NYMEX Natural Gas Future November 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 5.857 5.457 -0.400 -6.8% 5.052
High 5.955 5.994 0.039 0.7% 5.241
Low 5.421 5.341 -0.080 -1.5% 4.766
Close 5.477 5.867 0.390 7.1% 5.200
Range 0.534 0.653 0.119 22.3% 0.475
ATR 0.316 0.340 0.024 7.6% 0.000
Volume 226,344 243,240 16,896 7.5% 540,789
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.693 7.433 6.226
R3 7.040 6.780 6.047
R2 6.387 6.387 5.987
R1 6.127 6.127 5.927 6.257
PP 5.734 5.734 5.734 5.799
S1 5.474 5.474 5.807 5.604
S2 5.081 5.081 5.747
S3 4.428 4.821 5.687
S4 3.775 4.168 5.508
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 5.045 1.273 21.7% 0.542 9.2% 65% False False 233,877
10 6.318 4.766 1.552 26.5% 0.410 7.0% 71% False False 166,116
20 6.318 4.608 1.710 29.1% 0.337 5.7% 74% False False 128,223
40 6.318 3.828 2.490 42.4% 0.247 4.2% 82% False False 88,034
60 6.318 3.587 2.731 46.5% 0.206 3.5% 83% False False 65,890
80 6.318 3.200 3.118 53.1% 0.184 3.1% 86% False False 53,942
100 6.318 3.011 3.307 56.4% 0.161 2.7% 86% False False 46,021
120 6.318 2.835 3.483 59.4% 0.143 2.4% 87% False False 39,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.088
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.769
2.618 7.704
1.618 7.051
1.000 6.647
0.618 6.398
HIGH 5.994
0.618 5.745
0.500 5.668
0.382 5.590
LOW 5.341
0.618 4.937
1.000 4.688
1.618 4.284
2.618 3.631
4.250 2.566
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 5.801 5.855
PP 5.734 5.842
S1 5.668 5.830

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

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