NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
5.962 |
5.960 |
-0.002 |
0.0% |
5.180 |
| High |
6.425 |
6.063 |
-0.362 |
-5.6% |
5.352 |
| Low |
5.753 |
5.542 |
-0.211 |
-3.7% |
4.879 |
| Close |
5.985 |
5.595 |
-0.390 |
-6.5% |
5.315 |
| Range |
0.672 |
0.521 |
-0.151 |
-22.5% |
0.473 |
| ATR |
0.295 |
0.311 |
0.016 |
5.5% |
0.000 |
| Volume |
81,015 |
73,016 |
-7,999 |
-9.9% |
153,473 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.296 |
6.967 |
5.882 |
|
| R3 |
6.775 |
6.446 |
5.738 |
|
| R2 |
6.254 |
6.254 |
5.691 |
|
| R1 |
5.925 |
5.925 |
5.643 |
5.829 |
| PP |
5.733 |
5.733 |
5.733 |
5.686 |
| S1 |
5.404 |
5.404 |
5.547 |
5.308 |
| S2 |
5.212 |
5.212 |
5.499 |
|
| S3 |
4.691 |
4.883 |
5.452 |
|
| S4 |
4.170 |
4.362 |
5.308 |
|
|
| 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 |
4.913 |
1.512 |
27.0% |
0.467 |
8.3% |
45% |
False |
False |
54,336 |
| 10 |
6.425 |
4.879 |
1.546 |
27.6% |
0.375 |
6.7% |
46% |
False |
False |
43,599 |
| 20 |
6.425 |
4.523 |
1.902 |
34.0% |
0.315 |
5.6% |
56% |
False |
False |
40,639 |
| 40 |
6.425 |
3.944 |
2.481 |
44.3% |
0.228 |
4.1% |
67% |
False |
False |
30,834 |
| 60 |
6.425 |
3.651 |
2.774 |
49.6% |
0.193 |
3.4% |
70% |
False |
False |
25,257 |
| 80 |
6.425 |
3.311 |
3.114 |
55.7% |
0.172 |
3.1% |
73% |
False |
False |
22,430 |
| 100 |
6.425 |
3.137 |
3.288 |
58.8% |
0.150 |
2.7% |
75% |
False |
False |
19,793 |
| 120 |
6.425 |
2.978 |
3.447 |
61.6% |
0.133 |
2.4% |
76% |
False |
False |
17,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.277 |
|
2.618 |
7.427 |
|
1.618 |
6.906 |
|
1.000 |
6.584 |
|
0.618 |
6.385 |
|
HIGH |
6.063 |
|
0.618 |
5.864 |
|
0.500 |
5.803 |
|
0.382 |
5.741 |
|
LOW |
5.542 |
|
0.618 |
5.220 |
|
1.000 |
5.021 |
|
1.618 |
4.699 |
|
2.618 |
4.178 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.803 |
5.890 |
| PP |
5.733 |
5.792 |
| S1 |
5.664 |
5.693 |
|