NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.975 |
5.628 |
-0.347 |
-5.8% |
5.260 |
| High |
6.010 |
6.064 |
0.054 |
0.9% |
6.318 |
| Low |
5.533 |
5.628 |
0.095 |
1.7% |
5.238 |
| Close |
5.619 |
5.766 |
0.147 |
2.6% |
5.619 |
| Range |
0.477 |
0.436 |
-0.041 |
-8.6% |
1.080 |
| ATR |
0.350 |
0.357 |
0.007 |
1.9% |
0.000 |
| Volume |
178,941 |
209,582 |
30,641 |
17.1% |
1,217,673 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.127 |
6.883 |
6.006 |
|
| R3 |
6.691 |
6.447 |
5.886 |
|
| R2 |
6.255 |
6.255 |
5.846 |
|
| R1 |
6.011 |
6.011 |
5.806 |
6.133 |
| PP |
5.819 |
5.819 |
5.819 |
5.881 |
| S1 |
5.575 |
5.575 |
5.726 |
5.697 |
| S2 |
5.383 |
5.383 |
5.686 |
|
| S3 |
4.947 |
5.139 |
5.646 |
|
| S4 |
4.511 |
4.703 |
5.526 |
|
|
| 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 |
5.341 |
0.977 |
16.9% |
0.554 |
9.6% |
44% |
False |
False |
239,415 |
| 10 |
6.318 |
4.766 |
1.552 |
26.9% |
0.441 |
7.6% |
64% |
False |
False |
188,240 |
| 20 |
6.318 |
4.608 |
1.710 |
29.7% |
0.369 |
6.4% |
68% |
False |
False |
142,537 |
| 40 |
6.318 |
3.828 |
2.490 |
43.2% |
0.265 |
4.6% |
78% |
False |
False |
95,687 |
| 60 |
6.318 |
3.655 |
2.663 |
46.2% |
0.218 |
3.8% |
79% |
False |
False |
71,566 |
| 80 |
6.318 |
3.236 |
3.082 |
53.5% |
0.194 |
3.4% |
82% |
False |
False |
58,346 |
| 100 |
6.318 |
3.021 |
3.297 |
57.2% |
0.169 |
2.9% |
83% |
False |
False |
49,513 |
| 120 |
6.318 |
2.857 |
3.461 |
60.0% |
0.150 |
2.6% |
84% |
False |
False |
42,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.917 |
|
2.618 |
7.205 |
|
1.618 |
6.769 |
|
1.000 |
6.500 |
|
0.618 |
6.333 |
|
HIGH |
6.064 |
|
0.618 |
5.897 |
|
0.500 |
5.846 |
|
0.382 |
5.795 |
|
LOW |
5.628 |
|
0.618 |
5.359 |
|
1.000 |
5.192 |
|
1.618 |
4.923 |
|
2.618 |
4.487 |
|
4.250 |
3.775 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.846 |
5.745 |
| PP |
5.819 |
5.724 |
| S1 |
5.793 |
5.703 |
|