NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.974 |
2.905 |
-0.069 |
-2.3% |
3.297 |
| High |
3.005 |
2.964 |
-0.041 |
-1.4% |
3.316 |
| Low |
2.908 |
2.877 |
-0.031 |
-1.1% |
2.908 |
| Close |
2.933 |
2.904 |
-0.029 |
-1.0% |
2.933 |
| Range |
0.097 |
0.087 |
-0.010 |
-10.3% |
0.408 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.1% |
0.000 |
| Volume |
59,415 |
38,422 |
-20,993 |
-35.3% |
249,567 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.127 |
2.952 |
|
| R3 |
3.089 |
3.040 |
2.928 |
|
| R2 |
3.002 |
3.002 |
2.920 |
|
| R1 |
2.953 |
2.953 |
2.912 |
2.934 |
| PP |
2.915 |
2.915 |
2.915 |
2.906 |
| S1 |
2.866 |
2.866 |
2.896 |
2.847 |
| S2 |
2.828 |
2.828 |
2.888 |
|
| S3 |
2.741 |
2.779 |
2.880 |
|
| S4 |
2.654 |
2.692 |
2.856 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.013 |
3.157 |
|
| R3 |
3.868 |
3.605 |
3.045 |
|
| R2 |
3.460 |
3.460 |
3.008 |
|
| R1 |
3.197 |
3.197 |
2.970 |
3.125 |
| PP |
3.052 |
3.052 |
3.052 |
3.016 |
| S1 |
2.789 |
2.789 |
2.896 |
2.717 |
| S2 |
2.644 |
2.644 |
2.858 |
|
| S3 |
2.236 |
2.381 |
2.821 |
|
| S4 |
1.828 |
1.973 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.211 |
2.877 |
0.334 |
11.5% |
0.114 |
3.9% |
8% |
False |
True |
49,500 |
| 10 |
3.320 |
2.877 |
0.443 |
15.3% |
0.113 |
3.9% |
6% |
False |
True |
42,381 |
| 20 |
3.320 |
2.877 |
0.443 |
15.3% |
0.096 |
3.3% |
6% |
False |
True |
37,400 |
| 40 |
3.320 |
2.877 |
0.443 |
15.3% |
0.097 |
3.3% |
6% |
False |
True |
34,124 |
| 60 |
3.320 |
2.877 |
0.443 |
15.3% |
0.086 |
3.0% |
6% |
False |
True |
29,371 |
| 80 |
3.320 |
2.660 |
0.660 |
22.7% |
0.080 |
2.8% |
37% |
False |
False |
25,468 |
| 100 |
3.320 |
2.653 |
0.667 |
23.0% |
0.073 |
2.5% |
38% |
False |
False |
22,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.334 |
|
2.618 |
3.192 |
|
1.618 |
3.105 |
|
1.000 |
3.051 |
|
0.618 |
3.018 |
|
HIGH |
2.964 |
|
0.618 |
2.931 |
|
0.500 |
2.921 |
|
0.382 |
2.910 |
|
LOW |
2.877 |
|
0.618 |
2.823 |
|
1.000 |
2.790 |
|
1.618 |
2.736 |
|
2.618 |
2.649 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.921 |
2.995 |
| PP |
2.915 |
2.964 |
| S1 |
2.910 |
2.934 |
|