NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
3.145 |
3.160 |
0.015 |
0.5% |
3.220 |
| High |
3.145 |
3.187 |
0.042 |
1.3% |
3.222 |
| Low |
3.096 |
3.134 |
0.038 |
1.2% |
3.096 |
| Close |
3.135 |
3.164 |
0.029 |
0.9% |
3.135 |
| Range |
0.049 |
0.053 |
0.004 |
8.2% |
0.126 |
| ATR |
0.056 |
0.056 |
0.000 |
-0.4% |
0.000 |
| Volume |
112 |
468 |
356 |
317.9% |
618 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.295 |
3.193 |
|
| R3 |
3.268 |
3.242 |
3.179 |
|
| R2 |
3.215 |
3.215 |
3.174 |
|
| R1 |
3.189 |
3.189 |
3.169 |
3.202 |
| PP |
3.162 |
3.162 |
3.162 |
3.168 |
| S1 |
3.136 |
3.136 |
3.159 |
3.149 |
| S2 |
3.109 |
3.109 |
3.154 |
|
| S3 |
3.056 |
3.083 |
3.149 |
|
| S4 |
3.003 |
3.030 |
3.135 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.458 |
3.204 |
|
| R3 |
3.403 |
3.332 |
3.170 |
|
| R2 |
3.277 |
3.277 |
3.158 |
|
| R1 |
3.206 |
3.206 |
3.147 |
3.179 |
| PP |
3.151 |
3.151 |
3.151 |
3.137 |
| S1 |
3.080 |
3.080 |
3.123 |
3.053 |
| S2 |
3.025 |
3.025 |
3.112 |
|
| S3 |
2.899 |
2.954 |
3.100 |
|
| S4 |
2.773 |
2.828 |
3.066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.222 |
3.096 |
0.126 |
4.0% |
0.045 |
1.4% |
54% |
False |
False |
217 |
| 10 |
3.249 |
3.096 |
0.153 |
4.8% |
0.048 |
1.5% |
44% |
False |
False |
182 |
| 20 |
3.306 |
3.096 |
0.210 |
6.6% |
0.051 |
1.6% |
32% |
False |
False |
289 |
| 40 |
3.344 |
3.096 |
0.248 |
7.8% |
0.048 |
1.5% |
27% |
False |
False |
322 |
| 60 |
3.395 |
3.096 |
0.299 |
9.5% |
0.040 |
1.3% |
23% |
False |
False |
278 |
| 80 |
3.395 |
2.872 |
0.523 |
16.5% |
0.037 |
1.2% |
56% |
False |
False |
235 |
| 100 |
3.395 |
2.818 |
0.577 |
18.2% |
0.031 |
1.0% |
60% |
False |
False |
223 |
| 120 |
3.395 |
2.643 |
0.752 |
23.8% |
0.027 |
0.9% |
69% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.412 |
|
2.618 |
3.326 |
|
1.618 |
3.273 |
|
1.000 |
3.240 |
|
0.618 |
3.220 |
|
HIGH |
3.187 |
|
0.618 |
3.167 |
|
0.500 |
3.161 |
|
0.382 |
3.154 |
|
LOW |
3.134 |
|
0.618 |
3.101 |
|
1.000 |
3.081 |
|
1.618 |
3.048 |
|
2.618 |
2.995 |
|
4.250 |
2.909 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.163 |
3.159 |
| PP |
3.162 |
3.154 |
| S1 |
3.161 |
3.149 |
|