NYMEX Natural Gas Future March 2022
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 |
4.854 |
4.999 |
0.145 |
3.0% |
4.829 |
High |
4.982 |
5.530 |
0.548 |
11.0% |
4.982 |
Low |
4.817 |
4.999 |
0.182 |
3.8% |
4.561 |
Close |
4.949 |
5.385 |
0.436 |
8.8% |
4.949 |
Range |
0.165 |
0.531 |
0.366 |
221.8% |
0.421 |
ATR |
0.201 |
0.228 |
0.027 |
13.5% |
0.000 |
Volume |
15,597 |
30,078 |
14,481 |
92.8% |
113,191 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.898 |
6.672 |
5.677 |
|
R3 |
6.367 |
6.141 |
5.531 |
|
R2 |
5.836 |
5.836 |
5.482 |
|
R1 |
5.610 |
5.610 |
5.434 |
5.723 |
PP |
5.305 |
5.305 |
5.305 |
5.361 |
S1 |
5.079 |
5.079 |
5.336 |
5.192 |
S2 |
4.774 |
4.774 |
5.288 |
|
S3 |
4.243 |
4.548 |
5.239 |
|
S4 |
3.712 |
4.017 |
5.093 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.094 |
5.942 |
5.181 |
|
R3 |
5.673 |
5.521 |
5.065 |
|
R2 |
5.252 |
5.252 |
5.026 |
|
R1 |
5.100 |
5.100 |
4.988 |
5.176 |
PP |
4.831 |
4.831 |
4.831 |
4.869 |
S1 |
4.679 |
4.679 |
4.910 |
4.755 |
S2 |
4.410 |
4.410 |
4.872 |
|
S3 |
3.989 |
4.258 |
4.833 |
|
S4 |
3.568 |
3.837 |
4.717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.530 |
4.561 |
0.969 |
18.0% |
0.274 |
5.1% |
85% |
True |
False |
23,772 |
10 |
5.530 |
4.561 |
0.969 |
18.0% |
0.276 |
5.1% |
85% |
True |
False |
31,329 |
20 |
5.530 |
4.005 |
1.525 |
28.3% |
0.236 |
4.4% |
90% |
True |
False |
32,356 |
40 |
5.530 |
3.703 |
1.827 |
33.9% |
0.169 |
3.1% |
92% |
True |
False |
25,781 |
60 |
5.530 |
3.430 |
2.100 |
39.0% |
0.144 |
2.7% |
93% |
True |
False |
22,266 |
80 |
5.530 |
3.075 |
2.455 |
45.6% |
0.127 |
2.4% |
94% |
True |
False |
22,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.787 |
2.618 |
6.920 |
1.618 |
6.389 |
1.000 |
6.061 |
0.618 |
5.858 |
HIGH |
5.530 |
0.618 |
5.327 |
0.500 |
5.265 |
0.382 |
5.202 |
LOW |
4.999 |
0.618 |
4.671 |
1.000 |
4.468 |
1.618 |
4.140 |
2.618 |
3.609 |
4.250 |
2.742 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
5.345 |
5.276 |
PP |
5.305 |
5.168 |
S1 |
5.265 |
5.059 |
|