NYMEX Natural Gas Future December 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 5.221 5.373 0.152 2.9% 5.180
High 5.352 5.996 0.644 12.0% 5.352
Low 5.161 5.355 0.194 3.8% 4.879
Close 5.315 5.839 0.524 9.9% 5.315
Range 0.191 0.641 0.450 235.6% 0.473
ATR 0.234 0.266 0.032 13.7% 0.000
Volume 26,981 52,891 25,910 96.0% 153,473
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.653 7.387 6.192
R3 7.012 6.746 6.015
R2 6.371 6.371 5.957
R1 6.105 6.105 5.898 6.238
PP 5.730 5.730 5.730 5.797
S1 5.464 5.464 5.780 5.597
S2 5.089 5.089 5.721
S3 4.448 4.823 5.663
S4 3.807 4.182 5.486
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 5.996 4.879 1.117 19.1% 0.319 5.5% 86% True False 36,349
10 5.996 4.879 1.117 19.1% 0.314 5.4% 86% True False 38,219
20 5.996 4.366 1.630 27.9% 0.278 4.8% 90% True False 35,537
40 5.996 3.944 2.052 35.1% 0.205 3.5% 92% True False 27,765
60 5.996 3.651 2.345 40.2% 0.178 3.0% 93% True False 23,156
80 5.996 3.237 2.759 47.3% 0.159 2.7% 94% True False 20,755
100 5.996 3.137 2.859 49.0% 0.139 2.4% 95% True False 18,455
120 5.996 2.933 3.063 52.5% 0.124 2.1% 95% True False 16,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.066
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 8.720
2.618 7.674
1.618 7.033
1.000 6.637
0.618 6.392
HIGH 5.996
0.618 5.751
0.500 5.676
0.382 5.600
LOW 5.355
0.618 4.959
1.000 4.714
1.618 4.318
2.618 3.677
4.250 2.631
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 5.785 5.711
PP 5.730 5.583
S1 5.676 5.455

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

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