NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
3.165 |
3.194 |
0.029 |
0.9% |
3.000 |
| High |
3.188 |
3.240 |
0.052 |
1.6% |
3.155 |
| Low |
3.158 |
3.194 |
0.036 |
1.1% |
3.000 |
| Close |
3.158 |
3.234 |
0.076 |
2.4% |
3.142 |
| Range |
0.030 |
0.046 |
0.016 |
53.3% |
0.155 |
| ATR |
0.036 |
0.040 |
0.003 |
9.0% |
0.000 |
| Volume |
130 |
70 |
-60 |
-46.2% |
340 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.343 |
3.259 |
|
| R3 |
3.315 |
3.297 |
3.247 |
|
| R2 |
3.269 |
3.269 |
3.242 |
|
| R1 |
3.251 |
3.251 |
3.238 |
3.260 |
| PP |
3.223 |
3.223 |
3.223 |
3.227 |
| S1 |
3.205 |
3.205 |
3.230 |
3.214 |
| S2 |
3.177 |
3.177 |
3.226 |
|
| S3 |
3.131 |
3.159 |
3.221 |
|
| S4 |
3.085 |
3.113 |
3.209 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.508 |
3.227 |
|
| R3 |
3.409 |
3.353 |
3.185 |
|
| R2 |
3.254 |
3.254 |
3.170 |
|
| R1 |
3.198 |
3.198 |
3.156 |
3.226 |
| PP |
3.099 |
3.099 |
3.099 |
3.113 |
| S1 |
3.043 |
3.043 |
3.128 |
3.071 |
| S2 |
2.944 |
2.944 |
3.114 |
|
| S3 |
2.789 |
2.888 |
3.099 |
|
| S4 |
2.634 |
2.733 |
3.057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.250 |
3.131 |
0.119 |
3.7% |
0.042 |
1.3% |
87% |
False |
False |
91 |
| 10 |
3.250 |
3.000 |
0.250 |
7.7% |
0.039 |
1.2% |
94% |
False |
False |
75 |
| 20 |
3.250 |
2.872 |
0.378 |
11.7% |
0.028 |
0.9% |
96% |
False |
False |
106 |
| 40 |
3.250 |
2.818 |
0.432 |
13.4% |
0.018 |
0.5% |
96% |
False |
False |
139 |
| 60 |
3.250 |
2.643 |
0.607 |
18.8% |
0.014 |
0.4% |
97% |
False |
False |
117 |
| 80 |
3.250 |
2.579 |
0.671 |
20.7% |
0.011 |
0.4% |
98% |
False |
False |
105 |
| 100 |
3.250 |
2.472 |
0.778 |
24.1% |
0.010 |
0.3% |
98% |
False |
False |
88 |
| 120 |
3.250 |
2.440 |
0.810 |
25.0% |
0.009 |
0.3% |
98% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.360 |
|
1.618 |
3.314 |
|
1.000 |
3.286 |
|
0.618 |
3.268 |
|
HIGH |
3.240 |
|
0.618 |
3.222 |
|
0.500 |
3.217 |
|
0.382 |
3.212 |
|
LOW |
3.194 |
|
0.618 |
3.166 |
|
1.000 |
3.148 |
|
1.618 |
3.120 |
|
2.618 |
3.074 |
|
4.250 |
2.999 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.228 |
3.224 |
| PP |
3.223 |
3.214 |
| S1 |
3.217 |
3.204 |
|