NYMEX Natural Gas Future December 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 |
5.960 |
5.579 |
-0.381 |
-6.4% |
5.180 |
High |
6.063 |
6.126 |
0.063 |
1.0% |
5.352 |
Low |
5.542 |
5.469 |
-0.073 |
-1.3% |
4.879 |
Close |
5.595 |
5.991 |
0.396 |
7.1% |
5.315 |
Range |
0.521 |
0.657 |
0.136 |
26.1% |
0.473 |
ATR |
0.311 |
0.336 |
0.025 |
8.0% |
0.000 |
Volume |
73,016 |
74,645 |
1,629 |
2.2% |
153,473 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.833 |
7.569 |
6.352 |
|
R3 |
7.176 |
6.912 |
6.172 |
|
R2 |
6.519 |
6.519 |
6.111 |
|
R1 |
6.255 |
6.255 |
6.051 |
6.387 |
PP |
5.862 |
5.862 |
5.862 |
5.928 |
S1 |
5.598 |
5.598 |
5.931 |
5.730 |
S2 |
5.205 |
5.205 |
5.871 |
|
S3 |
4.548 |
4.941 |
5.810 |
|
S4 |
3.891 |
4.284 |
5.630 |
|
|
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 |
5.161 |
1.264 |
21.1% |
0.536 |
9.0% |
66% |
False |
False |
61,709 |
10 |
6.425 |
4.879 |
1.546 |
25.8% |
0.405 |
6.8% |
72% |
False |
False |
45,939 |
20 |
6.425 |
4.697 |
1.728 |
28.8% |
0.332 |
5.5% |
75% |
False |
False |
42,285 |
40 |
6.425 |
3.944 |
2.481 |
41.4% |
0.241 |
4.0% |
83% |
False |
False |
32,295 |
60 |
6.425 |
3.686 |
2.739 |
45.7% |
0.201 |
3.4% |
84% |
False |
False |
26,271 |
80 |
6.425 |
3.319 |
3.106 |
51.8% |
0.179 |
3.0% |
86% |
False |
False |
23,151 |
100 |
6.425 |
3.137 |
3.288 |
54.9% |
0.156 |
2.6% |
87% |
False |
False |
20,458 |
120 |
6.425 |
2.996 |
3.429 |
57.2% |
0.138 |
2.3% |
87% |
False |
False |
18,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.918 |
2.618 |
7.846 |
1.618 |
7.189 |
1.000 |
6.783 |
0.618 |
6.532 |
HIGH |
6.126 |
0.618 |
5.875 |
0.500 |
5.798 |
0.382 |
5.720 |
LOW |
5.469 |
0.618 |
5.063 |
1.000 |
4.812 |
1.618 |
4.406 |
2.618 |
3.749 |
4.250 |
2.677 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
5.927 |
5.976 |
PP |
5.862 |
5.962 |
S1 |
5.798 |
5.947 |
|