NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.457 |
5.975 |
0.518 |
9.5% |
5.260 |
| High |
5.994 |
6.010 |
0.016 |
0.3% |
6.318 |
| Low |
5.341 |
5.533 |
0.192 |
3.6% |
5.238 |
| Close |
5.867 |
5.619 |
-0.248 |
-4.2% |
5.619 |
| Range |
0.653 |
0.477 |
-0.176 |
-27.0% |
1.080 |
| ATR |
0.340 |
0.350 |
0.010 |
2.9% |
0.000 |
| Volume |
243,240 |
178,941 |
-64,299 |
-26.4% |
1,217,673 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.152 |
6.862 |
5.881 |
|
| R3 |
6.675 |
6.385 |
5.750 |
|
| R2 |
6.198 |
6.198 |
5.706 |
|
| R1 |
5.908 |
5.908 |
5.663 |
5.815 |
| PP |
5.721 |
5.721 |
5.721 |
5.674 |
| S1 |
5.431 |
5.431 |
5.575 |
5.338 |
| S2 |
5.244 |
5.244 |
5.532 |
|
| S3 |
4.767 |
4.954 |
5.488 |
|
| S4 |
4.290 |
4.477 |
5.357 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.965 |
8.372 |
6.213 |
|
| R3 |
7.885 |
7.292 |
5.916 |
|
| R2 |
6.805 |
6.805 |
5.817 |
|
| R1 |
6.212 |
6.212 |
5.718 |
6.509 |
| PP |
5.725 |
5.725 |
5.725 |
5.873 |
| S1 |
5.132 |
5.132 |
5.520 |
5.429 |
| S2 |
4.645 |
4.645 |
5.421 |
|
| S3 |
3.565 |
4.052 |
5.322 |
|
| S4 |
2.485 |
2.972 |
5.025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.318 |
5.238 |
1.080 |
19.2% |
0.598 |
10.6% |
35% |
False |
False |
243,534 |
| 10 |
6.318 |
4.766 |
1.552 |
27.6% |
0.423 |
7.5% |
55% |
False |
False |
175,846 |
| 20 |
6.318 |
4.608 |
1.710 |
30.4% |
0.353 |
6.3% |
59% |
False |
False |
133,827 |
| 40 |
6.318 |
3.828 |
2.490 |
44.3% |
0.257 |
4.6% |
72% |
False |
False |
91,802 |
| 60 |
6.318 |
3.655 |
2.663 |
47.4% |
0.212 |
3.8% |
74% |
False |
False |
68,436 |
| 80 |
6.318 |
3.221 |
3.097 |
55.1% |
0.189 |
3.4% |
77% |
False |
False |
55,922 |
| 100 |
6.318 |
3.021 |
3.297 |
58.7% |
0.165 |
2.9% |
79% |
False |
False |
47,535 |
| 120 |
6.318 |
2.857 |
3.461 |
61.6% |
0.146 |
2.6% |
80% |
False |
False |
41,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.037 |
|
2.618 |
7.259 |
|
1.618 |
6.782 |
|
1.000 |
6.487 |
|
0.618 |
6.305 |
|
HIGH |
6.010 |
|
0.618 |
5.828 |
|
0.500 |
5.772 |
|
0.382 |
5.715 |
|
LOW |
5.533 |
|
0.618 |
5.238 |
|
1.000 |
5.056 |
|
1.618 |
4.761 |
|
2.618 |
4.284 |
|
4.250 |
3.506 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.772 |
5.676 |
| PP |
5.721 |
5.657 |
| S1 |
5.670 |
5.638 |
|