NYMEX Natural Gas Future December 2021


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 5.732 5.310 -0.422 -7.4% 5.629
High 5.837 5.497 -0.340 -5.8% 6.281
Low 5.401 5.116 -0.285 -5.3% 5.401
Close 5.426 5.186 -0.240 -4.4% 5.426
Range 0.436 0.381 -0.055 -12.6% 0.880
ATR 0.402 0.400 -0.001 -0.4% 0.000
Volume 154,410 163,258 8,848 5.7% 860,269
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 6.409 6.179 5.396
R3 6.028 5.798 5.291
R2 5.647 5.647 5.256
R1 5.417 5.417 5.221 5.342
PP 5.266 5.266 5.266 5.229
S1 5.036 5.036 5.151 4.961
S2 4.885 4.885 5.116
S3 4.504 4.655 5.081
S4 4.123 4.274 4.976
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 8.343 7.764 5.910
R3 7.463 6.884 5.668
R2 6.583 6.583 5.587
R1 6.004 6.004 5.507 5.854
PP 5.703 5.703 5.703 5.627
S1 5.124 5.124 5.345 4.974
S2 4.823 4.823 5.265
S3 3.943 4.244 5.184
S4 3.063 3.364 4.942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.281 5.116 1.165 22.5% 0.441 8.5% 6% False True 171,922
10 6.281 5.070 1.211 23.4% 0.381 7.3% 10% False False 134,157
20 6.593 5.070 1.523 29.4% 0.411 7.9% 8% False False 104,027
40 6.593 4.697 1.896 36.6% 0.387 7.5% 26% False False 74,991
60 6.593 3.944 2.649 51.1% 0.310 6.0% 47% False False 57,728
80 6.593 3.767 2.826 54.5% 0.262 5.1% 50% False False 46,806
100 6.593 3.345 3.248 62.6% 0.233 4.5% 57% False False 40,367
120 6.593 3.152 3.441 66.4% 0.205 4.0% 59% False False 35,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.094
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7.116
2.618 6.494
1.618 6.113
1.000 5.878
0.618 5.732
HIGH 5.497
0.618 5.351
0.500 5.307
0.382 5.262
LOW 5.116
0.618 4.881
1.000 4.735
1.618 4.500
2.618 4.119
4.250 3.497
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 5.307 5.661
PP 5.266 5.503
S1 5.226 5.344

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

View Archives - Comment on this page... - Back to Index of Symbols