NYMEX Natural Gas Future January 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 5.061 5.011 -0.050 -1.0% 5.425
High 5.137 5.273 0.136 2.6% 5.975
Low 4.819 4.987 0.168 3.5% 5.238
Close 4.974 5.245 0.271 5.4% 5.626
Range 0.318 0.286 -0.032 -10.1% 0.737
ATR 0.376 0.370 -0.005 -1.5% 0.000
Volume 68,030 63,914 -4,116 -6.1% 256,921
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 6.026 5.922 5.402
R3 5.740 5.636 5.324
R2 5.454 5.454 5.297
R1 5.350 5.350 5.271 5.402
PP 5.168 5.168 5.168 5.195
S1 5.064 5.064 5.219 5.116
S2 4.882 4.882 5.193
S3 4.596 4.778 5.166
S4 4.310 4.492 5.088
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 7.824 7.462 6.031
R3 7.087 6.725 5.829
R2 6.350 6.350 5.761
R1 5.988 5.988 5.694 6.169
PP 5.613 5.613 5.613 5.704
S1 5.251 5.251 5.558 5.432
S2 4.876 4.876 5.491
S3 4.139 4.514 5.423
S4 3.402 3.777 5.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.866 4.819 1.047 20.0% 0.336 6.4% 41% False False 69,906
10 5.975 4.819 1.156 22.0% 0.351 6.7% 37% False False 60,330
20 6.360 4.819 1.541 29.4% 0.358 6.8% 28% False False 56,878
40 6.667 4.819 1.848 35.2% 0.392 7.5% 23% False False 53,995
60 6.667 4.009 2.658 50.7% 0.333 6.3% 47% False False 50,536
80 6.667 4.009 2.658 50.7% 0.282 5.4% 47% False False 44,577
100 6.667 3.523 3.144 59.9% 0.249 4.8% 55% False False 41,048
120 6.667 3.234 3.433 65.5% 0.219 4.2% 59% False False 37,639
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 0.064
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.489
2.618 6.022
1.618 5.736
1.000 5.559
0.618 5.450
HIGH 5.273
0.618 5.164
0.500 5.130
0.382 5.096
LOW 4.987
0.618 4.810
1.000 4.701
1.618 4.524
2.618 4.238
4.250 3.772
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 5.207 5.223
PP 5.168 5.201
S1 5.130 5.180

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

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