NYMEX Natural Gas Future March 2022


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 5.075 4.829 -0.246 -4.8% 4.667
High 5.149 4.958 -0.191 -3.7% 5.370
Low 4.825 4.724 -0.101 -2.1% 4.657
Close 4.902 4.795 -0.107 -2.2% 4.902
Range 0.324 0.234 -0.090 -27.8% 0.713
ATR 0.193 0.196 0.003 1.5% 0.000
Volume 25,187 24,406 -781 -3.1% 220,500
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.528 5.395 4.924
R3 5.294 5.161 4.859
R2 5.060 5.060 4.838
R1 4.927 4.927 4.816 4.877
PP 4.826 4.826 4.826 4.800
S1 4.693 4.693 4.774 4.643
S2 4.592 4.592 4.752
S3 4.358 4.459 4.731
S4 4.124 4.225 4.666
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.115 6.722 5.294
R3 6.402 6.009 5.098
R2 5.689 5.689 5.033
R1 5.296 5.296 4.967 5.493
PP 4.976 4.976 4.976 5.075
S1 4.583 4.583 4.837 4.780
S2 4.263 4.263 4.771
S3 3.550 3.870 4.706
S4 2.837 3.157 4.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 4.724 0.646 13.5% 0.277 5.8% 11% False True 38,886
10 5.370 4.300 1.070 22.3% 0.253 5.3% 46% False False 38,585
20 5.370 3.782 1.588 33.1% 0.196 4.1% 64% False False 32,102
40 5.370 3.703 1.667 34.8% 0.150 3.1% 66% False False 24,892
60 5.370 3.362 2.008 41.9% 0.130 2.7% 71% False False 22,727
80 5.370 2.981 2.389 49.8% 0.114 2.4% 76% False False 21,897
Crabel Price Patterns
NR True
NR4 True
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 0.052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.953
2.618 5.571
1.618 5.337
1.000 5.192
0.618 5.103
HIGH 4.958
0.618 4.869
0.500 4.841
0.382 4.813
LOW 4.724
0.618 4.579
1.000 4.490
1.618 4.345
2.618 4.111
4.250 3.730
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 4.841 5.025
PP 4.826 4.948
S1 4.810 4.872

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

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