NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	5.839	5.800	-0.039	-0.7%	5.835
High	6.111	5.940	-0.171	-2.8%	6.111
Low	5.757	5.590	-0.167	-2.9%	5.332
Close	5.837	5.600	-0.237	-4.1%	5.600
Range	0.354	0.350	-0.004	-1.1%	0.779
ATR	0.393	0.390	-0.003	-0.8%	0.000
Volume	74,583	93,139	18,556	24.9%	398,629

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.760	6.530	5.793
R3	6.410	6.180	5.696
R2	6.060	6.060	5.664
R1	5.830	5.830	5.632	5.770
PP	5.710	5.710	5.710	5.680
S1	5.480	5.480	5.568	5.420
S2	5.360	5.360	5.536
S3	5.010	5.130	5.504
S4	4.660	4.780	5.408

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	8.018	7.588	6.028
R3	7.239	6.809	5.814
R2	6.460	6.460	5.743
R1	6.030	6.030	5.671	5.856
PP	5.681	5.681	5.681	5.594
S1	5.251	5.251	5.529	5.077
S2	4.902	4.902	5.457
S3	4.123	4.472	5.386
S4	3.344	3.693	5.172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.111	5.332	0.779	13.9%	0.376	6.7%	34%	False	False	79,725
10	6.593	5.332	1.261	22.5%	0.446	8.0%	21%	False	False	71,847
20	6.593	4.879	1.714	30.6%	0.431	7.7%	42%	False	False	60,805
40	6.593	4.021	2.572	45.9%	0.331	5.9%	61%	False	False	46,776
60	6.593	3.944	2.649	47.3%	0.264	4.7%	63%	False	False	36,839
80	6.593	3.464	3.129	55.9%	0.229	4.1%	68%	False	False	31,356
100	6.593	3.152	3.441	61.4%	0.199	3.5%	71%	False	False	27,376
120	6.593	3.137	3.456	61.7%	0.175	3.1%	71%	False	False	24,192

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.096
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.428
2.618	6.856
1.618	6.506
1.000	6.290
0.618	6.156
HIGH	5.940
0.618	5.806
0.500	5.765
0.382	5.724
LOW	5.590
0.618	5.374
1.000	5.240
1.618	5.024
2.618	4.674
4.250	4.103

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	5.765	5.811
PP	5.710	5.741
S1	5.655	5.670

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

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