NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
3.395 |
3.349 |
-0.046 |
-1.4% |
3.371 |
| High |
3.395 |
3.366 |
-0.029 |
-0.9% |
3.371 |
| Low |
3.366 |
3.346 |
-0.020 |
-0.6% |
3.314 |
| Close |
3.366 |
3.351 |
-0.015 |
-0.4% |
3.323 |
| Range |
0.029 |
0.020 |
-0.009 |
-31.0% |
0.057 |
| ATR |
0.037 |
0.036 |
-0.001 |
-3.3% |
0.000 |
| Volume |
184 |
294 |
110 |
59.8% |
877 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.414 |
3.403 |
3.362 |
|
| R3 |
3.394 |
3.383 |
3.357 |
|
| R2 |
3.374 |
3.374 |
3.355 |
|
| R1 |
3.363 |
3.363 |
3.353 |
3.369 |
| PP |
3.354 |
3.354 |
3.354 |
3.357 |
| S1 |
3.343 |
3.343 |
3.349 |
3.349 |
| S2 |
3.334 |
3.334 |
3.347 |
|
| S3 |
3.314 |
3.323 |
3.346 |
|
| S4 |
3.294 |
3.303 |
3.340 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.507 |
3.472 |
3.354 |
|
| R3 |
3.450 |
3.415 |
3.339 |
|
| R2 |
3.393 |
3.393 |
3.333 |
|
| R1 |
3.358 |
3.358 |
3.328 |
3.347 |
| PP |
3.336 |
3.336 |
3.336 |
3.331 |
| S1 |
3.301 |
3.301 |
3.318 |
3.290 |
| S2 |
3.279 |
3.279 |
3.313 |
|
| S3 |
3.222 |
3.244 |
3.307 |
|
| S4 |
3.165 |
3.187 |
3.292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.395 |
3.323 |
0.072 |
2.1% |
0.024 |
0.7% |
39% |
False |
False |
178 |
| 10 |
3.395 |
3.314 |
0.081 |
2.4% |
0.023 |
0.7% |
46% |
False |
False |
203 |
| 20 |
3.395 |
3.194 |
0.201 |
6.0% |
0.025 |
0.7% |
78% |
False |
False |
188 |
| 40 |
3.395 |
2.868 |
0.527 |
15.7% |
0.026 |
0.8% |
92% |
False |
False |
145 |
| 60 |
3.395 |
2.818 |
0.577 |
17.2% |
0.019 |
0.6% |
92% |
False |
False |
159 |
| 80 |
3.395 |
2.643 |
0.752 |
22.4% |
0.016 |
0.5% |
94% |
False |
False |
134 |
| 100 |
3.395 |
2.579 |
0.816 |
24.4% |
0.014 |
0.4% |
95% |
False |
False |
122 |
| 120 |
3.395 |
2.472 |
0.923 |
27.5% |
0.012 |
0.4% |
95% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.451 |
|
2.618 |
3.418 |
|
1.618 |
3.398 |
|
1.000 |
3.386 |
|
0.618 |
3.378 |
|
HIGH |
3.366 |
|
0.618 |
3.358 |
|
0.500 |
3.356 |
|
0.382 |
3.354 |
|
LOW |
3.346 |
|
0.618 |
3.334 |
|
1.000 |
3.326 |
|
1.618 |
3.314 |
|
2.618 |
3.294 |
|
4.250 |
3.261 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.356 |
3.371 |
| PP |
3.354 |
3.364 |
| S1 |
3.353 |
3.358 |
|