NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
5.180 |
5.110 |
-0.070 |
-1.4% |
5.080 |
| High |
5.319 |
5.195 |
-0.124 |
-2.3% |
5.790 |
| Low |
5.060 |
4.879 |
-0.181 |
-3.6% |
5.018 |
| Close |
5.132 |
4.953 |
-0.179 |
-3.5% |
5.258 |
| Range |
0.259 |
0.316 |
0.057 |
22.0% |
0.772 |
| ATR |
0.232 |
0.238 |
0.006 |
2.6% |
0.000 |
| Volume |
24,617 |
34,472 |
9,855 |
40.0% |
212,889 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.957 |
5.771 |
5.127 |
|
| R3 |
5.641 |
5.455 |
5.040 |
|
| R2 |
5.325 |
5.325 |
5.011 |
|
| R1 |
5.139 |
5.139 |
4.982 |
5.074 |
| PP |
5.009 |
5.009 |
5.009 |
4.977 |
| S1 |
4.823 |
4.823 |
4.924 |
4.758 |
| S2 |
4.693 |
4.693 |
4.895 |
|
| S3 |
4.377 |
4.507 |
4.866 |
|
| S4 |
4.061 |
4.191 |
4.779 |
|
|
| 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 |
4.879 |
0.911 |
18.4% |
0.333 |
6.7% |
8% |
False |
True |
38,886 |
| 10 |
5.790 |
4.725 |
1.065 |
21.5% |
0.303 |
6.1% |
21% |
False |
False |
39,393 |
| 20 |
5.790 |
4.058 |
1.732 |
35.0% |
0.248 |
5.0% |
52% |
False |
False |
33,888 |
| 40 |
5.790 |
3.944 |
1.846 |
37.3% |
0.190 |
3.8% |
55% |
False |
False |
25,795 |
| 60 |
5.790 |
3.630 |
2.160 |
43.6% |
0.168 |
3.4% |
61% |
False |
False |
22,081 |
| 80 |
5.790 |
3.176 |
2.614 |
52.8% |
0.146 |
2.9% |
68% |
False |
False |
19,466 |
| 100 |
5.790 |
3.137 |
2.653 |
53.6% |
0.128 |
2.6% |
68% |
False |
False |
17,310 |
| 120 |
5.790 |
2.880 |
2.910 |
58.8% |
0.115 |
2.3% |
71% |
False |
False |
15,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.538 |
|
2.618 |
6.022 |
|
1.618 |
5.706 |
|
1.000 |
5.511 |
|
0.618 |
5.390 |
|
HIGH |
5.195 |
|
0.618 |
5.074 |
|
0.500 |
5.037 |
|
0.382 |
5.000 |
|
LOW |
4.879 |
|
0.618 |
4.684 |
|
1.000 |
4.563 |
|
1.618 |
4.368 |
|
2.618 |
4.052 |
|
4.250 |
3.536 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.037 |
5.213 |
| PP |
5.009 |
5.126 |
| S1 |
4.981 |
5.040 |
|