NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 4.811 4.758 -0.053 -1.1% 4.945
High 4.898 5.037 0.139 2.8% 5.650
Low 4.744 4.741 -0.003 -0.1% 4.879
Close 4.805 4.976 0.171 3.6% 5.105
Range 0.154 0.296 0.142 92.2% 0.771
ATR 0.240 0.244 0.004 1.7% 0.000
Volume 163,097 108,777 -54,320 -33.3% 1,054,005
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.806 5.687 5.139
R3 5.510 5.391 5.057
R2 5.214 5.214 5.030
R1 5.095 5.095 5.003 5.155
PP 4.918 4.918 4.918 4.948
S1 4.799 4.799 4.949 4.859
S2 4.622 4.622 4.922
S3 4.326 4.503 4.895
S4 4.030 4.207 4.813
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 5.394 4.735 0.659 13.2% 0.276 5.5% 37% False False 162,892
10 5.650 4.735 0.915 18.4% 0.289 5.8% 26% False False 188,217
20 5.650 3.931 1.719 34.5% 0.269 5.4% 61% False False 191,135
40 5.650 3.751 1.899 38.2% 0.201 4.0% 65% False False 132,997
60 5.650 3.496 2.154 43.3% 0.179 3.6% 69% False False 101,644
80 5.650 3.045 2.605 52.4% 0.160 3.2% 74% False False 85,108
100 5.650 2.945 2.705 54.4% 0.142 2.9% 75% False False 73,480
120 5.650 2.658 2.992 60.1% 0.128 2.6% 77% False False 64,907
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 0.075
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.295
2.618 5.812
1.618 5.516
1.000 5.333
0.618 5.220
HIGH 5.037
0.618 4.924
0.500 4.889
0.382 4.854
LOW 4.741
0.618 4.558
1.000 4.445
1.618 4.262
2.618 3.966
4.250 3.483
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 4.947 4.948
PP 4.918 4.919
S1 4.889 4.891

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

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