NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
5.129 |
4.903 |
-0.226 |
-4.4% |
5.605 |
| High |
5.141 |
5.065 |
-0.076 |
-1.5% |
5.663 |
| Low |
4.752 |
4.713 |
-0.039 |
-0.8% |
4.725 |
| Close |
4.791 |
5.017 |
0.226 |
4.7% |
4.791 |
| Range |
0.389 |
0.352 |
-0.037 |
-9.5% |
0.938 |
| ATR |
0.380 |
0.378 |
-0.002 |
-0.5% |
0.000 |
| Volume |
137,099 |
117,666 |
-19,433 |
-14.2% |
800,402 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.988 |
5.854 |
5.211 |
|
| R3 |
5.636 |
5.502 |
5.114 |
|
| R2 |
5.284 |
5.284 |
5.082 |
|
| R1 |
5.150 |
5.150 |
5.049 |
5.217 |
| PP |
4.932 |
4.932 |
4.932 |
4.965 |
| S1 |
4.798 |
4.798 |
4.985 |
4.865 |
| S2 |
4.580 |
4.580 |
4.952 |
|
| S3 |
4.228 |
4.446 |
4.920 |
|
| S4 |
3.876 |
4.094 |
4.823 |
|
|
| 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 |
5.467 |
4.713 |
0.754 |
15.0% |
0.381 |
7.6% |
40% |
False |
True |
152,769 |
| 10 |
5.876 |
4.713 |
1.163 |
23.2% |
0.355 |
7.1% |
26% |
False |
True |
149,370 |
| 20 |
6.281 |
4.713 |
1.568 |
31.3% |
0.368 |
7.3% |
19% |
False |
True |
141,763 |
| 40 |
6.593 |
4.713 |
1.880 |
37.5% |
0.403 |
8.0% |
16% |
False |
True |
102,776 |
| 60 |
6.593 |
4.027 |
2.566 |
51.1% |
0.348 |
6.9% |
39% |
False |
False |
79,494 |
| 80 |
6.593 |
3.944 |
2.649 |
52.8% |
0.294 |
5.9% |
41% |
False |
False |
64,004 |
| 100 |
6.593 |
3.566 |
3.027 |
60.3% |
0.259 |
5.2% |
48% |
False |
False |
54,157 |
| 120 |
6.593 |
3.152 |
3.441 |
68.6% |
0.230 |
4.6% |
54% |
False |
False |
47,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.561 |
|
2.618 |
5.987 |
|
1.618 |
5.635 |
|
1.000 |
5.417 |
|
0.618 |
5.283 |
|
HIGH |
5.065 |
|
0.618 |
4.931 |
|
0.500 |
4.889 |
|
0.382 |
4.847 |
|
LOW |
4.713 |
|
0.618 |
4.495 |
|
1.000 |
4.361 |
|
1.618 |
4.143 |
|
2.618 |
3.791 |
|
4.250 |
3.217 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.974 |
4.993 |
| PP |
4.932 |
4.969 |
| S1 |
4.889 |
4.945 |
|