NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
3.192 |
3.220 |
0.028 |
0.9% |
3.233 |
| High |
3.193 |
3.222 |
0.029 |
0.9% |
3.249 |
| Low |
3.144 |
3.179 |
0.035 |
1.1% |
3.133 |
| Close |
3.152 |
3.214 |
0.062 |
2.0% |
3.152 |
| Range |
0.049 |
0.043 |
-0.006 |
-12.2% |
0.116 |
| ATR |
0.056 |
0.057 |
0.001 |
1.7% |
0.000 |
| Volume |
102 |
137 |
35 |
34.3% |
736 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.317 |
3.238 |
|
| R3 |
3.291 |
3.274 |
3.226 |
|
| R2 |
3.248 |
3.248 |
3.222 |
|
| R1 |
3.231 |
3.231 |
3.218 |
3.218 |
| PP |
3.205 |
3.205 |
3.205 |
3.199 |
| S1 |
3.188 |
3.188 |
3.210 |
3.175 |
| S2 |
3.162 |
3.162 |
3.206 |
|
| S3 |
3.119 |
3.145 |
3.202 |
|
| S4 |
3.076 |
3.102 |
3.190 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.526 |
3.455 |
3.216 |
|
| R3 |
3.410 |
3.339 |
3.184 |
|
| R2 |
3.294 |
3.294 |
3.173 |
|
| R1 |
3.223 |
3.223 |
3.163 |
3.201 |
| PP |
3.178 |
3.178 |
3.178 |
3.167 |
| S1 |
3.107 |
3.107 |
3.141 |
3.085 |
| S2 |
3.062 |
3.062 |
3.131 |
|
| S3 |
2.946 |
2.991 |
3.120 |
|
| S4 |
2.830 |
2.875 |
3.088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.222 |
3.133 |
0.089 |
2.8% |
0.042 |
1.3% |
91% |
True |
False |
131 |
| 10 |
3.249 |
3.128 |
0.121 |
3.8% |
0.052 |
1.6% |
71% |
False |
False |
231 |
| 20 |
3.334 |
3.104 |
0.230 |
7.2% |
0.049 |
1.5% |
48% |
False |
False |
299 |
| 40 |
3.395 |
3.104 |
0.291 |
9.1% |
0.047 |
1.5% |
38% |
False |
False |
314 |
| 60 |
3.395 |
3.104 |
0.291 |
9.1% |
0.041 |
1.3% |
38% |
False |
False |
269 |
| 80 |
3.395 |
2.851 |
0.544 |
16.9% |
0.036 |
1.1% |
67% |
False |
False |
224 |
| 100 |
3.395 |
2.788 |
0.607 |
18.9% |
0.030 |
0.9% |
70% |
False |
False |
217 |
| 120 |
3.395 |
2.635 |
0.760 |
23.6% |
0.026 |
0.8% |
76% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.405 |
|
2.618 |
3.335 |
|
1.618 |
3.292 |
|
1.000 |
3.265 |
|
0.618 |
3.249 |
|
HIGH |
3.222 |
|
0.618 |
3.206 |
|
0.500 |
3.201 |
|
0.382 |
3.195 |
|
LOW |
3.179 |
|
0.618 |
3.152 |
|
1.000 |
3.136 |
|
1.618 |
3.109 |
|
2.618 |
3.066 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.210 |
3.204 |
| PP |
3.205 |
3.193 |
| S1 |
3.201 |
3.183 |
|