NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
3.056 |
3.000 |
-0.056 |
-1.8% |
3.080 |
| High |
3.056 |
3.030 |
-0.026 |
-0.9% |
3.103 |
| Low |
3.013 |
3.000 |
-0.013 |
-0.4% |
3.013 |
| Close |
3.013 |
3.020 |
0.007 |
0.2% |
3.013 |
| Range |
0.043 |
0.030 |
-0.013 |
-30.2% |
0.090 |
| ATR |
0.024 |
0.025 |
0.000 |
1.7% |
0.000 |
| Volume |
17 |
27 |
10 |
58.8% |
663 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
3.093 |
3.037 |
|
| R3 |
3.077 |
3.063 |
3.028 |
|
| R2 |
3.047 |
3.047 |
3.026 |
|
| R1 |
3.033 |
3.033 |
3.023 |
3.040 |
| PP |
3.017 |
3.017 |
3.017 |
3.020 |
| S1 |
3.003 |
3.003 |
3.017 |
3.010 |
| S2 |
2.987 |
2.987 |
3.015 |
|
| S3 |
2.957 |
2.973 |
3.012 |
|
| S4 |
2.927 |
2.943 |
3.004 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.253 |
3.063 |
|
| R3 |
3.223 |
3.163 |
3.038 |
|
| R2 |
3.133 |
3.133 |
3.030 |
|
| R1 |
3.073 |
3.073 |
3.021 |
3.058 |
| PP |
3.043 |
3.043 |
3.043 |
3.036 |
| S1 |
2.983 |
2.983 |
3.005 |
2.968 |
| S2 |
2.953 |
2.953 |
2.997 |
|
| S3 |
2.863 |
2.893 |
2.988 |
|
| S4 |
2.773 |
2.803 |
2.964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.103 |
3.000 |
0.103 |
3.4% |
0.026 |
0.8% |
19% |
False |
True |
132 |
| 10 |
3.103 |
2.930 |
0.173 |
5.7% |
0.020 |
0.7% |
52% |
False |
False |
101 |
| 20 |
3.103 |
2.851 |
0.252 |
8.3% |
0.015 |
0.5% |
67% |
False |
False |
75 |
| 40 |
3.103 |
2.724 |
0.379 |
12.5% |
0.011 |
0.4% |
78% |
False |
False |
134 |
| 60 |
3.103 |
2.625 |
0.478 |
15.8% |
0.009 |
0.3% |
83% |
False |
False |
116 |
| 80 |
3.103 |
2.496 |
0.607 |
20.1% |
0.008 |
0.3% |
86% |
False |
False |
99 |
| 100 |
3.103 |
2.461 |
0.642 |
21.3% |
0.007 |
0.2% |
87% |
False |
False |
81 |
| 120 |
3.103 |
2.400 |
0.703 |
23.3% |
0.007 |
0.2% |
88% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.158 |
|
2.618 |
3.109 |
|
1.618 |
3.079 |
|
1.000 |
3.060 |
|
0.618 |
3.049 |
|
HIGH |
3.030 |
|
0.618 |
3.019 |
|
0.500 |
3.015 |
|
0.382 |
3.011 |
|
LOW |
3.000 |
|
0.618 |
2.981 |
|
1.000 |
2.970 |
|
1.618 |
2.951 |
|
2.618 |
2.921 |
|
4.250 |
2.873 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.018 |
3.028 |
| PP |
3.017 |
3.025 |
| S1 |
3.015 |
3.023 |
|