NYMEX Natural Gas Future December 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 5.341 5.417 0.076 1.4% 4.866
High 5.505 5.790 0.285 5.2% 5.184
Low 5.314 5.407 0.093 1.8% 4.697
Close 5.398 5.604 0.206 3.8% 5.067
Range 0.191 0.383 0.192 100.5% 0.487
ATR 0.197 0.211 0.014 7.1% 0.000
Volume 40,486 59,743 19,257 47.6% 144,805
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.749 6.560 5.815
R3 6.366 6.177 5.709
R2 5.983 5.983 5.674
R1 5.794 5.794 5.639 5.889
PP 5.600 5.600 5.600 5.648
S1 5.411 5.411 5.569 5.506
S2 5.217 5.217 5.534
S3 4.834 5.028 5.499
S4 4.451 4.645 5.393
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.444 6.242 5.335
R3 5.957 5.755 5.201
R2 5.470 5.470 5.156
R1 5.268 5.268 5.112 5.369
PP 4.983 4.983 4.983 5.033
S1 4.781 4.781 5.022 4.882
S2 4.496 4.496 4.978
S3 4.009 4.294 4.933
S4 3.522 3.807 4.799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.790 4.960 0.830 14.8% 0.267 4.8% 78% True False 42,272
10 5.790 4.523 1.267 22.6% 0.255 4.5% 85% True False 37,678
20 5.790 3.944 1.846 32.9% 0.205 3.7% 90% True False 30,897
40 5.790 3.944 1.846 32.9% 0.168 3.0% 90% True False 23,453
60 5.790 3.378 2.412 43.0% 0.153 2.7% 92% True False 20,635
80 5.790 3.152 2.638 47.1% 0.133 2.4% 93% True False 18,256
100 5.790 3.096 2.694 48.1% 0.118 2.1% 93% True False 16,256
120 5.790 2.880 2.910 51.9% 0.106 1.9% 94% True False 14,796
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 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.418
2.618 6.793
1.618 6.410
1.000 6.173
0.618 6.027
HIGH 5.790
0.618 5.644
0.500 5.599
0.382 5.553
LOW 5.407
0.618 5.170
1.000 5.024
1.618 4.787
2.618 4.404
4.250 3.779
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 5.602 5.537
PP 5.600 5.471
S1 5.599 5.404

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

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