NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.579 |
6.070 |
0.491 |
8.8% |
5.373 |
| High |
6.126 |
6.141 |
0.015 |
0.2% |
6.425 |
| Low |
5.469 |
5.680 |
0.211 |
3.9% |
5.355 |
| Close |
5.991 |
5.763 |
-0.228 |
-3.8% |
5.763 |
| Range |
0.657 |
0.461 |
-0.196 |
-29.8% |
1.070 |
| ATR |
0.336 |
0.345 |
0.009 |
2.7% |
0.000 |
| Volume |
74,645 |
62,598 |
-12,047 |
-16.1% |
344,165 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.244 |
6.965 |
6.017 |
|
| R3 |
6.783 |
6.504 |
5.890 |
|
| R2 |
6.322 |
6.322 |
5.848 |
|
| R1 |
6.043 |
6.043 |
5.805 |
5.952 |
| PP |
5.861 |
5.861 |
5.861 |
5.816 |
| S1 |
5.582 |
5.582 |
5.721 |
5.491 |
| S2 |
5.400 |
5.400 |
5.678 |
|
| S3 |
4.939 |
5.121 |
5.636 |
|
| S4 |
4.478 |
4.660 |
5.509 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.058 |
8.480 |
6.352 |
|
| R3 |
7.988 |
7.410 |
6.057 |
|
| R2 |
6.918 |
6.918 |
5.959 |
|
| R1 |
6.340 |
6.340 |
5.861 |
6.629 |
| PP |
5.848 |
5.848 |
5.848 |
5.992 |
| S1 |
5.270 |
5.270 |
5.665 |
5.559 |
| S2 |
4.778 |
4.778 |
5.567 |
|
| S3 |
3.708 |
4.200 |
5.469 |
|
| S4 |
2.638 |
3.130 |
5.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.425 |
5.355 |
1.070 |
18.6% |
0.590 |
10.2% |
38% |
False |
False |
68,833 |
| 10 |
6.425 |
4.879 |
1.546 |
26.8% |
0.417 |
7.2% |
57% |
False |
False |
49,763 |
| 20 |
6.425 |
4.697 |
1.728 |
30.0% |
0.348 |
6.0% |
62% |
False |
False |
43,805 |
| 40 |
6.425 |
3.944 |
2.481 |
43.1% |
0.251 |
4.3% |
73% |
False |
False |
33,422 |
| 60 |
6.425 |
3.767 |
2.658 |
46.1% |
0.206 |
3.6% |
75% |
False |
False |
26,931 |
| 80 |
6.425 |
3.331 |
3.094 |
53.7% |
0.184 |
3.2% |
79% |
False |
False |
23,778 |
| 100 |
6.425 |
3.152 |
3.273 |
56.8% |
0.160 |
2.8% |
80% |
False |
False |
21,008 |
| 120 |
6.425 |
3.008 |
3.417 |
59.3% |
0.141 |
2.5% |
81% |
False |
False |
18,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.100 |
|
2.618 |
7.348 |
|
1.618 |
6.887 |
|
1.000 |
6.602 |
|
0.618 |
6.426 |
|
HIGH |
6.141 |
|
0.618 |
5.965 |
|
0.500 |
5.911 |
|
0.382 |
5.856 |
|
LOW |
5.680 |
|
0.618 |
5.395 |
|
1.000 |
5.219 |
|
1.618 |
4.934 |
|
2.618 |
4.473 |
|
4.250 |
3.721 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.911 |
5.805 |
| PP |
5.861 |
5.791 |
| S1 |
5.812 |
5.777 |
|