NYMEX Natural Gas Future March 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 |
3.065 |
3.066 |
0.001 |
0.0% |
3.159 |
| High |
3.090 |
3.112 |
0.022 |
0.7% |
3.320 |
| Low |
3.015 |
2.967 |
-0.048 |
-1.6% |
3.125 |
| Close |
3.045 |
2.977 |
-0.068 |
-2.2% |
3.284 |
| Range |
0.075 |
0.145 |
0.070 |
93.3% |
0.195 |
| ATR |
0.100 |
0.103 |
0.003 |
3.3% |
0.000 |
| Volume |
37,322 |
53,376 |
16,054 |
43.0% |
162,005 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.454 |
3.360 |
3.057 |
|
| R3 |
3.309 |
3.215 |
3.017 |
|
| R2 |
3.164 |
3.164 |
3.004 |
|
| R1 |
3.070 |
3.070 |
2.990 |
3.045 |
| PP |
3.019 |
3.019 |
3.019 |
3.006 |
| S1 |
2.925 |
2.925 |
2.964 |
2.900 |
| S2 |
2.874 |
2.874 |
2.950 |
|
| S3 |
2.729 |
2.780 |
2.937 |
|
| S4 |
2.584 |
2.635 |
2.897 |
|
|
| 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 |
2.967 |
0.353 |
11.9% |
0.126 |
4.2% |
3% |
False |
True |
45,184 |
| 10 |
3.320 |
2.967 |
0.353 |
11.9% |
0.114 |
3.8% |
3% |
False |
True |
38,352 |
| 20 |
3.320 |
2.967 |
0.353 |
11.9% |
0.095 |
3.2% |
3% |
False |
True |
37,579 |
| 40 |
3.320 |
2.935 |
0.385 |
12.9% |
0.096 |
3.2% |
11% |
False |
False |
32,829 |
| 60 |
3.320 |
2.919 |
0.401 |
13.5% |
0.085 |
2.9% |
14% |
False |
False |
28,391 |
| 80 |
3.320 |
2.660 |
0.660 |
22.2% |
0.078 |
2.6% |
48% |
False |
False |
24,404 |
| 100 |
3.320 |
2.653 |
0.667 |
22.4% |
0.072 |
2.4% |
49% |
False |
False |
21,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.728 |
|
2.618 |
3.492 |
|
1.618 |
3.347 |
|
1.000 |
3.257 |
|
0.618 |
3.202 |
|
HIGH |
3.112 |
|
0.618 |
3.057 |
|
0.500 |
3.040 |
|
0.382 |
3.022 |
|
LOW |
2.967 |
|
0.618 |
2.877 |
|
1.000 |
2.822 |
|
1.618 |
2.732 |
|
2.618 |
2.587 |
|
4.250 |
2.351 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.040 |
3.089 |
| PP |
3.019 |
3.052 |
| S1 |
2.998 |
3.014 |
|