NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	4.842	4.806	-0.036	-0.7%	4.987
High	4.940	5.109	0.169	3.4%	5.695
Low	4.791	4.793	0.002	0.0%	4.920
Close	4.855	5.043	0.188	3.9%	5.146
Range	0.149	0.316	0.167	112.1%	0.775
ATR	0.236	0.242	0.006	2.4%	0.000
Volume	80,224	139,712	59,488	74.2%	538,289

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.930	5.802	5.217
R3	5.614	5.486	5.130
R2	5.298	5.298	5.101
R1	5.170	5.170	5.072	5.234
PP	4.982	4.982	4.982	5.014
S1	4.854	4.854	5.014	4.918
S2	4.666	4.666	4.985
S3	4.350	4.538	4.956
S4	4.034	4.222	4.869

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	5.435	4.766	0.669	13.3%	0.279	5.5%	41%	False	False	98,355
10	5.695	4.766	0.929	18.4%	0.289	5.7%	30%	False	False	102,741
20	5.695	4.004	1.691	33.5%	0.266	5.3%	61%	False	False	87,182
40	5.695	3.828	1.867	37.0%	0.198	3.9%	65%	False	False	61,822
60	5.695	3.553	2.142	42.5%	0.175	3.5%	70%	False	False	48,198
80	5.695	3.108	2.587	51.3%	0.154	3.1%	75%	False	False	40,313
100	5.695	3.011	2.684	53.2%	0.137	2.7%	76%	False	False	34,904
120	5.695	2.748	2.947	58.4%	0.123	2.4%	78%	False	False	30,617

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	0.071
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.452
2.618	5.936
1.618	5.620
1.000	5.425
0.618	5.304
HIGH	5.109
0.618	4.988
0.500	4.951
0.382	4.914
LOW	4.793
0.618	4.598
1.000	4.477
1.618	4.282
2.618	3.966
4.250	3.450

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	5.012	5.008
PP	4.982	4.973
S1	4.951	4.938

Download as Excel Spreadsheet

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

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