NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
5.220 |
5.553 |
0.333 |
6.4% |
5.629 |
| High |
5.565 |
5.865 |
0.300 |
5.4% |
6.281 |
| Low |
5.206 |
5.465 |
0.259 |
5.0% |
5.401 |
| Close |
5.542 |
5.670 |
0.128 |
2.3% |
5.426 |
| Range |
0.359 |
0.400 |
0.041 |
11.4% |
0.880 |
| ATR |
0.399 |
0.399 |
0.000 |
0.0% |
0.000 |
| Volume |
153,757 |
141,498 |
-12,259 |
-8.0% |
860,269 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.867 |
6.668 |
5.890 |
|
| R3 |
6.467 |
6.268 |
5.780 |
|
| R2 |
6.067 |
6.067 |
5.743 |
|
| R1 |
5.868 |
5.868 |
5.707 |
5.968 |
| PP |
5.667 |
5.667 |
5.667 |
5.716 |
| S1 |
5.468 |
5.468 |
5.633 |
5.568 |
| S2 |
5.267 |
5.267 |
5.597 |
|
| S3 |
4.867 |
5.068 |
5.560 |
|
| S4 |
4.467 |
4.668 |
5.450 |
|
|
| 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 |
6.206 |
5.116 |
1.090 |
19.2% |
0.414 |
7.3% |
51% |
False |
False |
155,711 |
| 10 |
6.281 |
5.116 |
1.165 |
20.5% |
0.399 |
7.0% |
48% |
False |
False |
148,876 |
| 20 |
6.281 |
5.070 |
1.211 |
21.4% |
0.380 |
6.7% |
50% |
False |
False |
111,677 |
| 40 |
6.593 |
4.879 |
1.714 |
30.2% |
0.390 |
6.9% |
46% |
False |
False |
80,604 |
| 60 |
6.593 |
3.944 |
2.649 |
46.7% |
0.318 |
5.6% |
65% |
False |
False |
62,034 |
| 80 |
6.593 |
3.767 |
2.826 |
49.8% |
0.269 |
4.7% |
67% |
False |
False |
50,171 |
| 100 |
6.593 |
3.346 |
3.247 |
57.3% |
0.239 |
4.2% |
72% |
False |
False |
42,990 |
| 120 |
6.593 |
3.152 |
3.441 |
60.7% |
0.210 |
3.7% |
73% |
False |
False |
37,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.565 |
|
2.618 |
6.912 |
|
1.618 |
6.512 |
|
1.000 |
6.265 |
|
0.618 |
6.112 |
|
HIGH |
5.865 |
|
0.618 |
5.712 |
|
0.500 |
5.665 |
|
0.382 |
5.618 |
|
LOW |
5.465 |
|
0.618 |
5.218 |
|
1.000 |
5.065 |
|
1.618 |
4.818 |
|
2.618 |
4.418 |
|
4.250 |
3.765 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.668 |
5.610 |
| PP |
5.667 |
5.550 |
| S1 |
5.665 |
5.491 |
|