NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	4.806	5.105	0.299	6.2%	5.052
High	5.109	5.241	0.132	2.6%	5.241
Low	4.793	5.045	0.252	5.3%	4.766
Close	5.043	5.200	0.157	3.1%	5.200
Range	0.316	0.196	-0.120	-38.0%	0.475
ATR	0.242	0.239	-0.003	-1.3%	0.000
Volume	139,712	130,654	-9,058	-6.5%	540,789

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.750	5.671	5.308
R3	5.554	5.475	5.254
R2	5.358	5.358	5.236
R1	5.279	5.279	5.218	5.319
PP	5.162	5.162	5.162	5.182
S1	5.083	5.083	5.182	5.123
S2	4.966	4.966	5.164
S3	4.770	4.887	5.146
S4	4.574	4.691	5.092

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.494	6.322	5.461
R3	6.019	5.847	5.331
R2	5.544	5.544	5.287
R1	5.372	5.372	5.244	5.458
PP	5.069	5.069	5.069	5.112
S1	4.897	4.897	5.156	4.983
S2	4.594	4.594	5.113
S3	4.119	4.422	5.069
S4	3.644	3.947	4.939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.241	4.766	0.475	9.1%	0.248	4.8%	91%	True	False	108,157
10	5.695	4.766	0.929	17.9%	0.294	5.6%	47%	False	False	107,907
20	5.695	4.270	1.425	27.4%	0.261	5.0%	65%	False	False	90,182
40	5.695	3.828	1.867	35.9%	0.199	3.8%	73%	False	False	64,562
60	5.695	3.553	2.142	41.2%	0.175	3.4%	77%	False	False	49,891
80	5.695	3.108	2.587	49.8%	0.156	3.0%	81%	False	False	41,780
100	5.695	3.011	2.684	51.6%	0.138	2.7%	82%	False	False	36,124
120	5.695	2.752	2.943	56.6%	0.124	2.4%	83%	False	False	31,624

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	0.072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.074
2.618	5.754
1.618	5.558
1.000	5.437
0.618	5.362
HIGH	5.241
0.618	5.166
0.500	5.143
0.382	5.120
LOW	5.045
0.618	4.924
1.000	4.849
1.618	4.728
2.618	4.532
4.250	4.212

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	5.181	5.139
PP	5.162	5.077
S1	5.143	5.016

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

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