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 |
|
|
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 |
|