NYMEX Natural Gas Future December 2021
Trading Metrics calculated at close of trading on 27-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
5.221 |
5.373 |
0.152 |
2.9% |
5.180 |
High |
5.352 |
5.996 |
0.644 |
12.0% |
5.352 |
Low |
5.161 |
5.355 |
0.194 |
3.8% |
4.879 |
Close |
5.315 |
5.839 |
0.524 |
9.9% |
5.315 |
Range |
0.191 |
0.641 |
0.450 |
235.6% |
0.473 |
ATR |
0.234 |
0.266 |
0.032 |
13.7% |
0.000 |
Volume |
26,981 |
52,891 |
25,910 |
96.0% |
153,473 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.653 |
7.387 |
6.192 |
|
R3 |
7.012 |
6.746 |
6.015 |
|
R2 |
6.371 |
6.371 |
5.957 |
|
R1 |
6.105 |
6.105 |
5.898 |
6.238 |
PP |
5.730 |
5.730 |
5.730 |
5.797 |
S1 |
5.464 |
5.464 |
5.780 |
5.597 |
S2 |
5.089 |
5.089 |
5.721 |
|
S3 |
4.448 |
4.823 |
5.663 |
|
S4 |
3.807 |
4.182 |
5.486 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.601 |
6.431 |
5.575 |
|
R3 |
6.128 |
5.958 |
5.445 |
|
R2 |
5.655 |
5.655 |
5.402 |
|
R1 |
5.485 |
5.485 |
5.358 |
5.570 |
PP |
5.182 |
5.182 |
5.182 |
5.225 |
S1 |
5.012 |
5.012 |
5.272 |
5.097 |
S2 |
4.709 |
4.709 |
5.228 |
|
S3 |
4.236 |
4.539 |
5.185 |
|
S4 |
3.763 |
4.066 |
5.055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.996 |
4.879 |
1.117 |
19.1% |
0.319 |
5.5% |
86% |
True |
False |
36,349 |
10 |
5.996 |
4.879 |
1.117 |
19.1% |
0.314 |
5.4% |
86% |
True |
False |
38,219 |
20 |
5.996 |
4.366 |
1.630 |
27.9% |
0.278 |
4.8% |
90% |
True |
False |
35,537 |
40 |
5.996 |
3.944 |
2.052 |
35.1% |
0.205 |
3.5% |
92% |
True |
False |
27,765 |
60 |
5.996 |
3.651 |
2.345 |
40.2% |
0.178 |
3.0% |
93% |
True |
False |
23,156 |
80 |
5.996 |
3.237 |
2.759 |
47.3% |
0.159 |
2.7% |
94% |
True |
False |
20,755 |
100 |
5.996 |
3.137 |
2.859 |
49.0% |
0.139 |
2.4% |
95% |
True |
False |
18,455 |
120 |
5.996 |
2.933 |
3.063 |
52.5% |
0.124 |
2.1% |
95% |
True |
False |
16,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.720 |
2.618 |
7.674 |
1.618 |
7.033 |
1.000 |
6.637 |
0.618 |
6.392 |
HIGH |
5.996 |
0.618 |
5.751 |
0.500 |
5.676 |
0.382 |
5.600 |
LOW |
5.355 |
0.618 |
4.959 |
1.000 |
4.714 |
1.618 |
4.318 |
2.618 |
3.677 |
4.250 |
2.631 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
5.785 |
5.711 |
PP |
5.730 |
5.583 |
S1 |
5.676 |
5.455 |
|