NYMEX Natural Gas Future January 2022
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
5.509 |
5.239 |
-0.270 |
-4.9% |
5.144 |
| High |
5.620 |
5.391 |
-0.229 |
-4.1% |
5.866 |
| Low |
5.271 |
5.130 |
-0.141 |
-2.7% |
5.091 |
| Close |
5.328 |
5.202 |
-0.126 |
-2.4% |
5.328 |
| Range |
0.349 |
0.261 |
-0.088 |
-25.2% |
0.775 |
| ATR |
0.227 |
0.229 |
0.002 |
1.1% |
0.000 |
| Volume |
30,198 |
29,298 |
-900 |
-3.0% |
268,698 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.024 |
5.874 |
5.346 |
|
| R3 |
5.763 |
5.613 |
5.274 |
|
| R2 |
5.502 |
5.502 |
5.250 |
|
| R1 |
5.352 |
5.352 |
5.226 |
5.297 |
| PP |
5.241 |
5.241 |
5.241 |
5.213 |
| S1 |
5.091 |
5.091 |
5.178 |
5.036 |
| S2 |
4.980 |
4.980 |
5.154 |
|
| S3 |
4.719 |
4.830 |
5.130 |
|
| S4 |
4.458 |
4.569 |
5.058 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.753 |
7.316 |
5.754 |
|
| R3 |
6.978 |
6.541 |
5.541 |
|
| R2 |
6.203 |
6.203 |
5.470 |
|
| R1 |
5.766 |
5.766 |
5.399 |
5.985 |
| PP |
5.428 |
5.428 |
5.428 |
5.538 |
| S1 |
4.991 |
4.991 |
5.257 |
5.210 |
| S2 |
4.653 |
4.653 |
5.186 |
|
| S3 |
3.878 |
4.216 |
5.115 |
|
| S4 |
3.103 |
3.441 |
4.902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.866 |
5.130 |
0.736 |
14.1% |
0.307 |
5.9% |
10% |
False |
True |
48,707 |
| 10 |
5.866 |
4.757 |
1.109 |
21.3% |
0.290 |
5.6% |
40% |
False |
False |
49,496 |
| 20 |
5.866 |
4.089 |
1.777 |
34.2% |
0.234 |
4.5% |
63% |
False |
False |
43,831 |
| 40 |
5.866 |
4.009 |
1.857 |
35.7% |
0.182 |
3.5% |
64% |
False |
False |
35,573 |
| 60 |
5.866 |
3.638 |
2.228 |
42.8% |
0.160 |
3.1% |
70% |
False |
False |
32,620 |
| 80 |
5.866 |
3.234 |
2.632 |
50.6% |
0.139 |
2.7% |
75% |
False |
False |
29,878 |
| 100 |
5.866 |
3.220 |
2.646 |
50.9% |
0.122 |
2.3% |
75% |
False |
False |
26,641 |
| 120 |
5.866 |
2.974 |
2.892 |
55.6% |
0.110 |
2.1% |
77% |
False |
False |
23,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.500 |
|
2.618 |
6.074 |
|
1.618 |
5.813 |
|
1.000 |
5.652 |
|
0.618 |
5.552 |
|
HIGH |
5.391 |
|
0.618 |
5.291 |
|
0.500 |
5.261 |
|
0.382 |
5.230 |
|
LOW |
5.130 |
|
0.618 |
4.969 |
|
1.000 |
4.869 |
|
1.618 |
4.708 |
|
2.618 |
4.447 |
|
4.250 |
4.021 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
5.261 |
5.463 |
| PP |
5.241 |
5.376 |
| S1 |
5.222 |
5.289 |
|