NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
6.119 |
5.946 |
-0.173 |
-2.8% |
5.529 |
| High |
6.233 |
6.281 |
0.048 |
0.8% |
5.590 |
| Low |
5.731 |
5.886 |
0.155 |
2.7% |
5.070 |
| Close |
6.003 |
6.198 |
0.195 |
3.2% |
5.461 |
| Range |
0.502 |
0.395 |
-0.107 |
-21.3% |
0.520 |
| ATR |
0.391 |
0.392 |
0.000 |
0.1% |
0.000 |
| Volume |
188,892 |
187,421 |
-1,471 |
-0.8% |
402,324 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.307 |
7.147 |
6.415 |
|
| R3 |
6.912 |
6.752 |
6.307 |
|
| R2 |
6.517 |
6.517 |
6.270 |
|
| R1 |
6.357 |
6.357 |
6.234 |
6.437 |
| PP |
6.122 |
6.122 |
6.122 |
6.162 |
| S1 |
5.962 |
5.962 |
6.162 |
6.042 |
| S2 |
5.727 |
5.727 |
6.126 |
|
| S3 |
5.332 |
5.567 |
6.089 |
|
| S4 |
4.937 |
5.172 |
5.981 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.934 |
6.717 |
5.747 |
|
| R3 |
6.414 |
6.197 |
5.604 |
|
| R2 |
5.894 |
5.894 |
5.556 |
|
| R1 |
5.677 |
5.677 |
5.509 |
5.526 |
| PP |
5.374 |
5.374 |
5.374 |
5.298 |
| S1 |
5.157 |
5.157 |
5.413 |
5.006 |
| S2 |
4.854 |
4.854 |
5.366 |
|
| S3 |
4.334 |
4.637 |
5.318 |
|
| S4 |
3.814 |
4.117 |
5.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.281 |
5.240 |
1.041 |
16.8% |
0.384 |
6.2% |
92% |
True |
False |
142,042 |
| 10 |
6.281 |
5.070 |
1.211 |
19.5% |
0.359 |
5.8% |
93% |
True |
False |
111,027 |
| 20 |
6.593 |
5.070 |
1.523 |
24.6% |
0.423 |
6.8% |
74% |
False |
False |
89,913 |
| 40 |
6.593 |
4.523 |
2.070 |
33.4% |
0.369 |
6.0% |
81% |
False |
False |
65,276 |
| 60 |
6.593 |
3.944 |
2.649 |
42.7% |
0.293 |
4.7% |
85% |
False |
False |
50,527 |
| 80 |
6.593 |
3.651 |
2.942 |
47.5% |
0.250 |
4.0% |
87% |
False |
False |
41,421 |
| 100 |
6.593 |
3.311 |
3.282 |
53.0% |
0.222 |
3.6% |
88% |
False |
False |
35,927 |
| 120 |
6.593 |
3.137 |
3.456 |
55.8% |
0.196 |
3.2% |
89% |
False |
False |
31,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.960 |
|
2.618 |
7.315 |
|
1.618 |
6.920 |
|
1.000 |
6.676 |
|
0.618 |
6.525 |
|
HIGH |
6.281 |
|
0.618 |
6.130 |
|
0.500 |
6.084 |
|
0.382 |
6.037 |
|
LOW |
5.886 |
|
0.618 |
5.642 |
|
1.000 |
5.491 |
|
1.618 |
5.247 |
|
2.618 |
4.852 |
|
4.250 |
4.207 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6.160 |
6.117 |
| PP |
6.122 |
6.036 |
| S1 |
6.084 |
5.955 |
|