NYMEX Natural Gas Future September 2023


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 3.251 3.252 0.001 0.0% 3.280
High 3.265 3.275 0.010 0.3% 3.310
Low 3.251 3.252 0.001 0.0% 3.204
Close 3.253 3.270 0.017 0.5% 3.253
Range 0.014 0.023 0.009 64.3% 0.106
ATR 0.040 0.038 -0.001 -3.0% 0.000
Volume 57 16 -41 -71.9% 907
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 3.335 3.325 3.283
R3 3.312 3.302 3.276
R2 3.289 3.289 3.274
R1 3.279 3.279 3.272 3.284
PP 3.266 3.266 3.266 3.268
S1 3.256 3.256 3.268 3.261
S2 3.243 3.243 3.266
S3 3.220 3.233 3.264
S4 3.197 3.210 3.257
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 3.574 3.519 3.311
R3 3.468 3.413 3.282
R2 3.362 3.362 3.272
R1 3.307 3.307 3.263 3.282
PP 3.256 3.256 3.256 3.243
S1 3.201 3.201 3.243 3.176
S2 3.150 3.150 3.234
S3 3.044 3.095 3.224
S4 2.938 2.989 3.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.310 3.204 0.106 3.2% 0.015 0.5% 62% False False 178
10 3.310 3.158 0.152 4.6% 0.027 0.8% 74% False False 121
20 3.310 3.000 0.310 9.5% 0.028 0.8% 87% False False 116
40 3.310 2.818 0.492 15.0% 0.019 0.6% 92% False False 87
60 3.310 2.643 0.667 20.4% 0.015 0.5% 94% False False 125
80 3.310 2.596 0.714 21.8% 0.012 0.4% 94% False False 112
100 3.310 2.472 0.838 25.6% 0.011 0.3% 95% False False 96
120 3.310 2.454 0.856 26.2% 0.010 0.3% 95% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.373
2.618 3.335
1.618 3.312
1.000 3.298
0.618 3.289
HIGH 3.275
0.618 3.266
0.500 3.264
0.382 3.261
LOW 3.252
0.618 3.238
1.000 3.229
1.618 3.215
2.618 3.192
4.250 3.154
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 3.268 3.260
PP 3.266 3.250
S1 3.264 3.240

These figures are updated between 7pm and 10pm EST after a trading day.

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