NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3.204 |
3.065 |
-0.139 |
-4.3% |
3.159 |
| High |
3.211 |
3.090 |
-0.121 |
-3.8% |
3.320 |
| Low |
3.043 |
3.015 |
-0.028 |
-0.9% |
3.125 |
| Close |
3.063 |
3.045 |
-0.018 |
-0.6% |
3.284 |
| Range |
0.168 |
0.075 |
-0.093 |
-55.4% |
0.195 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.9% |
0.000 |
| Volume |
58,968 |
37,322 |
-21,646 |
-36.7% |
162,005 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.235 |
3.086 |
|
| R3 |
3.200 |
3.160 |
3.066 |
|
| R2 |
3.125 |
3.125 |
3.059 |
|
| R1 |
3.085 |
3.085 |
3.052 |
3.068 |
| PP |
3.050 |
3.050 |
3.050 |
3.041 |
| S1 |
3.010 |
3.010 |
3.038 |
2.993 |
| S2 |
2.975 |
2.975 |
3.031 |
|
| S3 |
2.900 |
2.935 |
3.024 |
|
| S4 |
2.825 |
2.860 |
3.004 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.751 |
3.391 |
|
| R3 |
3.633 |
3.556 |
3.338 |
|
| R2 |
3.438 |
3.438 |
3.320 |
|
| R1 |
3.361 |
3.361 |
3.302 |
3.400 |
| PP |
3.243 |
3.243 |
3.243 |
3.262 |
| S1 |
3.166 |
3.166 |
3.266 |
3.205 |
| S2 |
3.048 |
3.048 |
3.248 |
|
| S3 |
2.853 |
2.971 |
3.230 |
|
| S4 |
2.658 |
2.776 |
3.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.320 |
3.015 |
0.305 |
10.0% |
0.126 |
4.2% |
10% |
False |
True |
44,165 |
| 10 |
3.320 |
3.015 |
0.305 |
10.0% |
0.108 |
3.6% |
10% |
False |
True |
35,937 |
| 20 |
3.320 |
3.015 |
0.305 |
10.0% |
0.092 |
3.0% |
10% |
False |
True |
37,042 |
| 40 |
3.320 |
2.935 |
0.385 |
12.6% |
0.094 |
3.1% |
29% |
False |
False |
32,007 |
| 60 |
3.320 |
2.896 |
0.424 |
13.9% |
0.084 |
2.7% |
35% |
False |
False |
27,700 |
| 80 |
3.320 |
2.660 |
0.660 |
21.7% |
0.077 |
2.5% |
58% |
False |
False |
23,824 |
| 100 |
3.320 |
2.653 |
0.667 |
21.9% |
0.071 |
2.3% |
59% |
False |
False |
21,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.286 |
|
1.618 |
3.211 |
|
1.000 |
3.165 |
|
0.618 |
3.136 |
|
HIGH |
3.090 |
|
0.618 |
3.061 |
|
0.500 |
3.053 |
|
0.382 |
3.044 |
|
LOW |
3.015 |
|
0.618 |
2.969 |
|
1.000 |
2.940 |
|
1.618 |
2.894 |
|
2.618 |
2.819 |
|
4.250 |
2.696 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.053 |
3.166 |
| PP |
3.050 |
3.125 |
| S1 |
3.048 |
3.085 |
|