NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
5.857 |
5.457 |
-0.400 |
-6.8% |
5.052 |
| High |
5.955 |
5.994 |
0.039 |
0.7% |
5.241 |
| Low |
5.421 |
5.341 |
-0.080 |
-1.5% |
4.766 |
| Close |
5.477 |
5.867 |
0.390 |
7.1% |
5.200 |
| Range |
0.534 |
0.653 |
0.119 |
22.3% |
0.475 |
| ATR |
0.316 |
0.340 |
0.024 |
7.6% |
0.000 |
| Volume |
226,344 |
243,240 |
16,896 |
7.5% |
540,789 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.693 |
7.433 |
6.226 |
|
| R3 |
7.040 |
6.780 |
6.047 |
|
| R2 |
6.387 |
6.387 |
5.987 |
|
| R1 |
6.127 |
6.127 |
5.927 |
6.257 |
| PP |
5.734 |
5.734 |
5.734 |
5.799 |
| S1 |
5.474 |
5.474 |
5.807 |
5.604 |
| S2 |
5.081 |
5.081 |
5.747 |
|
| S3 |
4.428 |
4.821 |
5.687 |
|
| S4 |
3.775 |
4.168 |
5.508 |
|
|
| 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 |
5.045 |
1.273 |
21.7% |
0.542 |
9.2% |
65% |
False |
False |
233,877 |
| 10 |
6.318 |
4.766 |
1.552 |
26.5% |
0.410 |
7.0% |
71% |
False |
False |
166,116 |
| 20 |
6.318 |
4.608 |
1.710 |
29.1% |
0.337 |
5.7% |
74% |
False |
False |
128,223 |
| 40 |
6.318 |
3.828 |
2.490 |
42.4% |
0.247 |
4.2% |
82% |
False |
False |
88,034 |
| 60 |
6.318 |
3.587 |
2.731 |
46.5% |
0.206 |
3.5% |
83% |
False |
False |
65,890 |
| 80 |
6.318 |
3.200 |
3.118 |
53.1% |
0.184 |
3.1% |
86% |
False |
False |
53,942 |
| 100 |
6.318 |
3.011 |
3.307 |
56.4% |
0.161 |
2.7% |
86% |
False |
False |
46,021 |
| 120 |
6.318 |
2.835 |
3.483 |
59.4% |
0.143 |
2.4% |
87% |
False |
False |
39,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.769 |
|
2.618 |
7.704 |
|
1.618 |
7.051 |
|
1.000 |
6.647 |
|
0.618 |
6.398 |
|
HIGH |
5.994 |
|
0.618 |
5.745 |
|
0.500 |
5.668 |
|
0.382 |
5.590 |
|
LOW |
5.341 |
|
0.618 |
4.937 |
|
1.000 |
4.688 |
|
1.618 |
4.284 |
|
2.618 |
3.631 |
|
4.250 |
2.566 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.801 |
5.855 |
| PP |
5.734 |
5.842 |
| S1 |
5.668 |
5.830 |
|