NYMEX Natural Gas Future March 2022


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 4.854 4.999 0.145 3.0% 4.829
High 4.982 5.530 0.548 11.0% 4.982
Low 4.817 4.999 0.182 3.8% 4.561
Close 4.949 5.385 0.436 8.8% 4.949
Range 0.165 0.531 0.366 221.8% 0.421
ATR 0.201 0.228 0.027 13.5% 0.000
Volume 15,597 30,078 14,481 92.8% 113,191
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.898 6.672 5.677
R3 6.367 6.141 5.531
R2 5.836 5.836 5.482
R1 5.610 5.610 5.434 5.723
PP 5.305 5.305 5.305 5.361
S1 5.079 5.079 5.336 5.192
S2 4.774 4.774 5.288
S3 4.243 4.548 5.239
S4 3.712 4.017 5.093
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.094 5.942 5.181
R3 5.673 5.521 5.065
R2 5.252 5.252 5.026
R1 5.100 5.100 4.988 5.176
PP 4.831 4.831 4.831 4.869
S1 4.679 4.679 4.910 4.755
S2 4.410 4.410 4.872
S3 3.989 4.258 4.833
S4 3.568 3.837 4.717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.530 4.561 0.969 18.0% 0.274 5.1% 85% True False 23,772
10 5.530 4.561 0.969 18.0% 0.276 5.1% 85% True False 31,329
20 5.530 4.005 1.525 28.3% 0.236 4.4% 90% True False 32,356
40 5.530 3.703 1.827 33.9% 0.169 3.1% 92% True False 25,781
60 5.530 3.430 2.100 39.0% 0.144 2.7% 93% True False 22,266
80 5.530 3.075 2.455 45.6% 0.127 2.4% 94% True False 22,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 7.787
2.618 6.920
1.618 6.389
1.000 6.061
0.618 5.858
HIGH 5.530
0.618 5.327
0.500 5.265
0.382 5.202
LOW 4.999
0.618 4.671
1.000 4.468
1.618 4.140
2.618 3.609
4.250 2.742
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 5.345 5.276
PP 5.305 5.168
S1 5.265 5.059

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

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