |
0.9% |
3.083 |
| Range |
0.112 |
0.117 |
0.005 |
4.5% |
0.209 |
| ATR |
0.114 |
0.114 |
0.000 |
0.2% |
0.000 |
| Volume |
26,580 |
28,653 |
2,073 |
7.8% |
159,863 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.446 |
3.381 |
3.147 |
|
| R3 |
3.329 |
3.264 |
3.115 |
|
| R2 |
3.212 |
3.212 |
3.104 |
|
| R1 |
3.147 |
3.147 |
3.094 |
3.180 |
| PP |
3.095 |
3.095 |
3.095 |
3.111 |
| S1 |
3.030 |
3.030 |
3.072 |
3.063 |
| S2 |
2.978 |
2.978 |
3.062 |
|
| S3 |
2.861 |
2.913 |
3.051 |
|
| S4 |
2.744 |
2.796 |
3.019 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.596 |
3.198 |
|
| R3 |
3.482 |
3.387 |
3.140 |
|
| R2 |
3.273 |
3.273 |
3.121 |
|
| R1 |
3.178 |
3.178 |
3.102 |
3.226 |
| PP |
3.064 |
3.064 |
3.064 |
3.088 |
| S1 |
2.969 |
2.969 |
3.064 |
3.017 |
| S2 |
2.855 |
2.855 |
3.045 |
|
| S3 |
2.646 |
2.760 |
3.026 |
|
| S4 |
2.437 |
2.551 |
2.968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.159 |
2.950 |
0.209 |
6.8% |
0.115 |
3.7% |
64% |
True |
False |
31,972 |
| 10 |
3.448 |
2.950 |
0.498 |
16.2% |
0.125 |
4.0% |
27% |
False |
False |
32,519 |
| 20 |
3.452 |
2.950 |
0.502 |
16.3% |
0.115 |
3.7% |
26% |
False |
False |
26,142 |
| 40 |
3.452 |
2.950 |
0.502 |
16.3% |
0.112 |
3.6% |
26% |
False |
False |
23,383 |
| 60 |
3.452 |
2.950 |
0.502 |
16.3% |
0.101 |
3.3% |
26% |
False |
False |
19,870 |
| 80 |
3.452 |
2.804 |
0.648 |
21.0% |
0.092 |
3.0% |
43% |
False |
False |
16,994 |
| 100 |
3.452 |
2.750 |
0.702 |
22.8% |
0.084 |
2.7% |
47% |
False |
False |
14,798 |
| 120 |
3.452 |
2.750 |
0.702 |
22.8% |
0.078 |
2.5% |
47% |
False |
False |
13,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.656 |
|
2.618 |
3.465 |
|
1.618 |
3.348 |
|
1.000 |
3.276 |
|
0.618 |
3.231 |
|
HIGH |
3.159 |
|
0.618 |
3.114 |
|
0.500 |
3.101 |
|
0.382 |
3.087 |
|
LOW |
3.042 |
|
0.618 |
2.970 |
|
1.000 |
2.925 |
|
1.618 |
2.853 |
|
2.618 |
2.736 |
|
4.250 |
2.545 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.101 |
3.085 |
| PP |
3.095 |
3.084 |
| S1 |
3.089 |
3.084 |
|