NYMEX Natural Gas Future November 2021

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	4.985	5.066	0.081	1.6%	5.695
High	5.100	5.221	0.121	2.4%	5.964
Low	4.825	4.912	0.087	1.8%	5.168
Close	5.088	5.170	0.082	1.6%	5.410
Range	0.275	0.309	0.034	12.4%	0.796
ATR	0.393	0.387	-0.006	-1.5%	0.000
Volume	152,725	140,026	-12,699	-8.3%	956,677

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.028	5.908	5.340
R3	5.719	5.599	5.255
R2	5.410	5.410	5.227
R1	5.290	5.290	5.198	5.350
PP	5.101	5.101	5.101	5.131
S1	4.981	4.981	5.142	5.041
S2	4.792	4.792	5.113
S3	4.483	4.672	5.085
S4	4.174	4.363	5.000

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	4.825	1.139	22.0%	0.350	6.8%	30%	False	False	162,878
10	5.964	4.825	1.139	22.0%	0.371	7.2%	30%	False	False	182,017
20	6.466	4.793	1.673	32.4%	0.453	8.8%	23%	False	False	200,598
40	6.466	3.946	2.520	48.7%	0.355	6.9%	49%	False	False	141,221
60	6.466	3.828	2.638	51.0%	0.280	5.4%	51%	False	False	106,141
80	6.466	3.553	2.913	56.3%	0.243	4.7%	56%	False	False	84,895
100	6.466	3.101	3.365	65.1%	0.212	4.1%	61%	False	False	71,190
120	6.466	3.011	3.455	66.8%	0.187	3.6%	62%	False	False	61,431

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.112
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.534
2.618	6.030
1.618	5.721
1.000	5.530
0.618	5.412
HIGH	5.221
0.618	5.103
0.500	5.067
0.382	5.030
LOW	4.912
0.618	4.721
1.000	4.603
1.618	4.412
2.618	4.103
4.250	3.599

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	5.136	5.146
PP	5.101	5.122
S1	5.067	5.098

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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