NYMEX Natural Gas Future November 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 5.449 5.317 -0.132 -2.4% 4.987
High 5.642 5.435 -0.207 -3.7% 5.695
Low 5.278 5.087 -0.191 -3.6% 4.920
Close 5.382 5.146 -0.236 -4.4% 5.146
Range 0.364 0.348 -0.016 -4.4% 0.775
ATR 0.226 0.235 0.009 3.8% 0.000
Volume 108,507 81,643 -26,864 -24.8% 538,289
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 6.267 6.054 5.337
R3 5.919 5.706 5.242
R2 5.571 5.571 5.210
R1 5.358 5.358 5.178 5.291
PP 5.223 5.223 5.223 5.189
S1 5.010 5.010 5.114 4.943
S2 4.875 4.875 5.082
S3 4.527 4.662 5.050
S4 4.179 4.314 4.955
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.579 7.137 5.572
R3 6.804 6.362 5.359
R2 6.029 6.029 5.288
R1 5.587 5.587 5.217 5.808
PP 5.254 5.254 5.254 5.364
S1 4.812 4.812 5.075 5.033
S2 4.479 4.479 5.004
S3 3.704 4.037 4.933
S4 2.929 3.262 4.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.695 4.920 0.775 15.1% 0.339 6.6% 29% False False 107,657
10 5.695 4.608 1.087 21.1% 0.283 5.5% 49% False False 91,808
20 5.695 3.916 1.779 34.6% 0.236 4.6% 69% False False 72,895
40 5.695 3.828 1.867 36.3% 0.187 3.6% 71% False False 54,098
60 5.695 3.363 2.332 45.3% 0.167 3.2% 76% False False 42,811
80 5.695 3.028 2.667 51.8% 0.146 2.8% 79% False False 35,921
100 5.695 3.011 2.684 52.2% 0.128 2.5% 80% False False 31,169
120 5.695 2.743 2.952 57.4% 0.116 2.3% 81% False False 27,393
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 0.067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.914
2.618 6.346
1.618 5.998
1.000 5.783
0.618 5.650
HIGH 5.435
0.618 5.302
0.500 5.261
0.382 5.220
LOW 5.087
0.618 4.872
1.000 4.739
1.618 4.524
2.618 4.176
4.250 3.608
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 5.261 5.391
PP 5.223 5.309
S1 5.184 5.228

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

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