NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	5.410	5.270	-0.140	-2.6%	4.945
High	5.600	5.394	-0.206	-3.7%	5.650
Low	5.228	5.044	-0.184	-3.5%	4.879
Close	5.335	5.105	-0.230	-4.3%	5.105
Range	0.372	0.350	-0.022	-5.9%	0.771
ATR	0.231	0.239	0.009	3.7%	0.000
Volume	279,117	221,139	-57,978	-20.8%	1,054,005

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.231	6.018	5.298
R3	5.881	5.668	5.201
R2	5.531	5.531	5.169
R1	5.318	5.318	5.137	5.250
PP	5.181	5.181	5.181	5.147
S1	4.968	4.968	5.073	4.900
S2	4.831	4.831	5.041
S3	4.481	4.618	5.009
S4	4.131	4.268	4.913

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.524	7.086	5.529
R3	6.753	6.315	5.317
R2	5.982	5.982	5.246
R1	5.544	5.544	5.176	5.763
PP	5.211	5.211	5.211	5.321
S1	4.773	4.773	5.034	4.992
S2	4.440	4.440	4.964
S3	3.669	4.002	4.893
S4	2.898	3.231	4.681

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	15.1%	0.343	6.7%	29%	False	False	210,801
10	5.650	4.557	1.093	21.4%	0.286	5.6%	50%	False	False	204,305
20	5.650	3.849	1.801	35.3%	0.241	4.7%	70%	False	False	181,646
40	5.650	3.751	1.899	37.2%	0.191	3.7%	71%	False	False	122,225
60	5.650	3.310	2.340	45.8%	0.172	3.4%	77%	False	False	95,336
80	5.650	2.954	2.696	52.8%	0.151	3.0%	80%	False	False	79,516
100	5.650	2.945	2.705	53.0%	0.135	2.6%	80%	False	False	68,476
120	5.650	2.658	2.992	58.6%	0.122	2.4%	82%	False	False	60,537

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	0.069
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.882
2.618	6.310
1.618	5.960
1.000	5.744
0.618	5.610
HIGH	5.394
0.618	5.260
0.500	5.219
0.382	5.178
LOW	5.044
0.618	4.828
1.000	4.694
1.618	4.478
2.618	4.128
4.250	3.557

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	5.219	5.347
PP	5.181	5.266
S1	5.143	5.186

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols