NYMEX Natural Gas Future October 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 3.949 4.237 0.288 7.3% 3.867
High 4.251 4.417 0.166 3.9% 4.417
Low 3.931 4.221 0.290 7.4% 3.852
Close 4.211 4.388 0.177 4.2% 4.388
Range 0.320 0.196 -0.124 -38.8% 0.565
ATR 0.145 0.149 0.004 3.0% 0.000
Volume 242,845 210,959 -31,886 -13.1% 764,231
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 4.930 4.855 4.496
R3 4.734 4.659 4.442
R2 4.538 4.538 4.424
R1 4.463 4.463 4.406 4.501
PP 4.342 4.342 4.342 4.361
S1 4.267 4.267 4.370 4.305
S2 4.146 4.146 4.352
S3 3.950 4.071 4.334
S4 3.754 3.875 4.280
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 5.914 5.716 4.699
R3 5.349 5.151 4.543
R2 4.784 4.784 4.492
R1 4.586 4.586 4.440 4.685
PP 4.219 4.219 4.219 4.269
S1 4.021 4.021 4.336 4.120
S2 3.654 3.654 4.284
S3 3.089 3.456 4.233
S4 2.524 2.891 4.077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.417 3.852 0.565 12.9% 0.173 3.9% 95% True False 152,846
10 4.417 3.751 0.666 15.2% 0.153 3.5% 96% True False 113,322
20 4.417 3.751 0.666 15.2% 0.141 3.2% 96% True False 91,756
40 4.417 3.496 0.921 21.0% 0.139 3.2% 97% True False 65,348
60 4.417 3.045 1.372 31.3% 0.130 3.0% 98% True False 56,346
80 4.417 2.945 1.472 33.5% 0.116 2.6% 98% True False 49,204
100 4.417 2.694 1.723 39.3% 0.104 2.4% 98% True False 43,644
120 4.417 2.608 1.809 41.2% 0.099 2.2% 98% True False 39,741
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 5.250
2.618 4.930
1.618 4.734
1.000 4.613
0.618 4.538
HIGH 4.417
0.618 4.342
0.500 4.319
0.382 4.296
LOW 4.221
0.618 4.100
1.000 4.025
1.618 3.904
2.618 3.708
4.250 3.388
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 4.365 4.308
PP 4.342 4.227
S1 4.319 4.147

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

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