NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.628 |
5.822 |
0.194 |
3.4% |
5.260 |
| High |
6.064 |
6.392 |
0.328 |
5.4% |
6.318 |
| Low |
5.628 |
5.790 |
0.162 |
2.9% |
5.238 |
| Close |
5.766 |
6.312 |
0.546 |
9.5% |
5.619 |
| Range |
0.436 |
0.602 |
0.166 |
38.1% |
1.080 |
| ATR |
0.357 |
0.376 |
0.019 |
5.4% |
0.000 |
| Volume |
209,582 |
219,522 |
9,940 |
4.7% |
1,217,673 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.971 |
7.743 |
6.643 |
|
| R3 |
7.369 |
7.141 |
6.478 |
|
| R2 |
6.767 |
6.767 |
6.422 |
|
| R1 |
6.539 |
6.539 |
6.367 |
6.653 |
| PP |
6.165 |
6.165 |
6.165 |
6.222 |
| S1 |
5.937 |
5.937 |
6.257 |
6.051 |
| S2 |
5.563 |
5.563 |
6.202 |
|
| S3 |
4.961 |
5.335 |
6.146 |
|
| S4 |
4.359 |
4.733 |
5.981 |
|
|
| 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 |
6.392 |
5.341 |
1.051 |
16.7% |
0.540 |
8.6% |
92% |
True |
False |
215,525 |
| 10 |
6.392 |
4.791 |
1.601 |
25.4% |
0.469 |
7.4% |
95% |
True |
False |
199,736 |
| 20 |
6.392 |
4.633 |
1.759 |
27.9% |
0.388 |
6.1% |
95% |
True |
False |
150,653 |
| 40 |
6.392 |
3.828 |
2.564 |
40.6% |
0.276 |
4.4% |
97% |
True |
False |
99,562 |
| 60 |
6.392 |
3.655 |
2.737 |
43.4% |
0.226 |
3.6% |
97% |
True |
False |
74,880 |
| 80 |
6.392 |
3.236 |
3.156 |
50.0% |
0.200 |
3.2% |
97% |
True |
False |
60,739 |
| 100 |
6.392 |
3.021 |
3.371 |
53.4% |
0.175 |
2.8% |
98% |
True |
False |
51,563 |
| 120 |
6.392 |
2.905 |
3.487 |
55.2% |
0.154 |
2.4% |
98% |
True |
False |
44,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.951 |
|
2.618 |
7.968 |
|
1.618 |
7.366 |
|
1.000 |
6.994 |
|
0.618 |
6.764 |
|
HIGH |
6.392 |
|
0.618 |
6.162 |
|
0.500 |
6.091 |
|
0.382 |
6.020 |
|
LOW |
5.790 |
|
0.618 |
5.418 |
|
1.000 |
5.188 |
|
1.618 |
4.816 |
|
2.618 |
4.214 |
|
4.250 |
3.232 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6.238 |
6.196 |
| PP |
6.165 |
6.079 |
| S1 |
6.091 |
5.963 |
|