NYMEX Natural Gas Future November 2021


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 4.998 4.842 -0.156 -3.1% 4.987
High 5.083 4.940 -0.143 -2.8% 5.695
Low 4.766 4.791 0.025 0.5% 4.920
Close 4.842 4.855 0.013 0.3% 5.146
Range 0.317 0.149 -0.168 -53.0% 0.775
ATR 0.243 0.236 -0.007 -2.8% 0.000
Volume 104,562 80,224 -24,338 -23.3% 538,289
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.309 5.231 4.937
R3 5.160 5.082 4.896
R2 5.011 5.011 4.882
R1 4.933 4.933 4.869 4.972
PP 4.862 4.862 4.862 4.882
S1 4.784 4.784 4.841 4.823
S2 4.713 4.713 4.828
S3 4.564 4.635 4.814
S4 4.415 4.486 4.773
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 5.642 4.766 0.876 18.0% 0.288 5.9% 10% False False 92,114
10 5.695 4.766 0.929 19.1% 0.279 5.8% 10% False False 99,947
20 5.695 3.946 1.749 36.0% 0.258 5.3% 52% False False 81,845
40 5.695 3.828 1.867 38.5% 0.194 4.0% 55% False False 58,912
60 5.695 3.553 2.142 44.1% 0.173 3.6% 61% False False 46,327
80 5.695 3.101 2.594 53.4% 0.152 3.1% 68% False False 38,839
100 5.695 3.011 2.684 55.3% 0.134 2.8% 69% False False 33,597
120 5.695 2.743 2.952 60.8% 0.121 2.5% 72% False False 29,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.079
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.573
2.618 5.330
1.618 5.181
1.000 5.089
0.618 5.032
HIGH 4.940
0.618 4.883
0.500 4.866
0.382 4.848
LOW 4.791
0.618 4.699
1.000 4.642
1.618 4.550
2.618 4.401
4.250 4.158
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 4.866 4.988
PP 4.862 4.943
S1 4.859 4.899

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

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