NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	4.925	5.221	0.296	6.0%	5.180
High	5.223	5.352	0.129	2.5%	5.352
Low	4.913	5.161	0.248	5.0%	4.879
Close	5.157	5.315	0.158	3.1%	5.315
Range	0.310	0.191	-0.119	-38.4%	0.473
ATR	0.237	0.234	-0.003	-1.3%	0.000
Volume	37,778	26,981	-10,797	-28.6%	153,473

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.849	5.773	5.420
R3	5.658	5.582	5.368
R2	5.467	5.467	5.350
R1	5.391	5.391	5.333	5.429
PP	5.276	5.276	5.276	5.295
S1	5.200	5.200	5.297	5.238
S2	5.085	5.085	5.280
S3	4.894	5.009	5.262
S4	4.703	4.818	5.210

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.601	6.431	5.575
R3	6.128	5.958	5.445
R2	5.655	5.655	5.402
R1	5.485	5.485	5.358	5.570
PP	5.182	5.182	5.182	5.225
S1	5.012	5.012	5.272	5.097
S2	4.709	4.709	5.228
S3	4.236	4.539	5.185
S4	3.763	4.066	5.055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.352	4.879	0.473	8.9%	0.243	4.6%	92%	True	False	30,694
10	5.790	4.879	0.911	17.1%	0.290	5.4%	48%	False	False	36,636
20	5.790	4.366	1.424	26.8%	0.255	4.8%	67%	False	False	35,002
40	5.790	3.944	1.846	34.7%	0.193	3.6%	74%	False	False	26,961
60	5.790	3.651	2.139	40.2%	0.170	3.2%	78%	False	False	22,562
80	5.790	3.237	2.553	48.0%	0.151	2.8%	81%	False	False	20,204
100	5.790	3.137	2.653	49.9%	0.133	2.5%	82%	False	False	18,015
120	5.790	2.902	2.888	54.3%	0.119	2.2%	84%	False	False	16,371

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	0.071
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.164
2.618	5.852
1.618	5.661
1.000	5.543
0.618	5.470
HIGH	5.352
0.618	5.279
0.500	5.257
0.382	5.234
LOW	5.161
0.618	5.043
1.000	4.970
1.618	4.852
2.618	4.661
4.250	4.349

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	5.296	5.254
PP	5.276	5.192
S1	5.257	5.131

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

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