NYMEX Natural Gas Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 5.373 5.962 0.589 11.0% 5.180
High 5.996 6.425 0.429 7.2% 5.352
Low 5.355 5.753 0.398 7.4% 4.879
Close 5.839 5.985 0.146 2.5% 5.315
Range 0.641 0.672 0.031 4.8% 0.473
ATR 0.266 0.295 0.029 10.9% 0.000
Volume 52,891 81,015 28,124 53.2% 153,473
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 8.070 7.700 6.355
R3 7.398 7.028 6.170
R2 6.726 6.726 6.108
R1 6.356 6.356 6.047 6.541
PP 6.054 6.054 6.054 6.147
S1 5.684 5.684 5.923 5.869
S2 5.382 5.382 5.862
S3 4.710 5.012 5.800
S4 4.038 4.340 5.615
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 6.425 4.910 1.515 25.3% 0.391 6.5% 71% True False 45,658
10 6.425 4.879 1.546 25.8% 0.362 6.0% 72% True False 42,272
20 6.425 4.366 2.059 34.4% 0.298 5.0% 79% True False 38,494
40 6.425 3.944 2.481 41.5% 0.219 3.7% 82% True False 29,363
60 6.425 3.651 2.774 46.3% 0.187 3.1% 84% True False 24,294
80 6.425 3.256 3.169 52.9% 0.166 2.8% 86% True False 21,636
100 6.425 3.137 3.288 54.9% 0.145 2.4% 87% True False 19,172
120 6.425 2.964 3.461 57.8% 0.129 2.2% 87% True False 17,310
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 0.085
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 9.281
2.618 8.184
1.618 7.512
1.000 7.097
0.618 6.840
HIGH 6.425
0.618 6.168
0.500 6.089
0.382 6.010
LOW 5.753
0.618 5.338
1.000 5.081
1.618 4.666
2.618 3.994
4.250 2.897
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 6.089 5.921
PP 6.054 5.857
S1 6.020 5.793

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

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