NYMEX Natural Gas Future October 2021
Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
5.410 |
5.270 |
-0.140 |
-2.6% |
4.945 |
High |
5.600 |
5.394 |
-0.206 |
-3.7% |
5.650 |
Low |
5.228 |
5.044 |
-0.184 |
-3.5% |
4.879 |
Close |
5.335 |
5.105 |
-0.230 |
-4.3% |
5.105 |
Range |
0.372 |
0.350 |
-0.022 |
-5.9% |
0.771 |
ATR |
0.231 |
0.239 |
0.009 |
3.7% |
0.000 |
Volume |
279,117 |
221,139 |
-57,978 |
-20.8% |
1,054,005 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.231 |
6.018 |
5.298 |
|
R3 |
5.881 |
5.668 |
5.201 |
|
R2 |
5.531 |
5.531 |
5.169 |
|
R1 |
5.318 |
5.318 |
5.137 |
5.250 |
PP |
5.181 |
5.181 |
5.181 |
5.147 |
S1 |
4.968 |
4.968 |
5.073 |
4.900 |
S2 |
4.831 |
4.831 |
5.041 |
|
S3 |
4.481 |
4.618 |
5.009 |
|
S4 |
4.131 |
4.268 |
4.913 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.524 |
7.086 |
5.529 |
|
R3 |
6.753 |
6.315 |
5.317 |
|
R2 |
5.982 |
5.982 |
5.246 |
|
R1 |
5.544 |
5.544 |
5.176 |
5.763 |
PP |
5.211 |
5.211 |
5.211 |
5.321 |
S1 |
4.773 |
4.773 |
5.034 |
4.992 |
S2 |
4.440 |
4.440 |
4.964 |
|
S3 |
3.669 |
4.002 |
4.893 |
|
S4 |
2.898 |
3.231 |
4.681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.650 |
4.879 |
0.771 |
15.1% |
0.343 |
6.7% |
29% |
False |
False |
210,801 |
10 |
5.650 |
4.557 |
1.093 |
21.4% |
0.286 |
5.6% |
50% |
False |
False |
204,305 |
20 |
5.650 |
3.849 |
1.801 |
35.3% |
0.241 |
4.7% |
70% |
False |
False |
181,646 |
40 |
5.650 |
3.751 |
1.899 |
37.2% |
0.191 |
3.7% |
71% |
False |
False |
122,225 |
60 |
5.650 |
3.310 |
2.340 |
45.8% |
0.172 |
3.4% |
77% |
False |
False |
95,336 |
80 |
5.650 |
2.954 |
2.696 |
52.8% |
0.151 |
3.0% |
80% |
False |
False |
79,516 |
100 |
5.650 |
2.945 |
2.705 |
53.0% |
0.135 |
2.6% |
80% |
False |
False |
68,476 |
120 |
5.650 |
2.658 |
2.992 |
58.6% |
0.122 |
2.4% |
82% |
False |
False |
60,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.882 |
2.618 |
6.310 |
1.618 |
5.960 |
1.000 |
5.744 |
0.618 |
5.610 |
HIGH |
5.394 |
0.618 |
5.260 |
0.500 |
5.219 |
0.382 |
5.178 |
LOW |
5.044 |
0.618 |
4.828 |
1.000 |
4.694 |
1.618 |
4.478 |
2.618 |
4.128 |
4.250 |
3.557 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
5.219 |
5.347 |
PP |
5.181 |
5.266 |
S1 |
5.143 |
5.186 |
|