NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 3.860 3.951 0.091 2.4% 4.182
High 4.002 3.968 -0.034 -0.8% 4.194
Low 3.833 3.817 -0.016 -0.4% 3.860
Close 3.960 3.851 -0.109 -2.8% 3.875
Range 0.169 0.151 -0.018 -10.7% 0.334
ATR 0.137 0.138 0.001 0.7% 0.000
Volume 56,014 75,973 19,959 35.6% 410,299
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 4.332 4.242 3.934
R3 4.181 4.091 3.893
R2 4.030 4.030 3.879
R1 3.940 3.940 3.865 3.910
PP 3.879 3.879 3.879 3.863
S1 3.789 3.789 3.837 3.759
S2 3.728 3.728 3.823
S3 3.577 3.638 3.809
S4 3.426 3.487 3.768
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 4.978 4.761 4.059
R3 4.644 4.427 3.967
R2 4.310 4.310 3.936
R1 4.093 4.093 3.906 4.035
PP 3.976 3.976 3.976 3.947
S1 3.759 3.759 3.844 3.701
S2 3.642 3.642 3.814
S3 3.308 3.425 3.783
S4 2.974 3.091 3.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.142 3.817 0.325 8.4% 0.147 3.8% 10% False True 76,293
10 4.211 3.817 0.394 10.2% 0.135 3.5% 9% False True 73,231
20 4.211 3.817 0.394 10.2% 0.140 3.6% 9% False True 59,008
40 4.211 3.214 0.997 25.9% 0.137 3.6% 64% False False 49,831
60 4.211 2.945 1.266 32.9% 0.119 3.1% 72% False False 43,698
80 4.211 2.879 1.332 34.6% 0.107 2.8% 73% False False 38,961
100 4.211 2.658 1.553 40.3% 0.097 2.5% 77% False False 35,163
120 4.211 2.608 1.603 41.6% 0.093 2.4% 78% False False 32,955
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.610
2.618 4.363
1.618 4.212
1.000 4.119
0.618 4.061
HIGH 3.968
0.618 3.910
0.500 3.893
0.382 3.875
LOW 3.817
0.618 3.724
1.000 3.666
1.618 3.573
2.618 3.422
4.250 3.175
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 3.893 3.910
PP 3.879 3.890
S1 3.865 3.871

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

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