NYMEX Natural Gas Future December 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 |
5.373 |
5.962 |
0.589 |
11.0% |
5.180 |
High |
5.996 |
6.425 |
0.429 |
7.2% |
5.352 |
Low |
5.355 |
5.753 |
0.398 |
7.4% |
4.879 |
Close |
5.839 |
5.985 |
0.146 |
2.5% |
5.315 |
Range |
0.641 |
0.672 |
0.031 |
4.8% |
0.473 |
ATR |
0.266 |
0.295 |
0.029 |
10.9% |
0.000 |
Volume |
52,891 |
81,015 |
28,124 |
53.2% |
153,473 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.070 |
7.700 |
6.355 |
|
R3 |
7.398 |
7.028 |
6.170 |
|
R2 |
6.726 |
6.726 |
6.108 |
|
R1 |
6.356 |
6.356 |
6.047 |
6.541 |
PP |
6.054 |
6.054 |
6.054 |
6.147 |
S1 |
5.684 |
5.684 |
5.923 |
5.869 |
S2 |
5.382 |
5.382 |
5.862 |
|
S3 |
4.710 |
5.012 |
5.800 |
|
S4 |
4.038 |
4.340 |
5.615 |
|
|
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 |
6.425 |
4.910 |
1.515 |
25.3% |
0.391 |
6.5% |
71% |
True |
False |
45,658 |
10 |
6.425 |
4.879 |
1.546 |
25.8% |
0.362 |
6.0% |
72% |
True |
False |
42,272 |
20 |
6.425 |
4.366 |
2.059 |
34.4% |
0.298 |
5.0% |
79% |
True |
False |
38,494 |
40 |
6.425 |
3.944 |
2.481 |
41.5% |
0.219 |
3.7% |
82% |
True |
False |
29,363 |
60 |
6.425 |
3.651 |
2.774 |
46.3% |
0.187 |
3.1% |
84% |
True |
False |
24,294 |
80 |
6.425 |
3.256 |
3.169 |
52.9% |
0.166 |
2.8% |
86% |
True |
False |
21,636 |
100 |
6.425 |
3.137 |
3.288 |
54.9% |
0.145 |
2.4% |
87% |
True |
False |
19,172 |
120 |
6.425 |
2.964 |
3.461 |
57.8% |
0.129 |
2.2% |
87% |
True |
False |
17,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.281 |
2.618 |
8.184 |
1.618 |
7.512 |
1.000 |
7.097 |
0.618 |
6.840 |
HIGH |
6.425 |
0.618 |
6.168 |
0.500 |
6.089 |
0.382 |
6.010 |
LOW |
5.753 |
0.618 |
5.338 |
1.000 |
5.081 |
1.618 |
4.666 |
2.618 |
3.994 |
4.250 |
2.897 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
6.089 |
5.921 |
PP |
6.054 |
5.857 |
S1 |
6.020 |
5.793 |
|