NYMEX Natural Gas Future January 2022

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	4.989	5.302	0.313	6.3%	5.239
High	5.298	5.427	0.129	2.4%	5.427
Low	4.988	5.240	0.252	5.1%	4.951
Close	5.232	5.391	0.159	3.0%	5.391
Range	0.310	0.187	-0.123	-39.7%	0.476
ATR	0.234	0.231	-0.003	-1.2%	0.000
Volume	40,263	22,282	-17,981	-44.7%	159,495

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	5.914	5.839	5.494
R3	5.727	5.652	5.442
R2	5.540	5.540	5.425
R1	5.465	5.465	5.408	5.503
PP	5.353	5.353	5.353	5.371
S1	5.278	5.278	5.374	5.316
S2	5.166	5.166	5.357
S3	4.979	5.091	5.340
S4	4.792	4.904	5.288

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.684	6.514	5.653
R3	6.208	6.038	5.522
R2	5.732	5.732	5.478
R1	5.562	5.562	5.435	5.647
PP	5.256	5.256	5.256	5.299
S1	5.086	5.086	5.347	5.171
S2	4.780	4.780	5.304
S3	4.304	4.610	5.260
S4	3.828	4.134	5.129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.427	4.951	0.476	8.8%	0.240	4.5%	92%	True	False	31,899
10	5.866	4.951	0.915	17.0%	0.287	5.3%	48%	False	False	42,819
20	5.866	4.422	1.444	26.8%	0.252	4.7%	67%	False	False	44,674
40	5.866	4.009	1.857	34.4%	0.189	3.5%	74%	False	False	36,359
60	5.866	3.716	2.150	39.9%	0.166	3.1%	78%	False	False	32,142
80	5.866	3.320	2.546	47.2%	0.147	2.7%	81%	False	False	30,577
100	5.866	3.220	2.646	49.1%	0.130	2.4%	82%	False	False	27,472
120	5.866	2.997	2.869	53.2%	0.116	2.1%	83%	False	False	24,812

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.068
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.222
2.618	5.917
1.618	5.730
1.000	5.614
0.618	5.543
HIGH	5.427
0.618	5.356
0.500	5.334
0.382	5.311
LOW	5.240
0.618	5.124
1.000	5.053
1.618	4.937
2.618	4.750
4.250	4.445

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	5.372	5.329
PP	5.353	5.266
S1	5.334	5.204

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

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