NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
4.917 |
5.129 |
0.212 |
4.3% |
5.605 |
| High |
5.176 |
5.141 |
-0.035 |
-0.7% |
5.663 |
| Low |
4.889 |
4.752 |
-0.137 |
-2.8% |
4.725 |
| Close |
5.149 |
4.791 |
-0.358 |
-7.0% |
4.791 |
| Range |
0.287 |
0.389 |
0.102 |
35.5% |
0.938 |
| ATR |
0.379 |
0.380 |
0.001 |
0.3% |
0.000 |
| Volume |
135,953 |
137,099 |
1,146 |
0.8% |
800,402 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.062 |
5.815 |
5.005 |
|
| R3 |
5.673 |
5.426 |
4.898 |
|
| R2 |
5.284 |
5.284 |
4.862 |
|
| R1 |
5.037 |
5.037 |
4.827 |
4.966 |
| PP |
4.895 |
4.895 |
4.895 |
4.859 |
| S1 |
4.648 |
4.648 |
4.755 |
4.577 |
| S2 |
4.506 |
4.506 |
4.720 |
|
| S3 |
4.117 |
4.259 |
4.684 |
|
| S4 |
3.728 |
3.870 |
4.577 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.874 |
7.270 |
5.307 |
|
| R3 |
6.936 |
6.332 |
5.049 |
|
| R2 |
5.998 |
5.998 |
4.963 |
|
| R1 |
5.394 |
5.394 |
4.877 |
5.227 |
| PP |
5.060 |
5.060 |
5.060 |
4.976 |
| S1 |
4.456 |
4.456 |
4.705 |
4.289 |
| S2 |
4.122 |
4.122 |
4.619 |
|
| S3 |
3.184 |
3.518 |
4.533 |
|
| S4 |
2.246 |
2.580 |
4.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.663 |
4.725 |
0.938 |
19.6% |
0.367 |
7.7% |
7% |
False |
False |
160,080 |
| 10 |
5.876 |
4.725 |
1.151 |
24.0% |
0.358 |
7.5% |
6% |
False |
False |
153,929 |
| 20 |
6.281 |
4.725 |
1.556 |
32.5% |
0.370 |
7.7% |
4% |
False |
False |
140,094 |
| 40 |
6.593 |
4.725 |
1.868 |
39.0% |
0.400 |
8.4% |
4% |
False |
False |
100,449 |
| 60 |
6.593 |
4.021 |
2.572 |
53.7% |
0.344 |
7.2% |
30% |
False |
False |
77,882 |
| 80 |
6.593 |
3.944 |
2.649 |
55.3% |
0.291 |
6.1% |
32% |
False |
False |
62,653 |
| 100 |
6.593 |
3.464 |
3.129 |
65.3% |
0.257 |
5.4% |
42% |
False |
False |
53,103 |
| 120 |
6.593 |
3.152 |
3.441 |
71.8% |
0.227 |
4.7% |
48% |
False |
False |
46,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.794 |
|
2.618 |
6.159 |
|
1.618 |
5.770 |
|
1.000 |
5.530 |
|
0.618 |
5.381 |
|
HIGH |
5.141 |
|
0.618 |
4.992 |
|
0.500 |
4.947 |
|
0.382 |
4.901 |
|
LOW |
4.752 |
|
0.618 |
4.512 |
|
1.000 |
4.363 |
|
1.618 |
4.123 |
|
2.618 |
3.734 |
|
4.250 |
3.099 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.947 |
4.951 |
| PP |
4.895 |
4.897 |
| S1 |
4.843 |
4.844 |
|