NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.959 |
5.858 |
-0.101 |
-1.7% |
5.299 |
| High |
6.091 |
6.291 |
0.200 |
3.3% |
5.379 |
| Low |
5.595 |
5.770 |
0.175 |
3.1% |
4.825 |
| Close |
5.882 |
6.202 |
0.320 |
5.4% |
5.280 |
| Range |
0.496 |
0.521 |
0.025 |
5.0% |
0.554 |
| ATR |
0.401 |
0.409 |
0.009 |
2.1% |
0.000 |
| Volume |
50,705 |
5,193 |
-45,512 |
-89.8% |
642,719 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.651 |
7.447 |
6.489 |
|
| R3 |
7.130 |
6.926 |
6.345 |
|
| R2 |
6.609 |
6.609 |
6.298 |
|
| R1 |
6.405 |
6.405 |
6.250 |
6.507 |
| PP |
6.088 |
6.088 |
6.088 |
6.139 |
| S1 |
5.884 |
5.884 |
6.154 |
5.986 |
| S2 |
5.567 |
5.567 |
6.106 |
|
| S3 |
5.046 |
5.363 |
6.059 |
|
| S4 |
4.525 |
4.842 |
5.915 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.823 |
6.606 |
5.585 |
|
| R3 |
6.269 |
6.052 |
5.432 |
|
| R2 |
5.715 |
5.715 |
5.382 |
|
| R1 |
5.498 |
5.498 |
5.331 |
5.330 |
| PP |
5.161 |
5.161 |
5.161 |
5.077 |
| S1 |
4.944 |
4.944 |
5.229 |
4.776 |
| S2 |
4.607 |
4.607 |
5.178 |
|
| S3 |
4.053 |
4.390 |
5.128 |
|
| S4 |
3.499 |
3.836 |
4.975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.291 |
5.006 |
1.285 |
20.7% |
0.408 |
6.6% |
93% |
True |
False |
57,770 |
| 10 |
6.291 |
4.825 |
1.466 |
23.6% |
0.379 |
6.1% |
94% |
True |
False |
110,324 |
| 20 |
6.466 |
4.825 |
1.641 |
26.5% |
0.436 |
7.0% |
84% |
False |
False |
161,748 |
| 40 |
6.466 |
4.427 |
2.039 |
32.9% |
0.378 |
6.1% |
87% |
False |
False |
141,113 |
| 60 |
6.466 |
3.828 |
2.638 |
42.5% |
0.301 |
4.9% |
90% |
False |
False |
109,004 |
| 80 |
6.466 |
3.553 |
2.913 |
47.0% |
0.258 |
4.2% |
91% |
False |
False |
87,033 |
| 100 |
6.466 |
3.188 |
3.278 |
52.9% |
0.229 |
3.7% |
92% |
False |
False |
73,279 |
| 120 |
6.466 |
3.011 |
3.455 |
55.7% |
0.202 |
3.3% |
92% |
False |
False |
63,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.505 |
|
2.618 |
7.655 |
|
1.618 |
7.134 |
|
1.000 |
6.812 |
|
0.618 |
6.613 |
|
HIGH |
6.291 |
|
0.618 |
6.092 |
|
0.500 |
6.031 |
|
0.382 |
5.969 |
|
LOW |
5.770 |
|
0.618 |
5.448 |
|
1.000 |
5.249 |
|
1.618 |
4.927 |
|
2.618 |
4.406 |
|
4.250 |
3.556 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6.145 |
6.094 |
| PP |
6.088 |
5.985 |
| S1 |
6.031 |
5.877 |
|