NYMEX Natural Gas Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 3.917 4.202 0.285 7.3% 3.862
High 4.217 4.397 0.180 4.3% 4.397
Low 3.896 4.197 0.301 7.7% 3.838
Close 4.184 4.370 0.186 4.4% 4.370
Range 0.321 0.200 -0.121 -37.7% 0.559
ATR 0.146 0.150 0.005 3.3% 0.000
Volume 76,860 3,899 -72,961 -94.9% 263,261
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 4.921 4.846 4.480
R3 4.721 4.646 4.425
R2 4.521 4.521 4.407
R1 4.446 4.446 4.388 4.484
PP 4.321 4.321 4.321 4.340
S1 4.246 4.246 4.352 4.284
S2 4.121 4.121 4.333
S3 3.921 4.046 4.315
S4 3.721 3.846 4.260
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 5.879 5.683 4.677
R3 5.320 5.124 4.524
R2 4.761 4.761 4.472
R1 4.565 4.565 4.421 4.663
PP 4.202 4.202 4.202 4.251
S1 4.006 4.006 4.319 4.104
S2 3.643 3.643 4.268
S3 3.084 3.447 4.216
S4 2.525 2.888 4.063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.397 3.838 0.559 12.8% 0.171 3.9% 95% True False 52,652
10 4.397 3.734 0.663 15.2% 0.153 3.5% 96% True False 82,194
20 4.397 3.734 0.663 15.2% 0.143 3.3% 96% True False 114,206
40 4.397 3.495 0.902 20.6% 0.142 3.2% 97% True False 101,037
60 4.397 3.025 1.372 31.4% 0.133 3.0% 98% True False 83,604
80 4.397 2.922 1.475 33.8% 0.119 2.7% 98% True False 68,898
100 4.397 2.672 1.725 39.5% 0.106 2.4% 98% True False 58,582
120 4.397 2.594 1.803 41.3% 0.101 2.3% 99% True False 50,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.247
2.618 4.921
1.618 4.721
1.000 4.597
0.618 4.521
HIGH 4.397
0.618 4.321
0.500 4.297
0.382 4.273
LOW 4.197
0.618 4.073
1.000 3.997
1.618 3.873
2.618 3.673
4.250 3.347
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 4.346 4.289
PP 4.321 4.208
S1 4.297 4.128

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

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