NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.800 |
5.529 |
-0.271 |
-4.7% |
5.835 |
| High |
5.940 |
5.588 |
-0.352 |
-5.9% |
6.111 |
| Low |
5.590 |
5.203 |
-0.387 |
-6.9% |
5.332 |
| Close |
5.600 |
5.236 |
-0.364 |
-6.5% |
5.600 |
| Range |
0.350 |
0.385 |
0.035 |
10.0% |
0.779 |
| ATR |
0.390 |
0.390 |
0.001 |
0.1% |
0.000 |
| Volume |
93,139 |
84,275 |
-8,864 |
-9.5% |
398,629 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.497 |
6.252 |
5.448 |
|
| R3 |
6.112 |
5.867 |
5.342 |
|
| R2 |
5.727 |
5.727 |
5.307 |
|
| R1 |
5.482 |
5.482 |
5.271 |
5.412 |
| PP |
5.342 |
5.342 |
5.342 |
5.308 |
| S1 |
5.097 |
5.097 |
5.201 |
5.027 |
| S2 |
4.957 |
4.957 |
5.165 |
|
| S3 |
4.572 |
4.712 |
5.130 |
|
| S4 |
4.187 |
4.327 |
5.024 |
|
|
| 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 |
5.203 |
0.908 |
17.3% |
0.356 |
6.8% |
4% |
False |
True |
84,314 |
| 10 |
6.593 |
5.203 |
1.390 |
26.5% |
0.441 |
8.4% |
2% |
False |
True |
73,897 |
| 20 |
6.593 |
4.879 |
1.714 |
32.7% |
0.437 |
8.4% |
21% |
False |
False |
63,788 |
| 40 |
6.593 |
4.027 |
2.566 |
49.0% |
0.338 |
6.4% |
47% |
False |
False |
48,360 |
| 60 |
6.593 |
3.944 |
2.649 |
50.6% |
0.270 |
5.1% |
49% |
False |
False |
38,084 |
| 80 |
6.593 |
3.566 |
3.027 |
57.8% |
0.232 |
4.4% |
55% |
False |
False |
32,255 |
| 100 |
6.593 |
3.152 |
3.441 |
65.7% |
0.202 |
3.9% |
61% |
False |
False |
28,089 |
| 120 |
6.593 |
3.137 |
3.456 |
66.0% |
0.177 |
3.4% |
61% |
False |
False |
24,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.224 |
|
2.618 |
6.596 |
|
1.618 |
6.211 |
|
1.000 |
5.973 |
|
0.618 |
5.826 |
|
HIGH |
5.588 |
|
0.618 |
5.441 |
|
0.500 |
5.396 |
|
0.382 |
5.350 |
|
LOW |
5.203 |
|
0.618 |
4.965 |
|
1.000 |
4.818 |
|
1.618 |
4.580 |
|
2.618 |
4.195 |
|
4.250 |
3.567 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.396 |
5.657 |
| PP |
5.342 |
5.517 |
| S1 |
5.289 |
5.376 |
|