NYMEX Natural Gas Future May 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 |
2.784 |
2.822 |
0.038 |
1.4% |
2.996 |
| High |
2.841 |
2.883 |
0.042 |
1.5% |
3.011 |
| Low |
2.774 |
2.812 |
0.038 |
1.4% |
2.773 |
| Close |
2.820 |
2.872 |
0.052 |
1.8% |
2.793 |
| Range |
0.067 |
0.071 |
0.004 |
6.0% |
0.238 |
| ATR |
0.062 |
0.063 |
0.001 |
1.0% |
0.000 |
| Volume |
23,386 |
20,237 |
-3,149 |
-13.5% |
98,744 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.069 |
3.041 |
2.911 |
|
| R3 |
2.998 |
2.970 |
2.892 |
|
| R2 |
2.927 |
2.927 |
2.885 |
|
| R1 |
2.899 |
2.899 |
2.879 |
2.913 |
| PP |
2.856 |
2.856 |
2.856 |
2.863 |
| S1 |
2.828 |
2.828 |
2.865 |
2.842 |
| S2 |
2.785 |
2.785 |
2.859 |
|
| S3 |
2.714 |
2.757 |
2.852 |
|
| S4 |
2.643 |
2.686 |
2.833 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.573 |
3.421 |
2.924 |
|
| R3 |
3.335 |
3.183 |
2.858 |
|
| R2 |
3.097 |
3.097 |
2.837 |
|
| R1 |
2.945 |
2.945 |
2.815 |
2.902 |
| PP |
2.859 |
2.859 |
2.859 |
2.838 |
| S1 |
2.707 |
2.707 |
2.771 |
2.664 |
| S2 |
2.621 |
2.621 |
2.749 |
|
| S3 |
2.383 |
2.469 |
2.728 |
|
| S4 |
2.145 |
2.231 |
2.662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.922 |
2.750 |
0.172 |
6.0% |
0.078 |
2.7% |
71% |
False |
False |
22,858 |
| 10 |
3.011 |
2.750 |
0.261 |
9.1% |
0.075 |
2.6% |
47% |
False |
False |
19,587 |
| 20 |
3.011 |
2.750 |
0.261 |
9.1% |
0.061 |
2.1% |
47% |
False |
False |
14,285 |
| 40 |
3.011 |
2.650 |
0.361 |
12.6% |
0.057 |
2.0% |
61% |
False |
False |
12,102 |
| 60 |
3.011 |
2.650 |
0.361 |
12.6% |
0.052 |
1.8% |
61% |
False |
False |
10,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.185 |
|
2.618 |
3.069 |
|
1.618 |
2.998 |
|
1.000 |
2.954 |
|
0.618 |
2.927 |
|
HIGH |
2.883 |
|
0.618 |
2.856 |
|
0.500 |
2.848 |
|
0.382 |
2.839 |
|
LOW |
2.812 |
|
0.618 |
2.768 |
|
1.000 |
2.741 |
|
1.618 |
2.697 |
|
2.618 |
2.626 |
|
4.250 |
2.510 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.864 |
2.854 |
| PP |
2.856 |
2.835 |
| S1 |
2.848 |
2.817 |
|