NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	5.960	5.579	-0.381	-6.4%	5.180
High	6.063	6.126	0.063	1.0%	5.352
Low	5.542	5.469	-0.073	-1.3%	4.879
Close	5.595	5.991	0.396	7.1%	5.315
Range	0.521	0.657	0.136	26.1%	0.473
ATR	0.311	0.336	0.025	8.0%	0.000
Volume	73,016	74,645	1,629	2.2%	153,473

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.833	7.569	6.352
R3	7.176	6.912	6.172
R2	6.519	6.519	6.111
R1	6.255	6.255	6.051	6.387
PP	5.862	5.862	5.862	5.928
S1	5.598	5.598	5.931	5.730
S2	5.205	5.205	5.871
S3	4.548	4.941	5.810
S4	3.891	4.284	5.630

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	5.161	1.264	21.1%	0.536	9.0%	66%	False	False	61,709
10	6.425	4.879	1.546	25.8%	0.405	6.8%	72%	False	False	45,939
20	6.425	4.697	1.728	28.8%	0.332	5.5%	75%	False	False	42,285
40	6.425	3.944	2.481	41.4%	0.241	4.0%	83%	False	False	32,295
60	6.425	3.686	2.739	45.7%	0.201	3.4%	84%	False	False	26,271
80	6.425	3.319	3.106	51.8%	0.179	3.0%	86%	False	False	23,151
100	6.425	3.137	3.288	54.9%	0.156	2.6%	87%	False	False	20,458
120	6.425	2.996	3.429	57.2%	0.138	2.3%	87%	False	False	18,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.088
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.918
2.618	7.846
1.618	7.189
1.000	6.783
0.618	6.532
HIGH	6.126
0.618	5.875
0.500	5.798
0.382	5.720
LOW	5.469
0.618	5.063
1.000	4.812
1.618	4.406
2.618	3.749
4.250	2.677

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	5.927	5.976
PP	5.862	5.962
S1	5.798	5.947

Download as Excel Spreadsheet

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

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