NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.822 |
6.321 |
0.499 |
8.6% |
5.260 |
| High |
6.392 |
6.466 |
0.074 |
1.2% |
6.318 |
| Low |
5.790 |
5.663 |
-0.127 |
-2.2% |
5.238 |
| Close |
6.312 |
5.675 |
-0.637 |
-10.1% |
5.619 |
| Range |
0.602 |
0.803 |
0.201 |
33.4% |
1.080 |
| ATR |
0.376 |
0.407 |
0.030 |
8.1% |
0.000 |
| Volume |
219,522 |
274,653 |
55,131 |
25.1% |
1,217,673 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.344 |
7.812 |
6.117 |
|
| R3 |
7.541 |
7.009 |
5.896 |
|
| R2 |
6.738 |
6.738 |
5.822 |
|
| R1 |
6.206 |
6.206 |
5.749 |
6.071 |
| PP |
5.935 |
5.935 |
5.935 |
5.867 |
| S1 |
5.403 |
5.403 |
5.601 |
5.268 |
| S2 |
5.132 |
5.132 |
5.528 |
|
| S3 |
4.329 |
4.600 |
5.454 |
|
| S4 |
3.526 |
3.797 |
5.233 |
|
|
| 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 |
6.466 |
5.341 |
1.125 |
19.8% |
0.594 |
10.5% |
30% |
True |
False |
225,187 |
| 10 |
6.466 |
4.793 |
1.673 |
29.5% |
0.534 |
9.4% |
53% |
True |
False |
219,179 |
| 20 |
6.466 |
4.766 |
1.700 |
30.0% |
0.407 |
7.2% |
53% |
True |
False |
159,563 |
| 40 |
6.466 |
3.828 |
2.638 |
46.5% |
0.293 |
5.2% |
70% |
True |
False |
105,183 |
| 60 |
6.466 |
3.655 |
2.811 |
49.5% |
0.238 |
4.2% |
72% |
True |
False |
79,134 |
| 80 |
6.466 |
3.236 |
3.230 |
56.9% |
0.209 |
3.7% |
76% |
True |
False |
64,002 |
| 100 |
6.466 |
3.021 |
3.445 |
60.7% |
0.182 |
3.2% |
77% |
True |
False |
54,215 |
| 120 |
6.466 |
2.933 |
3.533 |
62.3% |
0.161 |
2.8% |
78% |
True |
False |
46,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.879 |
|
2.618 |
8.568 |
|
1.618 |
7.765 |
|
1.000 |
7.269 |
|
0.618 |
6.962 |
|
HIGH |
6.466 |
|
0.618 |
6.159 |
|
0.500 |
6.065 |
|
0.382 |
5.970 |
|
LOW |
5.663 |
|
0.618 |
5.167 |
|
1.000 |
4.860 |
|
1.618 |
4.364 |
|
2.618 |
3.561 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6.065 |
6.047 |
| PP |
5.935 |
5.923 |
| S1 |
5.805 |
5.799 |
|