NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 4.962 4.811 -0.151 -3.0% 4.945
High 5.046 4.898 -0.148 -2.9% 5.650
Low 4.735 4.744 0.009 0.2% 4.879
Close 4.805 4.805 0.000 0.0% 5.105
Range 0.311 0.154 -0.157 -50.5% 0.771
ATR 0.246 0.240 -0.007 -2.7% 0.000
Volume 156,870 163,097 6,227 4.0% 1,054,005
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.278 5.195 4.890
R3 5.124 5.041 4.847
R2 4.970 4.970 4.833
R1 4.887 4.887 4.819 4.852
PP 4.816 4.816 4.816 4.798
S1 4.733 4.733 4.791 4.698
S2 4.662 4.662 4.777
S3 4.508 4.579 4.763
S4 4.354 4.425 4.720
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 5.600 4.735 0.865 18.0% 0.291 6.1% 8% False False 196,960
10 5.650 4.735 0.915 19.0% 0.282 5.9% 8% False False 200,824
20 5.650 3.877 1.773 36.9% 0.262 5.4% 52% False False 192,297
40 5.650 3.751 1.899 39.5% 0.199 4.1% 56% False False 131,469
60 5.650 3.496 2.154 44.8% 0.178 3.7% 61% False False 100,958
80 5.650 3.043 2.607 54.3% 0.158 3.3% 68% False False 84,472
100 5.650 2.945 2.705 56.3% 0.140 2.9% 69% False False 72,618
120 5.650 2.658 2.992 62.3% 0.127 2.6% 72% False False 64,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.083
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.553
2.618 5.301
1.618 5.147
1.000 5.052
0.618 4.993
HIGH 4.898
0.618 4.839
0.500 4.821
0.382 4.803
LOW 4.744
0.618 4.649
1.000 4.590
1.618 4.495
2.618 4.341
4.250 4.090
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 4.821 4.954
PP 4.816 4.904
S1 4.810 4.855

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

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