NYMEX Natural Gas Future January 2022

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	6.040	5.653	-0.387	-6.4%	5.239
High	6.141	6.201	0.060	1.0%	5.427
Low	5.623	5.550	-0.073	-1.3%	4.951
Close	5.675	6.073	0.398	7.0%	5.391
Range	0.518	0.651	0.133	25.7%	0.476
ATR	0.308	0.333	0.024	7.9%	0.000
Volume	54,003	53,759	-244	-0.5%	159,495

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7.894	7.635	6.431
R3	7.243	6.984	6.252
R2	6.592	6.592	6.192
R1	6.333	6.333	6.133	6.463
PP	5.941	5.941	5.941	6.006
S1	5.682	5.682	6.013	5.812
S2	5.290	5.290	5.954
S3	4.639	5.031	5.894
S4	3.988	4.380	5.715

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	6.490	5.240	1.250	20.6%	0.534	8.8%	67%	False	False	48,090
10	6.490	4.951	1.539	25.3%	0.403	6.6%	73%	False	False	40,786
20	6.490	4.757	1.733	28.5%	0.329	5.4%	76%	False	False	45,603
40	6.490	4.009	2.481	40.9%	0.238	3.9%	83%	False	False	38,786
60	6.490	3.751	2.739	45.1%	0.198	3.3%	85%	False	False	34,175
80	6.490	3.403	3.087	50.8%	0.175	2.9%	86%	False	False	32,132
100	6.490	3.220	3.270	53.8%	0.153	2.5%	87%	False	False	29,138
120	6.490	3.088	3.402	56.0%	0.135	2.2%	88%	False	False	26,271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.084
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.968
2.618	7.905
1.618	7.254
1.000	6.852
0.618	6.603
HIGH	6.201
0.618	5.952
0.500	5.876
0.382	5.799
LOW	5.550
0.618	5.148
1.000	4.899
1.618	4.497
2.618	3.846
4.250	2.783

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	6.007	6.055
PP	5.941	6.038
S1	5.876	6.020

Download as Excel Spreadsheet

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

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