NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
5.329 |
5.439 |
0.110 |
2.1% |
5.835 |
| High |
5.483 |
5.478 |
-0.005 |
-0.1% |
6.111 |
| Low |
5.194 |
5.240 |
0.046 |
0.9% |
5.332 |
| Close |
5.447 |
5.346 |
-0.101 |
-1.9% |
5.600 |
| Range |
0.289 |
0.238 |
-0.051 |
-17.6% |
0.779 |
| ATR |
0.376 |
0.367 |
-0.010 |
-2.6% |
0.000 |
| Volume |
72,766 |
80,530 |
7,764 |
10.7% |
398,629 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.069 |
5.945 |
5.477 |
|
| R3 |
5.831 |
5.707 |
5.411 |
|
| R2 |
5.593 |
5.593 |
5.390 |
|
| R1 |
5.469 |
5.469 |
5.368 |
5.412 |
| PP |
5.355 |
5.355 |
5.355 |
5.326 |
| S1 |
5.231 |
5.231 |
5.324 |
5.174 |
| S2 |
5.117 |
5.117 |
5.302 |
|
| S3 |
4.879 |
4.993 |
5.281 |
|
| S4 |
4.641 |
4.755 |
5.215 |
|
|
| 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 |
5.940 |
5.070 |
0.870 |
16.3% |
0.311 |
5.8% |
32% |
False |
False |
81,202 |
| 10 |
6.111 |
5.070 |
1.041 |
19.5% |
0.341 |
6.4% |
27% |
False |
False |
75,993 |
| 20 |
6.593 |
5.070 |
1.523 |
28.5% |
0.440 |
8.2% |
18% |
False |
False |
70,124 |
| 40 |
6.593 |
4.114 |
2.479 |
46.4% |
0.350 |
6.5% |
50% |
False |
False |
52,807 |
| 60 |
6.593 |
3.944 |
2.649 |
49.6% |
0.275 |
5.1% |
53% |
False |
False |
41,144 |
| 80 |
6.593 |
3.651 |
2.942 |
55.0% |
0.237 |
4.4% |
58% |
False |
False |
34,424 |
| 100 |
6.593 |
3.237 |
3.356 |
62.8% |
0.208 |
3.9% |
63% |
False |
False |
30,057 |
| 120 |
6.593 |
3.137 |
3.456 |
64.6% |
0.183 |
3.4% |
64% |
False |
False |
26,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.490 |
|
2.618 |
6.101 |
|
1.618 |
5.863 |
|
1.000 |
5.716 |
|
0.618 |
5.625 |
|
HIGH |
5.478 |
|
0.618 |
5.387 |
|
0.500 |
5.359 |
|
0.382 |
5.331 |
|
LOW |
5.240 |
|
0.618 |
5.093 |
|
1.000 |
5.002 |
|
1.618 |
4.855 |
|
2.618 |
4.617 |
|
4.250 |
4.229 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.359 |
5.323 |
| PP |
5.355 |
5.300 |
| S1 |
5.350 |
5.277 |
|