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 |
|
|
|
| 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 |
|