NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
3.000 |
3.037 |
0.037 |
1.2% |
3.080 |
| High |
3.030 |
3.062 |
0.032 |
1.1% |
3.103 |
| Low |
3.000 |
3.026 |
0.026 |
0.9% |
3.013 |
| Close |
3.020 |
3.044 |
0.024 |
0.8% |
3.013 |
| Range |
0.030 |
0.036 |
0.006 |
20.0% |
0.090 |
| ATR |
0.025 |
0.026 |
0.001 |
5.0% |
0.000 |
| Volume |
27 |
49 |
22 |
81.5% |
663 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.134 |
3.064 |
|
| R3 |
3.116 |
3.098 |
3.054 |
|
| R2 |
3.080 |
3.080 |
3.051 |
|
| R1 |
3.062 |
3.062 |
3.047 |
3.071 |
| PP |
3.044 |
3.044 |
3.044 |
3.049 |
| S1 |
3.026 |
3.026 |
3.041 |
3.035 |
| S2 |
3.008 |
3.008 |
3.037 |
|
| S3 |
2.972 |
2.990 |
3.034 |
|
| S4 |
2.936 |
2.954 |
3.024 |
|
|
| 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% |
0.029 |
1.0% |
43% |
False |
False |
118 |
| 10 |
3.103 |
2.940 |
0.163 |
5.4% |
0.021 |
0.7% |
64% |
False |
False |
104 |
| 20 |
3.103 |
2.851 |
0.252 |
8.3% |
0.017 |
0.6% |
77% |
False |
False |
77 |
| 40 |
3.103 |
2.724 |
0.379 |
12.5% |
0.012 |
0.4% |
84% |
False |
False |
135 |
| 60 |
3.103 |
2.635 |
0.468 |
15.4% |
0.010 |
0.3% |
87% |
False |
False |
117 |
| 80 |
3.103 |
2.506 |
0.597 |
19.6% |
0.008 |
0.3% |
90% |
False |
False |
100 |
| 100 |
3.103 |
2.467 |
0.636 |
20.9% |
0.008 |
0.3% |
91% |
False |
False |
81 |
| 120 |
3.103 |
2.400 |
0.703 |
23.1% |
0.007 |
0.2% |
92% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.215 |
|
2.618 |
3.156 |
|
1.618 |
3.120 |
|
1.000 |
3.098 |
|
0.618 |
3.084 |
|
HIGH |
3.062 |
|
0.618 |
3.048 |
|
0.500 |
3.044 |
|
0.382 |
3.040 |
|
LOW |
3.026 |
|
0.618 |
3.004 |
|
1.000 |
2.990 |
|
1.618 |
2.968 |
|
2.618 |
2.932 |
|
4.250 |
2.873 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.040 |
| PP |
3.044 |
3.035 |
| S1 |
3.044 |
3.031 |
|