NYMEX Natural Gas Future December 2021


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 5.775 5.964 0.189 3.3% 5.373
High 6.202 6.509 0.307 5.0% 6.425
Low 5.773 5.927 0.154 2.7% 5.355
Close 5.906 6.432 0.526 8.9% 5.763
Range 0.429 0.582 0.153 35.7% 1.070
ATR 0.351 0.369 0.018 5.1% 0.000
Volume 63,776 66,343 2,567 4.0% 344,165
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 8.035 7.816 6.752
R3 7.453 7.234 6.592
R2 6.871 6.871 6.539
R1 6.652 6.652 6.485 6.762
PP 6.289 6.289 6.289 6.344
S1 6.070 6.070 6.379 6.180
S2 5.707 5.707 6.325
S3 5.125 5.488 6.272
S4 4.543 4.906 6.112
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 6.509 5.469 1.040 16.2% 0.530 8.2% 93% True False 68,075
10 6.509 4.910 1.599 24.9% 0.460 7.2% 95% True False 56,866
20 6.509 4.725 1.784 27.7% 0.382 5.9% 96% True False 48,130
40 6.509 3.944 2.565 39.9% 0.269 4.2% 97% True False 35,715
60 6.509 3.767 2.742 42.6% 0.220 3.4% 97% True False 28,593
80 6.509 3.346 3.163 49.2% 0.194 3.0% 98% True False 25,021
100 6.509 3.152 3.357 52.2% 0.169 2.6% 98% True False 22,171
120 6.509 3.046 3.463 53.8% 0.149 2.3% 98% True False 19,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.983
2.618 8.033
1.618 7.451
1.000 7.091
0.618 6.869
HIGH 6.509
0.618 6.287
0.500 6.218
0.382 6.149
LOW 5.927
0.618 5.567
1.000 5.345
1.618 4.985
2.618 4.403
4.250 3.454
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 6.361 6.320
PP 6.289 6.207
S1 6.218 6.095

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

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