NYMEX Natural Gas Future April 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.836 |
0.045 |
1.6% |
3.040 |
| High |
2.859 |
2.903 |
0.044 |
1.5% |
3.052 |
| Low |
2.783 |
2.822 |
0.039 |
1.4% |
2.789 |
| Close |
2.833 |
2.892 |
0.059 |
2.1% |
2.807 |
| Range |
0.076 |
0.081 |
0.005 |
6.6% |
0.263 |
| ATR |
0.069 |
0.069 |
0.001 |
1.3% |
0.000 |
| Volume |
38,882 |
34,851 |
-4,031 |
-10.4% |
198,261 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.115 |
3.085 |
2.937 |
|
| R3 |
3.034 |
3.004 |
2.914 |
|
| R2 |
2.953 |
2.953 |
2.907 |
|
| R1 |
2.923 |
2.923 |
2.899 |
2.938 |
| PP |
2.872 |
2.872 |
2.872 |
2.880 |
| S1 |
2.842 |
2.842 |
2.885 |
2.857 |
| S2 |
2.791 |
2.791 |
2.877 |
|
| S3 |
2.710 |
2.761 |
2.870 |
|
| S4 |
2.629 |
2.680 |
2.847 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.672 |
3.502 |
2.952 |
|
| R3 |
3.409 |
3.239 |
2.879 |
|
| R2 |
3.146 |
3.146 |
2.855 |
|
| R1 |
2.976 |
2.976 |
2.831 |
2.930 |
| PP |
2.883 |
2.883 |
2.883 |
2.859 |
| S1 |
2.713 |
2.713 |
2.783 |
2.667 |
| S2 |
2.620 |
2.620 |
2.759 |
|
| S3 |
2.357 |
2.450 |
2.735 |
|
| S4 |
2.094 |
2.187 |
2.662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.952 |
2.764 |
0.188 |
6.5% |
0.083 |
2.9% |
68% |
False |
False |
40,933 |
| 10 |
3.052 |
2.764 |
0.288 |
10.0% |
0.082 |
2.8% |
44% |
False |
False |
37,183 |
| 20 |
3.052 |
2.764 |
0.288 |
10.0% |
0.068 |
2.4% |
44% |
False |
False |
29,902 |
| 40 |
3.052 |
2.681 |
0.371 |
12.8% |
0.065 |
2.2% |
57% |
False |
False |
26,192 |
| 60 |
3.052 |
2.681 |
0.371 |
12.8% |
0.058 |
2.0% |
57% |
False |
False |
21,934 |
| 80 |
3.052 |
2.437 |
0.615 |
21.3% |
0.055 |
1.9% |
74% |
False |
False |
19,758 |
| 100 |
3.052 |
2.420 |
0.632 |
21.9% |
0.050 |
1.7% |
75% |
False |
False |
17,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
3.115 |
|
1.618 |
3.034 |
|
1.000 |
2.984 |
|
0.618 |
2.953 |
|
HIGH |
2.903 |
|
0.618 |
2.872 |
|
0.500 |
2.863 |
|
0.382 |
2.853 |
|
LOW |
2.822 |
|
0.618 |
2.772 |
|
1.000 |
2.741 |
|
1.618 |
2.691 |
|
2.618 |
2.610 |
|
4.250 |
2.478 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.873 |
| PP |
2.872 |
2.853 |
| S1 |
2.863 |
2.834 |
|