NYMEX Natural Gas Future January 2022


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 5.239 5.162 -0.077 -1.5% 5.144
High 5.391 5.260 -0.131 -2.4% 5.866
Low 5.130 4.951 -0.179 -3.5% 5.091
Close 5.202 5.023 -0.179 -3.4% 5.328
Range 0.261 0.309 0.048 18.4% 0.775
ATR 0.229 0.235 0.006 2.5% 0.000
Volume 29,298 37,302 8,004 27.3% 268,698
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.005 5.823 5.193
R3 5.696 5.514 5.108
R2 5.387 5.387 5.080
R1 5.205 5.205 5.051 5.142
PP 5.078 5.078 5.078 5.046
S1 4.896 4.896 4.995 4.833
S2 4.769 4.769 4.966
S3 4.460 4.587 4.938
S4 4.151 4.278 4.853
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 4.951 0.915 18.2% 0.331 6.6% 8% False True 45,701
10 5.866 4.785 1.081 21.5% 0.300 6.0% 22% False False 49,604
20 5.866 4.121 1.745 34.7% 0.245 4.9% 52% False False 44,769
40 5.866 4.009 1.857 37.0% 0.186 3.7% 55% False False 36,023
60 5.866 3.699 2.167 43.1% 0.164 3.3% 61% False False 32,830
80 5.866 3.258 2.608 51.9% 0.142 2.8% 68% False False 30,127
100 5.866 3.220 2.646 52.7% 0.125 2.5% 68% False False 26,903
120 5.866 2.974 2.892 57.6% 0.112 2.2% 71% False False 24,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.073
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.573
2.618 6.069
1.618 5.760
1.000 5.569
0.618 5.451
HIGH 5.260
0.618 5.142
0.500 5.106
0.382 5.069
LOW 4.951
0.618 4.760
1.000 4.642
1.618 4.451
2.618 4.142
4.250 3.638
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 5.106 5.286
PP 5.078 5.198
S1 5.051 5.111

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

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