NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	5.449	5.317	-0.132	-2.4%	4.987
High	5.642	5.435	-0.207	-3.7%	5.695
Low	5.278	5.087	-0.191	-3.6%	4.920
Close	5.382	5.146	-0.236	-4.4%	5.146
Range	0.364	0.348	-0.016	-4.4%	0.775
ATR	0.226	0.235	0.009	3.8%	0.000
Volume	108,507	81,643	-26,864	-24.8%	538,289

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.267	6.054	5.337
R3	5.919	5.706	5.242
R2	5.571	5.571	5.210
R1	5.358	5.358	5.178	5.291
PP	5.223	5.223	5.223	5.189
S1	5.010	5.010	5.114	4.943
S2	4.875	4.875	5.082
S3	4.527	4.662	5.050
S4	4.179	4.314	4.955

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.579	7.137	5.572
R3	6.804	6.362	5.359
R2	6.029	6.029	5.288
R1	5.587	5.587	5.217	5.808
PP	5.254	5.254	5.254	5.364
S1	4.812	4.812	5.075	5.033
S2	4.479	4.479	5.004
S3	3.704	4.037	4.933
S4	2.929	3.262	4.720

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	15.1%	0.339	6.6%	29%	False	False	107,657
10	5.695	4.608	1.087	21.1%	0.283	5.5%	49%	False	False	91,808
20	5.695	3.916	1.779	34.6%	0.236	4.6%	69%	False	False	72,895
40	5.695	3.828	1.867	36.3%	0.187	3.6%	71%	False	False	54,098
60	5.695	3.363	2.332	45.3%	0.167	3.2%	76%	False	False	42,811
80	5.695	3.028	2.667	51.8%	0.146	2.8%	79%	False	False	35,921
100	5.695	3.011	2.684	52.2%	0.128	2.5%	80%	False	False	31,169
120	5.695	2.743	2.952	57.4%	0.116	2.3%	81%	False	False	27,393

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	0.067
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.914
2.618	6.346
1.618	5.998
1.000	5.783
0.618	5.650
HIGH	5.435
0.618	5.302
0.500	5.261
0.382	5.220
LOW	5.087
0.618	4.872
1.000	4.739
1.618	4.524
2.618	4.176
4.250	3.608

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	5.261	5.391
PP	5.223	5.309
S1	5.184	5.228

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

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