NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
3.237 |
3.267 |
0.030 |
0.9% |
3.286 |
| High |
3.239 |
3.289 |
0.050 |
1.5% |
3.344 |
| Low |
3.220 |
3.259 |
0.039 |
1.2% |
3.242 |
| Close |
3.239 |
3.289 |
0.050 |
1.5% |
3.264 |
| Range |
0.019 |
0.030 |
0.011 |
57.9% |
0.102 |
| ATR |
0.049 |
0.049 |
0.000 |
0.1% |
0.000 |
| Volume |
240 |
247 |
7 |
2.9% |
2,455 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.359 |
3.306 |
|
| R3 |
3.339 |
3.329 |
3.297 |
|
| R2 |
3.309 |
3.309 |
3.295 |
|
| R1 |
3.299 |
3.299 |
3.292 |
3.304 |
| PP |
3.279 |
3.279 |
3.279 |
3.282 |
| S1 |
3.269 |
3.269 |
3.286 |
3.274 |
| S2 |
3.249 |
3.249 |
3.284 |
|
| S3 |
3.219 |
3.239 |
3.281 |
|
| S4 |
3.189 |
3.209 |
3.273 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.589 |
3.529 |
3.320 |
|
| R3 |
3.487 |
3.427 |
3.292 |
|
| R2 |
3.385 |
3.385 |
3.283 |
|
| R1 |
3.325 |
3.325 |
3.273 |
3.304 |
| PP |
3.283 |
3.283 |
3.283 |
3.273 |
| S1 |
3.223 |
3.223 |
3.255 |
3.202 |
| S2 |
3.181 |
3.181 |
3.245 |
|
| S3 |
3.079 |
3.121 |
3.236 |
|
| S4 |
2.977 |
3.019 |
3.208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.335 |
3.192 |
0.143 |
4.3% |
0.042 |
1.3% |
68% |
False |
False |
395 |
| 10 |
3.344 |
3.192 |
0.152 |
4.6% |
0.042 |
1.3% |
64% |
False |
False |
375 |
| 20 |
3.344 |
3.147 |
0.197 |
6.0% |
0.045 |
1.4% |
72% |
False |
False |
348 |
| 40 |
3.395 |
3.147 |
0.248 |
7.5% |
0.035 |
1.1% |
57% |
False |
False |
268 |
| 60 |
3.395 |
2.868 |
0.527 |
16.0% |
0.032 |
1.0% |
80% |
False |
False |
213 |
| 80 |
3.395 |
2.818 |
0.577 |
17.5% |
0.026 |
0.8% |
82% |
False |
False |
206 |
| 100 |
3.395 |
2.643 |
0.752 |
22.9% |
0.022 |
0.7% |
86% |
False |
False |
177 |
| 120 |
3.395 |
2.579 |
0.816 |
24.8% |
0.019 |
0.6% |
87% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.417 |
|
2.618 |
3.368 |
|
1.618 |
3.338 |
|
1.000 |
3.319 |
|
0.618 |
3.308 |
|
HIGH |
3.289 |
|
0.618 |
3.278 |
|
0.500 |
3.274 |
|
0.382 |
3.270 |
|
LOW |
3.259 |
|
0.618 |
3.240 |
|
1.000 |
3.229 |
|
1.618 |
3.210 |
|
2.618 |
3.180 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.273 |
| PP |
3.279 |
3.257 |
| S1 |
3.274 |
3.241 |
|