NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 4.758 5.036 0.278 5.8% 5.015
High 5.037 5.183 0.146 2.9% 5.183
Low 4.741 4.990 0.249 5.3% 4.735
Close 4.976 5.140 0.164 3.3% 5.140
Range 0.296 0.193 -0.103 -34.8% 0.448
ATR 0.244 0.241 -0.003 -1.1% 0.000
Volume 108,777 105,201 -3,576 -3.3% 698,524
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.683 5.605 5.246
R3 5.490 5.412 5.193
R2 5.297 5.297 5.175
R1 5.219 5.219 5.158 5.258
PP 5.104 5.104 5.104 5.124
S1 5.026 5.026 5.122 5.065
S2 4.911 4.911 5.105
S3 4.718 4.833 5.087
S4 4.525 4.640 5.034
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 5.183 4.735 0.448 8.7% 0.244 4.8% 90% True False 139,704
10 5.650 4.735 0.915 17.8% 0.294 5.7% 44% False False 175,252
20 5.650 4.215 1.435 27.9% 0.263 5.1% 64% False False 184,253
40 5.650 3.751 1.899 36.9% 0.202 3.9% 73% False False 134,505
60 5.650 3.496 2.154 41.9% 0.179 3.5% 76% False False 102,272
80 5.650 3.045 2.605 50.7% 0.161 3.1% 80% False False 86,009
100 5.650 2.945 2.705 52.6% 0.144 2.8% 81% False False 74,347
120 5.650 2.661 2.989 58.2% 0.129 2.5% 83% False False 65,518
Crabel Price Patterns
NR True
NR4 False
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 0.074
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.003
2.618 5.688
1.618 5.495
1.000 5.376
0.618 5.302
HIGH 5.183
0.618 5.109
0.500 5.087
0.382 5.064
LOW 4.990
0.618 4.871
1.000 4.797
1.618 4.678
2.618 4.485
4.250 4.170
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 5.122 5.081
PP 5.104 5.021
S1 5.087 4.962

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

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