NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 5.036 5.191 0.155 3.1% 5.015
High 5.183 5.851 0.668 12.9% 5.183
Low 4.990 5.176 0.186 3.7% 4.735
Close 5.140 5.706 0.566 11.0% 5.140
Range 0.193 0.675 0.482 249.7% 0.448
ATR 0.241 0.275 0.034 13.9% 0.000
Volume 105,201 47,436 -57,765 -54.9% 698,524
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.603 7.329 6.077
R3 6.928 6.654 5.892
R2 6.253 6.253 5.830
R1 5.979 5.979 5.768 6.116
PP 5.578 5.578 5.578 5.646
S1 5.304 5.304 5.644 5.441
S2 4.903 4.903 5.582
S3 4.228 4.629 5.520
S4 3.553 3.954 5.335
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 5.851 4.735 1.116 19.6% 0.326 5.7% 87% True False 116,276
10 5.851 4.735 1.116 19.6% 0.320 5.6% 87% True False 164,892
20 5.851 4.215 1.636 28.7% 0.287 5.0% 91% True False 176,077
40 5.851 3.751 2.100 36.8% 0.214 3.8% 93% True False 133,916
60 5.851 3.496 2.355 41.3% 0.188 3.3% 94% True False 102,258
80 5.851 3.045 2.806 49.2% 0.169 3.0% 95% True False 86,278
100 5.851 2.945 2.906 50.9% 0.150 2.6% 95% True False 74,578
120 5.851 2.694 3.157 55.3% 0.134 2.4% 95% True False 65,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Widest range in 195 trading days
Fibonacci Retracements and Extensions
4.250 8.720
2.618 7.618
1.618 6.943
1.000 6.526
0.618 6.268
HIGH 5.851
0.618 5.593
0.500 5.514
0.382 5.434
LOW 5.176
0.618 4.759
1.000 4.501
1.618 4.084
2.618 3.409
4.250 2.307
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 5.642 5.569
PP 5.578 5.433
S1 5.514 5.296

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

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