NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.910 |
0.005 |
0.2% |
3.297 |
| High |
2.964 |
3.010 |
0.046 |
1.6% |
3.316 |
| Low |
2.877 |
2.894 |
0.017 |
0.6% |
2.908 |
| Close |
2.904 |
2.959 |
0.055 |
1.9% |
2.933 |
| Range |
0.087 |
0.116 |
0.029 |
33.3% |
0.408 |
| ATR |
0.101 |
0.102 |
0.001 |
1.0% |
0.000 |
| Volume |
38,422 |
46,023 |
7,601 |
19.8% |
249,567 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.247 |
3.023 |
|
| R3 |
3.186 |
3.131 |
2.991 |
|
| R2 |
3.070 |
3.070 |
2.980 |
|
| R1 |
3.015 |
3.015 |
2.970 |
3.043 |
| PP |
2.954 |
2.954 |
2.954 |
2.968 |
| S1 |
2.899 |
2.899 |
2.948 |
2.927 |
| S2 |
2.838 |
2.838 |
2.938 |
|
| S3 |
2.722 |
2.783 |
2.927 |
|
| S4 |
2.606 |
2.667 |
2.895 |
|
|
| 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 |
3.112 |
2.877 |
0.235 |
7.9% |
0.104 |
3.5% |
35% |
False |
False |
46,911 |
| 10 |
3.320 |
2.877 |
0.443 |
15.0% |
0.113 |
3.8% |
19% |
False |
False |
43,959 |
| 20 |
3.320 |
2.877 |
0.443 |
15.0% |
0.098 |
3.3% |
19% |
False |
False |
37,428 |
| 40 |
3.320 |
2.877 |
0.443 |
15.0% |
0.099 |
3.3% |
19% |
False |
False |
34,819 |
| 60 |
3.320 |
2.877 |
0.443 |
15.0% |
0.087 |
3.0% |
19% |
False |
False |
29,928 |
| 80 |
3.320 |
2.673 |
0.647 |
21.9% |
0.080 |
2.7% |
44% |
False |
False |
25,873 |
| 100 |
3.320 |
2.653 |
0.667 |
22.5% |
0.074 |
2.5% |
46% |
False |
False |
22,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.503 |
|
2.618 |
3.314 |
|
1.618 |
3.198 |
|
1.000 |
3.126 |
|
0.618 |
3.082 |
|
HIGH |
3.010 |
|
0.618 |
2.966 |
|
0.500 |
2.952 |
|
0.382 |
2.938 |
|
LOW |
2.894 |
|
0.618 |
2.822 |
|
1.000 |
2.778 |
|
1.618 |
2.706 |
|
2.618 |
2.590 |
|
4.250 |
2.401 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.954 |
| PP |
2.954 |
2.949 |
| S1 |
2.952 |
2.944 |
|