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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.088
Widest range in 2 trading days

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

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

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