NYMEX Natural Gas Future November 2021
Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
5.052 |
4.998 |
-0.054 |
-1.1% |
4.987 |
High |
5.209 |
5.083 |
-0.126 |
-2.4% |
5.695 |
Low |
4.945 |
4.766 |
-0.179 |
-3.6% |
4.920 |
Close |
5.022 |
4.842 |
-0.180 |
-3.6% |
5.146 |
Range |
0.264 |
0.317 |
0.053 |
20.1% |
0.775 |
ATR |
0.237 |
0.243 |
0.006 |
2.4% |
0.000 |
Volume |
85,637 |
104,562 |
18,925 |
22.1% |
538,289 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.848 |
5.662 |
5.016 |
|
R3 |
5.531 |
5.345 |
4.929 |
|
R2 |
5.214 |
5.214 |
4.900 |
|
R1 |
5.028 |
5.028 |
4.871 |
4.963 |
PP |
4.897 |
4.897 |
4.897 |
4.864 |
S1 |
4.711 |
4.711 |
4.813 |
4.646 |
S2 |
4.580 |
4.580 |
4.784 |
|
S3 |
4.263 |
4.394 |
4.755 |
|
S4 |
3.946 |
4.077 |
4.668 |
|
|
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 |
4.766 |
0.929 |
19.2% |
0.335 |
6.9% |
8% |
False |
True |
105,189 |
10 |
5.695 |
4.633 |
1.062 |
21.9% |
0.307 |
6.3% |
20% |
False |
False |
101,569 |
20 |
5.695 |
3.946 |
1.749 |
36.1% |
0.254 |
5.3% |
51% |
False |
False |
79,289 |
40 |
5.695 |
3.828 |
1.867 |
38.6% |
0.195 |
4.0% |
54% |
False |
False |
57,468 |
60 |
5.695 |
3.536 |
2.159 |
44.6% |
0.173 |
3.6% |
60% |
False |
False |
45,349 |
80 |
5.695 |
3.055 |
2.640 |
54.5% |
0.151 |
3.1% |
68% |
False |
False |
37,927 |
100 |
5.695 |
3.011 |
2.684 |
55.4% |
0.133 |
2.7% |
68% |
False |
False |
32,874 |
120 |
5.695 |
2.743 |
2.952 |
61.0% |
0.120 |
2.5% |
71% |
False |
False |
28,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.430 |
2.618 |
5.913 |
1.618 |
5.596 |
1.000 |
5.400 |
0.618 |
5.279 |
HIGH |
5.083 |
0.618 |
4.962 |
0.500 |
4.925 |
0.382 |
4.887 |
LOW |
4.766 |
0.618 |
4.570 |
1.000 |
4.449 |
1.618 |
4.253 |
2.618 |
3.936 |
4.250 |
3.419 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4.925 |
5.101 |
PP |
4.897 |
5.014 |
S1 |
4.870 |
4.928 |
|