NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
3.090 |
3.103 |
0.013 |
0.4% |
2.935 |
| High |
3.103 |
3.103 |
0.000 |
0.0% |
3.059 |
| Low |
3.086 |
3.069 |
-0.017 |
-0.6% |
2.930 |
| Close |
3.103 |
3.069 |
-0.034 |
-1.1% |
3.059 |
| Range |
0.017 |
0.034 |
0.017 |
100.0% |
0.129 |
| ATR |
0.023 |
0.023 |
0.001 |
3.6% |
0.000 |
| Volume |
121 |
429 |
308 |
254.5% |
326 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.160 |
3.088 |
|
| R3 |
3.148 |
3.126 |
3.078 |
|
| R2 |
3.114 |
3.114 |
3.075 |
|
| R1 |
3.092 |
3.092 |
3.072 |
3.086 |
| PP |
3.080 |
3.080 |
3.080 |
3.078 |
| S1 |
3.058 |
3.058 |
3.066 |
3.052 |
| S2 |
3.046 |
3.046 |
3.063 |
|
| S3 |
3.012 |
3.024 |
3.060 |
|
| S4 |
2.978 |
2.990 |
3.050 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.403 |
3.360 |
3.130 |
|
| R3 |
3.274 |
3.231 |
3.094 |
|
| R2 |
3.145 |
3.145 |
3.083 |
|
| R1 |
3.102 |
3.102 |
3.071 |
3.124 |
| PP |
3.016 |
3.016 |
3.016 |
3.027 |
| S1 |
2.973 |
2.973 |
3.047 |
2.995 |
| S2 |
2.887 |
2.887 |
3.035 |
|
| S3 |
2.758 |
2.844 |
3.024 |
|
| S4 |
2.629 |
2.715 |
2.988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.103 |
3.039 |
0.064 |
2.1% |
0.010 |
0.3% |
47% |
True |
False |
144 |
| 10 |
3.103 |
2.868 |
0.235 |
7.7% |
0.018 |
0.6% |
86% |
True |
False |
130 |
| 20 |
3.103 |
2.818 |
0.285 |
9.3% |
0.013 |
0.4% |
88% |
True |
False |
81 |
| 40 |
3.103 |
2.700 |
0.403 |
13.1% |
0.009 |
0.3% |
92% |
True |
False |
135 |
| 60 |
3.103 |
2.601 |
0.502 |
16.4% |
0.008 |
0.3% |
93% |
True |
False |
120 |
| 80 |
3.103 |
2.482 |
0.621 |
20.2% |
0.007 |
0.2% |
95% |
True |
False |
98 |
| 100 |
3.103 |
2.454 |
0.649 |
21.1% |
0.007 |
0.2% |
95% |
True |
False |
81 |
| 120 |
3.103 |
2.400 |
0.703 |
22.9% |
0.006 |
0.2% |
95% |
True |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.248 |
|
2.618 |
3.192 |
|
1.618 |
3.158 |
|
1.000 |
3.137 |
|
0.618 |
3.124 |
|
HIGH |
3.103 |
|
0.618 |
3.090 |
|
0.500 |
3.086 |
|
0.382 |
3.082 |
|
LOW |
3.069 |
|
0.618 |
3.048 |
|
1.000 |
3.035 |
|
1.618 |
3.014 |
|
2.618 |
2.980 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.086 |
| PP |
3.080 |
3.080 |
| S1 |
3.075 |
3.075 |
|