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 |
|
|
|
| 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 |
|