NYMEX Natural Gas Future November 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 |
5.260 |
5.854 |
0.594 |
11.3% |
5.052 |
High |
5.894 |
6.318 |
0.424 |
7.2% |
5.241 |
Low |
5.238 |
5.647 |
0.409 |
7.8% |
4.766 |
Close |
5.731 |
5.880 |
0.149 |
2.6% |
5.200 |
Range |
0.656 |
0.671 |
0.015 |
2.3% |
0.475 |
ATR |
0.271 |
0.300 |
0.029 |
10.5% |
0.000 |
Volume |
230,180 |
338,968 |
108,788 |
47.3% |
540,789 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.961 |
7.592 |
6.249 |
|
R3 |
7.290 |
6.921 |
6.065 |
|
R2 |
6.619 |
6.619 |
6.003 |
|
R1 |
6.250 |
6.250 |
5.942 |
6.435 |
PP |
5.948 |
5.948 |
5.948 |
6.041 |
S1 |
5.579 |
5.579 |
5.818 |
5.764 |
S2 |
5.277 |
5.277 |
5.757 |
|
S3 |
4.606 |
4.908 |
5.695 |
|
S4 |
3.935 |
4.237 |
5.511 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.494 |
6.322 |
5.461 |
|
R3 |
6.019 |
5.847 |
5.331 |
|
R2 |
5.544 |
5.544 |
5.287 |
|
R1 |
5.372 |
5.372 |
5.244 |
5.458 |
PP |
5.069 |
5.069 |
5.069 |
5.112 |
S1 |
4.897 |
4.897 |
5.156 |
4.983 |
S2 |
4.594 |
4.594 |
5.113 |
|
S3 |
4.119 |
4.422 |
5.069 |
|
S4 |
3.644 |
3.947 |
4.939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6.318 |
4.791 |
1.527 |
26.0% |
0.398 |
6.8% |
71% |
True |
False |
183,947 |
10 |
6.318 |
4.766 |
1.552 |
26.4% |
0.367 |
6.2% |
72% |
True |
False |
144,568 |
20 |
6.318 |
4.273 |
2.045 |
34.8% |
0.304 |
5.2% |
79% |
True |
False |
111,863 |
40 |
6.318 |
3.828 |
2.490 |
42.3% |
0.225 |
3.8% |
82% |
True |
False |
77,497 |
60 |
6.318 |
3.553 |
2.765 |
47.0% |
0.192 |
3.3% |
84% |
True |
False |
58,677 |
80 |
6.318 |
3.132 |
3.186 |
54.2% |
0.171 |
2.9% |
86% |
True |
False |
48,555 |
100 |
6.318 |
3.011 |
3.307 |
56.2% |
0.150 |
2.6% |
87% |
True |
False |
41,606 |
120 |
6.318 |
2.805 |
3.513 |
59.7% |
0.134 |
2.3% |
88% |
True |
False |
36,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.170 |
2.618 |
8.075 |
1.618 |
7.404 |
1.000 |
6.989 |
0.618 |
6.733 |
HIGH |
6.318 |
0.618 |
6.062 |
0.500 |
5.983 |
0.382 |
5.903 |
LOW |
5.647 |
0.618 |
5.232 |
1.000 |
4.976 |
1.618 |
4.561 |
2.618 |
3.890 |
4.250 |
2.795 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
5.983 |
5.814 |
PP |
5.948 |
5.748 |
S1 |
5.914 |
5.682 |
|