NYMEX Natural Gas Future November 2021
Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
5.243 |
5.332 |
0.089 |
1.7% |
4.756 |
High |
5.409 |
5.695 |
0.286 |
5.3% |
5.095 |
Low |
5.217 |
5.311 |
0.094 |
1.8% |
4.608 |
Close |
5.305 |
5.507 |
0.202 |
3.8% |
4.973 |
Range |
0.192 |
0.384 |
0.192 |
100.0% |
0.487 |
ATR |
0.202 |
0.216 |
0.013 |
6.6% |
0.000 |
Volume |
101,728 |
145,598 |
43,870 |
43.1% |
344,417 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.656 |
6.466 |
5.718 |
|
R3 |
6.272 |
6.082 |
5.613 |
|
R2 |
5.888 |
5.888 |
5.577 |
|
R1 |
5.698 |
5.698 |
5.542 |
5.793 |
PP |
5.504 |
5.504 |
5.504 |
5.552 |
S1 |
5.314 |
5.314 |
5.472 |
5.409 |
S2 |
5.120 |
5.120 |
5.437 |
|
S3 |
4.736 |
4.930 |
5.401 |
|
S4 |
4.352 |
4.546 |
5.296 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.353 |
6.150 |
5.241 |
|
R3 |
5.866 |
5.663 |
5.107 |
|
R2 |
5.379 |
5.379 |
5.062 |
|
R1 |
5.176 |
5.176 |
5.018 |
5.278 |
PP |
4.892 |
4.892 |
4.892 |
4.943 |
S1 |
4.689 |
4.689 |
4.928 |
4.791 |
S2 |
4.405 |
4.405 |
4.884 |
|
S3 |
3.918 |
4.202 |
4.839 |
|
S4 |
3.431 |
3.715 |
4.705 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.695 |
4.870 |
0.825 |
15.0% |
0.270 |
4.9% |
77% |
True |
False |
107,779 |
10 |
5.695 |
4.427 |
1.268 |
23.0% |
0.259 |
4.7% |
85% |
True |
False |
88,315 |
20 |
5.695 |
3.828 |
1.867 |
33.9% |
0.211 |
3.8% |
90% |
True |
False |
66,478 |
40 |
5.695 |
3.828 |
1.867 |
33.9% |
0.174 |
3.2% |
90% |
True |
False |
50,213 |
60 |
5.695 |
3.272 |
2.423 |
44.0% |
0.158 |
2.9% |
92% |
True |
False |
40,026 |
80 |
5.695 |
3.021 |
2.674 |
48.6% |
0.138 |
2.5% |
93% |
True |
False |
33,743 |
100 |
5.695 |
2.955 |
2.740 |
49.8% |
0.123 |
2.2% |
93% |
True |
False |
29,530 |
120 |
5.695 |
2.743 |
2.952 |
53.6% |
0.111 |
2.0% |
94% |
True |
False |
25,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.327 |
2.618 |
6.700 |
1.618 |
6.316 |
1.000 |
6.079 |
0.618 |
5.932 |
HIGH |
5.695 |
0.618 |
5.548 |
0.500 |
5.503 |
0.382 |
5.458 |
LOW |
5.311 |
0.618 |
5.074 |
1.000 |
4.927 |
1.618 |
4.690 |
2.618 |
4.306 |
4.250 |
3.679 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
5.506 |
5.441 |
PP |
5.504 |
5.374 |
S1 |
5.503 |
5.308 |
|