NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
5.332 |
5.449 |
0.117 |
2.2% |
4.756 |
| High |
5.695 |
5.642 |
-0.053 |
-0.9% |
5.095 |
| Low |
5.311 |
5.278 |
-0.033 |
-0.6% |
4.608 |
| Close |
5.507 |
5.382 |
-0.125 |
-2.3% |
4.973 |
| Range |
0.384 |
0.364 |
-0.020 |
-5.2% |
0.487 |
| ATR |
0.216 |
0.226 |
0.011 |
4.9% |
0.000 |
| Volume |
145,598 |
108,507 |
-37,091 |
-25.5% |
344,417 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.526 |
6.318 |
5.582 |
|
| R3 |
6.162 |
5.954 |
5.482 |
|
| R2 |
5.798 |
5.798 |
5.449 |
|
| R1 |
5.590 |
5.590 |
5.415 |
5.512 |
| PP |
5.434 |
5.434 |
5.434 |
5.395 |
| S1 |
5.226 |
5.226 |
5.349 |
5.148 |
| S2 |
5.070 |
5.070 |
5.315 |
|
| S3 |
4.706 |
4.862 |
5.282 |
|
| S4 |
4.342 |
4.498 |
5.182 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.353 |
6.150 |
5.241 |
|
| R3 |
5.866 |
5.663 |
5.107 |
|
| R2 |
5.379 |
5.379 |
5.062 |
|
| R1 |
5.176 |
5.176 |
5.018 |
5.278 |
| PP |
4.892 |
4.892 |
4.892 |
4.943 |
| S1 |
4.689 |
4.689 |
4.928 |
4.791 |
| S2 |
4.405 |
4.405 |
4.884 |
|
| S3 |
3.918 |
4.202 |
4.839 |
|
| S4 |
3.431 |
3.715 |
4.705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.695 |
4.920 |
0.775 |
14.4% |
0.299 |
5.6% |
60% |
False |
False |
107,126 |
| 10 |
5.695 |
4.608 |
1.087 |
20.2% |
0.263 |
4.9% |
71% |
False |
False |
90,330 |
| 20 |
5.695 |
3.828 |
1.867 |
34.7% |
0.225 |
4.2% |
83% |
False |
False |
70,558 |
| 40 |
5.695 |
3.828 |
1.867 |
34.7% |
0.181 |
3.4% |
83% |
False |
False |
52,626 |
| 60 |
5.695 |
3.331 |
2.364 |
43.9% |
0.163 |
3.0% |
87% |
False |
False |
41,678 |
| 80 |
5.695 |
3.028 |
2.667 |
49.6% |
0.142 |
2.6% |
88% |
False |
False |
34,997 |
| 100 |
5.695 |
3.011 |
2.684 |
49.9% |
0.126 |
2.3% |
88% |
False |
False |
30,523 |
| 120 |
5.695 |
2.743 |
2.952 |
54.8% |
0.114 |
2.1% |
89% |
False |
False |
26,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.189 |
|
2.618 |
6.595 |
|
1.618 |
6.231 |
|
1.000 |
6.006 |
|
0.618 |
5.867 |
|
HIGH |
5.642 |
|
0.618 |
5.503 |
|
0.500 |
5.460 |
|
0.382 |
5.417 |
|
LOW |
5.278 |
|
0.618 |
5.053 |
|
1.000 |
4.914 |
|
1.618 |
4.689 |
|
2.618 |
4.325 |
|
4.250 |
3.731 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.460 |
5.456 |
| PP |
5.434 |
5.431 |
| S1 |
5.408 |
5.407 |
|