NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 5.280 5.410 0.130 2.5% 4.710
High 5.650 5.600 -0.050 -0.9% 5.058
Low 5.266 5.228 -0.038 -0.7% 4.557
Close 5.460 5.335 -0.125 -2.3% 4.938
Range 0.384 0.372 -0.012 -3.1% 0.501
ATR 0.220 0.231 0.011 5.0% 0.000
Volume 200,943 279,117 78,174 38.9% 878,101
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.504 6.291 5.540
R3 6.132 5.919 5.437
R2 5.760 5.760 5.403
R1 5.547 5.547 5.369 5.468
PP 5.388 5.388 5.388 5.348
S1 5.175 5.175 5.301 5.096
S2 5.016 5.016 5.267
S3 4.644 4.803 5.233
S4 4.272 4.431 5.130
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 5.650 4.879 0.771 14.5% 0.302 5.7% 59% False False 213,542
10 5.650 4.557 1.093 20.5% 0.266 5.0% 71% False False 199,876
20 5.650 3.751 1.899 35.6% 0.231 4.3% 83% False False 175,211
40 5.650 3.751 1.899 35.6% 0.186 3.5% 83% False False 117,620
60 5.650 3.275 2.375 44.5% 0.168 3.2% 87% False False 92,189
80 5.650 2.954 2.696 50.5% 0.148 2.8% 88% False False 76,973
100 5.650 2.945 2.705 50.7% 0.132 2.5% 88% False False 66,571
120 5.650 2.658 2.992 56.1% 0.120 2.2% 89% False False 58,843
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 0.062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.181
2.618 6.574
1.618 6.202
1.000 5.972
0.618 5.830
HIGH 5.600
0.618 5.458
0.500 5.414
0.382 5.370
LOW 5.228
0.618 4.998
1.000 4.856
1.618 4.626
2.618 4.254
4.250 3.647
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 5.414 5.411
PP 5.388 5.385
S1 5.361 5.360

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

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