NYMEX Natural Gas Future January 2022

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	5.942	5.899	-0.043	-0.7%	5.929
High	6.200	6.038	-0.162	-2.6%	6.200
Low	5.858	5.700	-0.158	-2.7%	5.431
Close	5.936	5.708	-0.228	-3.8%	5.708
Range	0.342	0.338	-0.004	-1.2%	0.769
ATR	0.389	0.385	-0.004	-0.9%	0.000
Volume	44,141	57,030	12,889	29.2%	326,755

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	6.829	6.607	5.894
R3	6.491	6.269	5.801
R2	6.153	6.153	5.770
R1	5.931	5.931	5.739	5.873
PP	5.815	5.815	5.815	5.787
S1	5.593	5.593	5.677	5.535
S2	5.477	5.477	5.646
S3	5.139	5.255	5.615
S4	4.801	4.917	5.522

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	8.087	7.666	6.131
R3	7.318	6.897	5.919
R2	6.549	6.549	5.849
R1	6.128	6.128	5.778	5.954
PP	5.780	5.780	5.780	5.693
S1	5.359	5.359	5.638	5.185
S2	5.011	5.011	5.567
S3	4.242	4.590	5.497
S4	3.473	3.821	5.285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.200	5.431	0.769	13.5%	0.372	6.5%	36%	False	False	65,351
10	6.667	5.431	1.236	21.7%	0.440	7.7%	22%	False	False	62,536
20	6.667	4.951	1.716	30.1%	0.427	7.5%	44%	False	False	52,454
40	6.667	4.088	2.579	45.2%	0.326	5.7%	63%	False	False	47,937
60	6.667	4.009	2.658	46.6%	0.260	4.6%	64%	False	False	41,095
80	6.667	3.533	3.134	54.9%	0.225	3.9%	69%	False	False	37,498
100	6.667	3.234	3.433	60.1%	0.195	3.4%	72%	False	False	34,268
120	6.667	3.220	3.447	60.4%	0.171	3.0%	72%	False	False	30,857

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.094
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7.475
2.618	6.923
1.618	6.585
1.000	6.376
0.618	6.247
HIGH	6.038
0.618	5.909
0.500	5.869
0.382	5.829
LOW	5.700
0.618	5.491
1.000	5.362
1.618	5.153
2.618	4.815
4.250	4.264

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	5.869	5.906
PP	5.815	5.840
S1	5.762	5.774

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

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