NYMEX Natural Gas Future December 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 5.550 5.431 -0.119 -2.1% 5.080
High 5.739 5.547 -0.192 -3.3% 5.790
Low 5.381 5.200 -0.181 -3.4% 5.018
Close 5.492 5.258 -0.234 -4.3% 5.258
Range 0.358 0.347 -0.011 -3.1% 0.772
ATR 0.221 0.230 0.009 4.1% 0.000
Volume 51,249 24,353 -26,896 -52.5% 212,889
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.376 6.164 5.449
R3 6.029 5.817 5.353
R2 5.682 5.682 5.322
R1 5.470 5.470 5.290 5.403
PP 5.335 5.335 5.335 5.301
S1 5.123 5.123 5.226 5.056
S2 4.988 4.988 5.194
S3 4.641 4.776 5.163
S4 4.294 4.429 5.067
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.671 7.237 5.683
R3 6.899 6.465 5.470
R2 6.127 6.127 5.400
R1 5.693 5.693 5.329 5.910
PP 5.355 5.355 5.355 5.464
S1 4.921 4.921 5.187 5.138
S2 4.583 4.583 5.116
S3 3.811 4.149 5.046
S4 3.039 3.377 4.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.790 5.018 0.772 14.7% 0.336 6.4% 31% False False 42,577
10 5.790 4.697 1.093 20.8% 0.280 5.3% 51% False False 37,846
20 5.790 4.021 1.769 33.6% 0.230 4.4% 70% False False 32,748
40 5.790 3.944 1.846 35.1% 0.181 3.4% 71% False False 24,856
60 5.790 3.464 2.326 44.2% 0.162 3.1% 77% False False 21,539
80 5.790 3.152 2.638 50.2% 0.141 2.7% 80% False False 19,018
100 5.790 3.137 2.653 50.5% 0.123 2.3% 80% False False 16,869
120 5.790 2.880 2.910 55.3% 0.111 2.1% 82% False False 15,375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.022
2.618 6.455
1.618 6.108
1.000 5.894
0.618 5.761
HIGH 5.547
0.618 5.414
0.500 5.374
0.382 5.333
LOW 5.200
0.618 4.986
1.000 4.853
1.618 4.639
2.618 4.292
4.250 3.725
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 5.374 5.495
PP 5.335 5.416
S1 5.297 5.337

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

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