NYMEX Natural Gas Future October 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	4.758	5.036	0.278	5.8%	5.015
High	5.037	5.183	0.146	2.9%	5.183
Low	4.741	4.990	0.249	5.3%	4.735
Close	4.976	5.140	0.164	3.3%	5.140
Range	0.296	0.193	-0.103	-34.8%	0.448
ATR	0.244	0.241	-0.003	-1.1%	0.000
Volume	108,777	105,201	-3,576	-3.3%	698,524

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.683	5.605	5.246
R3	5.490	5.412	5.193
R2	5.297	5.297	5.175
R1	5.219	5.219	5.158	5.258
PP	5.104	5.104	5.104	5.124
S1	5.026	5.026	5.122	5.065
S2	4.911	4.911	5.105
S3	4.718	4.833	5.087
S4	4.525	4.640	5.034

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.363	6.200	5.386
R3	5.915	5.752	5.263
R2	5.467	5.467	5.222
R1	5.304	5.304	5.181	5.386
PP	5.019	5.019	5.019	5.060
S1	4.856	4.856	5.099	4.938
S2	4.571	4.571	5.058
S3	4.123	4.408	5.017
S4	3.675	3.960	4.894

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.183	4.735	0.448	8.7%	0.244	4.8%	90%	True	False	139,704
10	5.650	4.735	0.915	17.8%	0.294	5.7%	44%	False	False	175,252
20	5.650	4.215	1.435	27.9%	0.263	5.1%	64%	False	False	184,253
40	5.650	3.751	1.899	36.9%	0.202	3.9%	73%	False	False	134,505
60	5.650	3.496	2.154	41.9%	0.179	3.5%	76%	False	False	102,272
80	5.650	3.045	2.605	50.7%	0.161	3.1%	80%	False	False	86,009
100	5.650	2.945	2.705	52.6%	0.144	2.8%	81%	False	False	74,347
120	5.650	2.661	2.989	58.2%	0.129	2.5%	83%	False	False	65,518

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	0.074
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.003
2.618	5.688
1.618	5.495
1.000	5.376
0.618	5.302
HIGH	5.183
0.618	5.109
0.500	5.087
0.382	5.064
LOW	4.990
0.618	4.871
1.000	4.797
1.618	4.678
2.618	4.485
4.250	4.170

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	5.122	5.081
PP	5.104	5.021
S1	5.087	4.962

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

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