NYMEX Natural Gas Future December 2021

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	5.946	6.138	0.192	3.2%	5.529
High	6.281	6.206	-0.075	-1.2%	5.590
Low	5.886	5.713	-0.173	-2.9%	5.070
Close	6.198	5.782	-0.416	-6.7%	5.461
Range	0.395	0.493	0.098	24.8%	0.520
ATR	0.392	0.399	0.007	1.8%	0.000
Volume	187,421	165,632	-21,789	-11.6%	402,324

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.379	7.074	6.053
R3	6.886	6.581	5.918
R2	6.393	6.393	5.872
R1	6.088	6.088	5.827	5.994
PP	5.900	5.900	5.900	5.854
S1	5.595	5.595	5.737	5.501
S2	5.407	5.407	5.692
S3	4.914	5.102	5.646
S4	4.421	4.609	5.511

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.934	6.717	5.747
R3	6.414	6.197	5.604
R2	5.894	5.894	5.556
R1	5.677	5.677	5.509	5.526
PP	5.374	5.374	5.374	5.298
S1	5.157	5.157	5.413	5.006
S2	4.854	4.854	5.366
S3	4.334	4.637	5.318
S4	3.814	4.117	5.175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.281	5.336	0.945	16.3%	0.435	7.5%	47%	False	False	159,062
10	6.281	5.070	1.211	20.9%	0.373	6.4%	59%	False	False	120,132
20	6.593	5.070	1.523	26.3%	0.415	7.2%	47%	False	False	94,462
40	6.593	4.697	1.896	32.8%	0.374	6.5%	57%	False	False	68,374
60	6.593	3.944	2.649	45.8%	0.299	5.2%	69%	False	False	53,018
80	6.593	3.686	2.907	50.3%	0.255	4.4%	72%	False	False	43,319
100	6.593	3.319	3.274	56.6%	0.226	3.9%	75%	False	False	37,413
120	6.593	3.137	3.456	59.8%	0.199	3.4%	77%	False	False	32,792

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	0.085
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.301
2.618	7.497
1.618	7.004
1.000	6.699
0.618	6.511
HIGH	6.206
0.618	6.018
0.500	5.960
0.382	5.901
LOW	5.713
0.618	5.408
1.000	5.220
1.618	4.915
2.618	4.422
4.250	3.618

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	5.960	5.997
PP	5.900	5.925
S1	5.841	5.854

Download as Excel Spreadsheet

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

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