NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	5.052	4.998	-0.054	-1.1%	4.987
High	5.209	5.083	-0.126	-2.4%	5.695
Low	4.945	4.766	-0.179	-3.6%	4.920
Close	5.022	4.842	-0.180	-3.6%	5.146
Range	0.264	0.317	0.053	20.1%	0.775
ATR	0.237	0.243	0.006	2.4%	0.000
Volume	85,637	104,562	18,925	22.1%	538,289

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.848	5.662	5.016
R3	5.531	5.345	4.929
R2	5.214	5.214	4.900
R1	5.028	5.028	4.871	4.963
PP	4.897	4.897	4.897	4.864
S1	4.711	4.711	4.813	4.646
S2	4.580	4.580	4.784
S3	4.263	4.394	4.755
S4	3.946	4.077	4.668

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	4.766	0.929	19.2%	0.335	6.9%	8%	False	True	105,189
10	5.695	4.633	1.062	21.9%	0.307	6.3%	20%	False	False	101,569
20	5.695	3.946	1.749	36.1%	0.254	5.3%	51%	False	False	79,289
40	5.695	3.828	1.867	38.6%	0.195	4.0%	54%	False	False	57,468
60	5.695	3.536	2.159	44.6%	0.173	3.6%	60%	False	False	45,349
80	5.695	3.055	2.640	54.5%	0.151	3.1%	68%	False	False	37,927
100	5.695	3.011	2.684	55.4%	0.133	2.7%	68%	False	False	32,874
120	5.695	2.743	2.952	61.0%	0.120	2.5%	71%	False	False	28,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.076
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.430
2.618	5.913
1.618	5.596
1.000	5.400
0.618	5.279
HIGH	5.083
0.618	4.962
0.500	4.925
0.382	4.887
LOW	4.766
0.618	4.570
1.000	4.449
1.618	4.253
2.618	3.936
4.250	3.419

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	4.925	5.101
PP	4.897	5.014
S1	4.870	4.928

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

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