NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
2.996 |
2.954 |
-0.042 |
-1.4% |
2.870 |
| High |
3.011 |
2.954 |
-0.057 |
-1.9% |
3.001 |
| Low |
2.938 |
2.868 |
-0.070 |
-2.4% |
2.865 |
| Close |
2.967 |
2.881 |
-0.086 |
-2.9% |
2.975 |
| Range |
0.073 |
0.086 |
0.013 |
17.8% |
0.136 |
| ATR |
0.055 |
0.058 |
0.003 |
5.8% |
0.000 |
| Volume |
13,617 |
23,861 |
10,244 |
75.2% |
59,154 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.106 |
2.928 |
|
| R3 |
3.073 |
3.020 |
2.905 |
|
| R2 |
2.987 |
2.987 |
2.897 |
|
| R1 |
2.934 |
2.934 |
2.889 |
2.918 |
| PP |
2.901 |
2.901 |
2.901 |
2.893 |
| S1 |
2.848 |
2.848 |
2.873 |
2.832 |
| S2 |
2.815 |
2.815 |
2.865 |
|
| S3 |
2.729 |
2.762 |
2.857 |
|
| S4 |
2.643 |
2.676 |
2.834 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.301 |
3.050 |
|
| R3 |
3.219 |
3.165 |
3.012 |
|
| R2 |
3.083 |
3.083 |
3.000 |
|
| R1 |
3.029 |
3.029 |
2.987 |
3.056 |
| PP |
2.947 |
2.947 |
2.947 |
2.961 |
| S1 |
2.893 |
2.893 |
2.963 |
2.920 |
| S2 |
2.811 |
2.811 |
2.950 |
|
| S3 |
2.675 |
2.757 |
2.938 |
|
| S4 |
2.539 |
2.621 |
2.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.011 |
2.865 |
0.146 |
5.1% |
0.068 |
2.4% |
11% |
False |
False |
15,534 |
| 10 |
3.011 |
2.865 |
0.146 |
5.1% |
0.061 |
2.1% |
11% |
False |
False |
12,700 |
| 20 |
3.011 |
2.719 |
0.292 |
10.1% |
0.053 |
1.8% |
55% |
False |
False |
11,008 |
| 40 |
3.011 |
2.650 |
0.361 |
12.5% |
0.052 |
1.8% |
64% |
False |
False |
9,794 |
| 60 |
3.011 |
2.615 |
0.396 |
13.7% |
0.048 |
1.7% |
67% |
False |
False |
9,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.320 |
|
2.618 |
3.179 |
|
1.618 |
3.093 |
|
1.000 |
3.040 |
|
0.618 |
3.007 |
|
HIGH |
2.954 |
|
0.618 |
2.921 |
|
0.500 |
2.911 |
|
0.382 |
2.901 |
|
LOW |
2.868 |
|
0.618 |
2.815 |
|
1.000 |
2.782 |
|
1.618 |
2.729 |
|
2.618 |
2.643 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
2.940 |
| PP |
2.901 |
2.920 |
| S1 |
2.891 |
2.901 |
|