NYMEX Natural Gas Future November 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 5.105 5.260 0.155 3.0% 5.052
High 5.241 5.894 0.653 12.5% 5.241
Low 5.045 5.238 0.193 3.8% 4.766
Close 5.200 5.731 0.531 10.2% 5.200
Range 0.196 0.656 0.460 234.7% 0.475
ATR 0.239 0.271 0.033 13.6% 0.000
Volume 130,654 230,180 99,526 76.2% 540,789
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.589 7.316 6.092
R3 6.933 6.660 5.911
R2 6.277 6.277 5.851
R1 6.004 6.004 5.791 6.141
PP 5.621 5.621 5.621 5.689
S1 5.348 5.348 5.671 5.485
S2 4.965 4.965 5.611
S3 4.309 4.692 5.551
S4 3.653 4.036 5.370
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 5.894 4.766 1.128 19.7% 0.327 5.7% 86% True False 137,066
10 5.894 4.766 1.128 19.7% 0.319 5.6% 86% True False 120,844
20 5.894 4.273 1.621 28.3% 0.285 5.0% 90% True False 97,663
40 5.894 3.828 2.066 36.0% 0.211 3.7% 92% True False 69,565
60 5.894 3.553 2.341 40.8% 0.183 3.2% 93% True False 53,355
80 5.894 3.108 2.786 48.6% 0.164 2.9% 94% True False 44,511
100 5.894 3.011 2.883 50.3% 0.144 2.5% 94% True False 38,311
120 5.894 2.783 3.111 54.3% 0.129 2.2% 95% True False 33,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 170 trading days
Fibonacci Retracements and Extensions
4.250 8.682
2.618 7.611
1.618 6.955
1.000 6.550
0.618 6.299
HIGH 5.894
0.618 5.643
0.500 5.566
0.382 5.489
LOW 5.238
0.618 4.833
1.000 4.582
1.618 4.177
2.618 3.521
4.250 2.450
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 5.676 5.602
PP 5.621 5.473
S1 5.566 5.344

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

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