NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 3.511 3.567 0.056 1.6% 3.236
High 3.631 3.784 0.153 4.2% 3.519
Low 3.492 3.555 0.063 1.8% 3.171
Close 3.576 3.606 0.030 0.8% 3.508
Range 0.139 0.229 0.090 64.7% 0.348
ATR 0.095 0.104 0.010 10.1% 0.000
Volume 59,428 67,622 8,194 13.8% 160,033
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 4.335 4.200 3.732
R3 4.106 3.971 3.669
R2 3.877 3.877 3.648
R1 3.742 3.742 3.627 3.810
PP 3.648 3.648 3.648 3.682
S1 3.513 3.513 3.585 3.581
S2 3.419 3.419 3.564
S3 3.190 3.284 3.543
S4 2.961 3.055 3.480
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 4.443 4.324 3.699
R3 4.095 3.976 3.604
R2 3.747 3.747 3.572
R1 3.628 3.628 3.540 3.688
PP 3.399 3.399 3.399 3.429
S1 3.280 3.280 3.476 3.340
S2 3.051 3.051 3.444
S3 2.703 2.932 3.412
S4 2.355 2.584 3.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.784 3.275 0.509 14.1% 0.145 4.0% 65% True False 49,440
10 3.784 3.171 0.613 17.0% 0.112 3.1% 71% True False 36,073
20 3.784 3.045 0.739 20.5% 0.101 2.8% 76% True False 35,501
40 3.784 2.945 0.839 23.3% 0.087 2.4% 79% True False 31,235
60 3.784 2.658 1.126 31.2% 0.077 2.1% 84% True False 28,171
80 3.784 2.608 1.176 32.6% 0.076 2.1% 85% True False 26,063
100 3.784 2.608 1.176 32.6% 0.078 2.2% 85% True False 26,834
120 3.784 2.608 1.176 32.6% 0.079 2.2% 85% True False 26,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 4.757
2.618 4.384
1.618 4.155
1.000 4.013
0.618 3.926
HIGH 3.784
0.618 3.697
0.500 3.670
0.382 3.642
LOW 3.555
0.618 3.413
1.000 3.326
1.618 3.184
2.618 2.955
4.250 2.582
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 3.670 3.604
PP 3.648 3.602
S1 3.627 3.600

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

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