NYMEX Natural Gas Future March 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 |
3.022 |
2.961 |
-0.061 |
-2.0% |
2.905 |
| High |
3.052 |
3.062 |
0.010 |
0.3% |
3.062 |
| Low |
2.945 |
2.954 |
0.009 |
0.3% |
2.877 |
| Close |
2.969 |
2.997 |
0.028 |
0.9% |
2.997 |
| Range |
0.107 |
0.108 |
0.001 |
0.9% |
0.185 |
| ATR |
0.103 |
0.103 |
0.000 |
0.4% |
0.000 |
| Volume |
38,860 |
34,509 |
-4,351 |
-11.2% |
200,041 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.271 |
3.056 |
|
| R3 |
3.220 |
3.163 |
3.027 |
|
| R2 |
3.112 |
3.112 |
3.017 |
|
| R1 |
3.055 |
3.055 |
3.007 |
3.084 |
| PP |
3.004 |
3.004 |
3.004 |
3.019 |
| S1 |
2.947 |
2.947 |
2.987 |
2.976 |
| S2 |
2.896 |
2.896 |
2.977 |
|
| S3 |
2.788 |
2.839 |
2.967 |
|
| S4 |
2.680 |
2.731 |
2.938 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.534 |
3.450 |
3.099 |
|
| R3 |
3.349 |
3.265 |
3.048 |
|
| R2 |
3.164 |
3.164 |
3.031 |
|
| R1 |
3.080 |
3.080 |
3.014 |
3.122 |
| PP |
2.979 |
2.979 |
2.979 |
3.000 |
| S1 |
2.895 |
2.895 |
2.980 |
2.937 |
| S2 |
2.794 |
2.794 |
2.963 |
|
| S3 |
2.609 |
2.710 |
2.946 |
|
| S4 |
2.424 |
2.525 |
2.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.062 |
2.877 |
0.185 |
6.2% |
0.105 |
3.5% |
65% |
True |
False |
40,008 |
| 10 |
3.316 |
2.877 |
0.439 |
14.6% |
0.114 |
3.8% |
27% |
False |
False |
44,960 |
| 20 |
3.320 |
2.877 |
0.443 |
14.8% |
0.104 |
3.5% |
27% |
False |
False |
38,060 |
| 40 |
3.320 |
2.877 |
0.443 |
14.8% |
0.100 |
3.3% |
27% |
False |
False |
36,033 |
| 60 |
3.320 |
2.877 |
0.443 |
14.8% |
0.090 |
3.0% |
27% |
False |
False |
31,132 |
| 80 |
3.320 |
2.707 |
0.613 |
20.5% |
0.083 |
2.8% |
47% |
False |
False |
27,007 |
| 100 |
3.320 |
2.653 |
0.667 |
22.3% |
0.076 |
2.5% |
52% |
False |
False |
23,760 |
| 120 |
3.320 |
2.653 |
0.667 |
22.3% |
0.070 |
2.3% |
52% |
False |
False |
21,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.345 |
|
1.618 |
3.237 |
|
1.000 |
3.170 |
|
0.618 |
3.129 |
|
HIGH |
3.062 |
|
0.618 |
3.021 |
|
0.500 |
3.008 |
|
0.382 |
2.995 |
|
LOW |
2.954 |
|
0.618 |
2.887 |
|
1.000 |
2.846 |
|
1.618 |
2.779 |
|
2.618 |
2.671 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.008 |
2.999 |
| PP |
3.004 |
2.998 |
| S1 |
3.001 |
2.998 |
|