NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 5.002 4.945 -0.057 -1.1% 4.710
High 5.058 5.289 0.231 4.6% 5.058
Low 4.913 4.879 -0.034 -0.7% 4.557
Close 4.938 5.231 0.293 5.9% 4.938
Range 0.145 0.410 0.265 182.8% 0.501
ATR 0.192 0.207 0.016 8.1% 0.000
Volume 234,848 151,036 -83,812 -35.7% 878,101
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.363 6.207 5.457
R3 5.953 5.797 5.344
R2 5.543 5.543 5.306
R1 5.387 5.387 5.269 5.465
PP 5.133 5.133 5.133 5.172
S1 4.977 4.977 5.193 5.055
S2 4.723 4.723 5.156
S3 4.313 4.567 5.118
S4 3.903 4.157 5.006
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.354 6.147 5.214
R3 5.853 5.646 5.076
R2 5.352 5.352 5.030
R1 5.145 5.145 4.984 5.249
PP 4.851 4.851 4.851 4.903
S1 4.644 4.644 4.892 4.748
S2 4.350 4.350 4.846
S3 3.849 4.143 4.800
S4 3.348 3.642 4.662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.289 4.557 0.732 14.0% 0.285 5.4% 92% True False 205,827
10 5.289 4.215 1.074 20.5% 0.254 4.9% 95% True False 187,261
20 5.289 3.751 1.538 29.4% 0.204 3.9% 96% True False 150,292
40 5.289 3.674 1.615 30.9% 0.171 3.3% 96% True False 103,126
60 5.289 3.171 2.118 40.5% 0.156 3.0% 97% True False 81,879
80 5.289 2.945 2.344 44.8% 0.138 2.6% 98% True False 69,372
100 5.289 2.849 2.440 46.6% 0.124 2.4% 98% True False 60,357
120 5.289 2.658 2.631 50.3% 0.113 2.2% 98% True False 53,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.032
2.618 6.362
1.618 5.952
1.000 5.699
0.618 5.542
HIGH 5.289
0.618 5.132
0.500 5.084
0.382 5.036
LOW 4.879
0.618 4.626
1.000 4.469
1.618 4.216
2.618 3.806
4.250 3.137
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 5.182 5.172
PP 5.133 5.113
S1 5.084 5.055

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

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