NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	5.854	5.857	0.003	0.1%	5.052
High	6.318	5.955	-0.363	-5.7%	5.241
Low	5.647	5.421	-0.226	-4.0%	4.766
Close	5.880	5.477	-0.403	-6.9%	5.200
Range	0.671	0.534	-0.137	-20.4%	0.475
ATR	0.300	0.316	0.017	5.6%	0.000
Volume	338,968	226,344	-112,624	-33.2%	540,789

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.220	6.882	5.771
R3	6.686	6.348	5.624
R2	6.152	6.152	5.575
R1	5.814	5.814	5.526	5.716
PP	5.618	5.618	5.618	5.569
S1	5.280	5.280	5.428	5.182
S2	5.084	5.084	5.379
S3	4.550	4.746	5.330
S4	4.016	4.212	5.183

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	6.318	4.793	1.525	27.8%	0.475	8.7%	45%	False	False	213,171
10	6.318	4.766	1.552	28.3%	0.382	7.0%	46%	False	False	152,643
20	6.318	4.427	1.891	34.5%	0.320	5.8%	56%	False	False	120,479
40	6.318	3.828	2.490	45.5%	0.234	4.3%	66%	False	False	82,633
60	6.318	3.553	2.765	50.5%	0.198	3.6%	70%	False	False	62,128
80	6.318	3.188	3.130	57.1%	0.177	3.2%	73%	False	False	51,162
100	6.318	3.011	3.307	60.4%	0.155	2.8%	75%	False	False	43,711
120	6.318	2.822	3.496	63.8%	0.138	2.5%	76%	False	False	38,003

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	0.093
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8.225
2.618	7.353
1.618	6.819
1.000	6.489
0.618	6.285
HIGH	5.955
0.618	5.751
0.500	5.688
0.382	5.625
LOW	5.421
0.618	5.091
1.000	4.887
1.618	4.557
2.618	4.023
4.250	3.152

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	5.688	5.778
PP	5.618	5.678
S1	5.547	5.577

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

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