NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 5.191 5.800 0.609 11.7% 5.015
High 5.851 6.280 0.429 7.3% 5.183
Low 5.176 5.602 0.426 8.2% 4.735
Close 5.706 5.841 0.135 2.4% 5.140
Range 0.675 0.678 0.003 0.4% 0.448
ATR 0.275 0.303 0.029 10.5% 0.000
Volume 47,436 5,523 -41,913 -88.4% 698,524
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.942 7.569 6.214
R3 7.264 6.891 6.027
R2 6.586 6.586 5.965
R1 6.213 6.213 5.903 6.400
PP 5.908 5.908 5.908 6.001
S1 5.535 5.535 5.779 5.722
S2 5.230 5.230 5.717
S3 4.552 4.857 5.655
S4 3.874 4.179 5.468
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.363 6.200 5.386
R3 5.915 5.752 5.263
R2 5.467 5.467 5.222
R1 5.304 5.304 5.181 5.386
PP 5.019 5.019 5.019 5.060
S1 4.856 4.856 5.099 4.938
S2 4.571 4.571 5.058
S3 4.123 4.408 5.017
S4 3.675 3.960 4.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.280 4.741 1.539 26.3% 0.399 6.8% 71% True False 86,006
10 6.280 4.735 1.545 26.5% 0.368 6.3% 72% True False 145,268
20 6.280 4.215 2.065 35.4% 0.306 5.2% 79% True False 167,998
40 6.280 3.751 2.529 43.3% 0.228 3.9% 83% True False 133,039
60 6.280 3.496 2.784 47.7% 0.197 3.4% 84% True False 101,694
80 6.280 3.066 3.214 55.0% 0.176 3.0% 86% True False 86,019
100 6.280 2.945 3.335 57.1% 0.156 2.7% 87% True False 74,430
120 6.280 2.717 3.563 61.0% 0.140 2.4% 88% True False 65,566
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 0.086
Widest range in 196 trading days
Fibonacci Retracements and Extensions
4.250 9.162
2.618 8.055
1.618 7.377
1.000 6.958
0.618 6.699
HIGH 6.280
0.618 6.021
0.500 5.941
0.382 5.861
LOW 5.602
0.618 5.183
1.000 4.924
1.618 4.505
2.618 3.827
4.250 2.721
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 5.941 5.772
PP 5.908 5.704
S1 5.874 5.635

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

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