NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.673 |
5.641 |
-0.032 |
-0.6% |
5.695 |
| High |
5.964 |
5.789 |
-0.175 |
-2.9% |
5.964 |
| Low |
5.604 |
5.400 |
-0.204 |
-3.6% |
5.168 |
| Close |
5.687 |
5.410 |
-0.277 |
-4.9% |
5.410 |
| Range |
0.360 |
0.389 |
0.029 |
8.1% |
0.796 |
| ATR |
0.399 |
0.399 |
-0.001 |
-0.2% |
0.000 |
| Volume |
169,162 |
184,583 |
15,421 |
9.1% |
956,677 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.700 |
6.444 |
5.624 |
|
| R3 |
6.311 |
6.055 |
5.517 |
|
| R2 |
5.922 |
5.922 |
5.481 |
|
| R1 |
5.666 |
5.666 |
5.446 |
5.600 |
| PP |
5.533 |
5.533 |
5.533 |
5.500 |
| S1 |
5.277 |
5.277 |
5.374 |
5.211 |
| S2 |
5.144 |
5.144 |
5.339 |
|
| S3 |
4.755 |
4.888 |
5.303 |
|
| S4 |
4.366 |
4.499 |
5.196 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.902 |
7.452 |
5.848 |
|
| R3 |
7.106 |
6.656 |
5.629 |
|
| R2 |
6.310 |
6.310 |
5.556 |
|
| R1 |
5.860 |
5.860 |
5.483 |
5.687 |
| PP |
5.514 |
5.514 |
5.514 |
5.428 |
| S1 |
5.064 |
5.064 |
5.337 |
4.891 |
| S2 |
4.718 |
4.718 |
5.264 |
|
| S3 |
3.922 |
4.268 |
5.191 |
|
| S4 |
3.126 |
3.472 |
4.972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.964 |
5.168 |
0.796 |
14.7% |
0.388 |
7.2% |
30% |
False |
False |
191,335 |
| 10 |
6.466 |
5.168 |
1.298 |
24.0% |
0.455 |
8.4% |
19% |
False |
False |
206,328 |
| 20 |
6.466 |
4.766 |
1.700 |
31.4% |
0.439 |
8.1% |
38% |
False |
False |
191,087 |
| 40 |
6.466 |
3.916 |
2.550 |
47.1% |
0.338 |
6.2% |
59% |
False |
False |
131,991 |
| 60 |
6.466 |
3.828 |
2.638 |
48.8% |
0.271 |
5.0% |
60% |
False |
False |
99,761 |
| 80 |
6.466 |
3.363 |
3.103 |
57.4% |
0.235 |
4.3% |
66% |
False |
False |
79,880 |
| 100 |
6.466 |
3.028 |
3.438 |
63.5% |
0.204 |
3.8% |
69% |
False |
False |
66,954 |
| 120 |
6.466 |
3.011 |
3.455 |
63.9% |
0.180 |
3.3% |
69% |
False |
False |
57,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.442 |
|
2.618 |
6.807 |
|
1.618 |
6.418 |
|
1.000 |
6.178 |
|
0.618 |
6.029 |
|
HIGH |
5.789 |
|
0.618 |
5.640 |
|
0.500 |
5.595 |
|
0.382 |
5.549 |
|
LOW |
5.400 |
|
0.618 |
5.160 |
|
1.000 |
5.011 |
|
1.618 |
4.771 |
|
2.618 |
4.382 |
|
4.250 |
3.747 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.595 |
5.657 |
| PP |
5.533 |
5.575 |
| S1 |
5.472 |
5.492 |
|