NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 3.567 3.630 0.063 1.8% 3.236
High 3.784 3.770 -0.014 -0.4% 3.519
Low 3.555 3.580 0.025 0.7% 3.171
Close 3.606 3.619 0.013 0.4% 3.508
Range 0.229 0.190 -0.039 -17.0% 0.348
ATR 0.104 0.111 0.006 5.9% 0.000
Volume 67,622 67,526 -96 -0.1% 160,033
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 4.226 4.113 3.724
R3 4.036 3.923 3.671
R2 3.846 3.846 3.654
R1 3.733 3.733 3.636 3.695
PP 3.656 3.656 3.656 3.637
S1 3.543 3.543 3.602 3.505
S2 3.466 3.466 3.584
S3 3.276 3.353 3.567
S4 3.086 3.163 3.515
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 3.310 0.474 13.1% 0.159 4.4% 65% False False 56,482
10 3.784 3.171 0.613 16.9% 0.123 3.4% 73% False False 40,421
20 3.784 3.045 0.739 20.4% 0.107 3.0% 78% False False 37,223
40 3.784 2.945 0.839 23.2% 0.090 2.5% 80% False False 32,460
60 3.784 2.661 1.123 31.0% 0.079 2.2% 85% False False 28,764
80 3.784 2.608 1.176 32.5% 0.077 2.1% 86% False False 26,590
100 3.784 2.608 1.176 32.5% 0.079 2.2% 86% False False 27,078
120 3.784 2.608 1.176 32.5% 0.080 2.2% 86% False False 27,026
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.578
2.618 4.267
1.618 4.077
1.000 3.960
0.618 3.887
HIGH 3.770
0.618 3.697
0.500 3.675
0.382 3.653
LOW 3.580
0.618 3.463
1.000 3.390
1.618 3.273
2.618 3.083
4.250 2.773
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 3.675 3.638
PP 3.656 3.632
S1 3.638 3.625

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

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