NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 5.015 4.962 -0.053 -1.1% 4.945
High 5.172 5.046 -0.126 -2.4% 5.650
Low 4.905 4.735 -0.170 -3.5% 4.879
Close 4.985 4.805 -0.180 -3.6% 5.105
Range 0.267 0.311 0.044 16.5% 0.771
ATR 0.241 0.246 0.005 2.1% 0.000
Volume 164,579 156,870 -7,709 -4.7% 1,054,005
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.795 5.611 4.976
R3 5.484 5.300 4.891
R2 5.173 5.173 4.862
R1 4.989 4.989 4.834 4.926
PP 4.862 4.862 4.862 4.830
S1 4.678 4.678 4.776 4.615
S2 4.551 4.551 4.748
S3 4.240 4.367 4.719
S4 3.929 4.056 4.634
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 4.735 0.915 19.0% 0.337 7.0% 8% False True 204,529
10 5.650 4.585 1.065 22.2% 0.309 6.4% 21% False False 208,989
20 5.650 3.877 1.773 36.9% 0.258 5.4% 52% False False 188,840
40 5.650 3.751 1.899 39.5% 0.199 4.1% 56% False False 128,507
60 5.650 3.492 2.158 44.9% 0.178 3.7% 61% False False 99,230
80 5.650 2.989 2.661 55.4% 0.157 3.3% 68% False False 82,724
100 5.650 2.945 2.705 56.3% 0.139 2.9% 69% False False 71,203
120 5.650 2.658 2.992 62.3% 0.126 2.6% 72% False False 62,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.077
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.368
2.618 5.860
1.618 5.549
1.000 5.357
0.618 5.238
HIGH 5.046
0.618 4.927
0.500 4.891
0.382 4.854
LOW 4.735
0.618 4.543
1.000 4.424
1.618 4.232
2.618 3.921
4.250 3.413
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 4.891 5.065
PP 4.862 4.978
S1 4.834 4.892

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

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