NYMEX Natural Gas Future September 2023
| 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 |
3.202 |
3.229 |
0.027 |
0.8% |
3.000 |
| High |
3.225 |
3.250 |
0.025 |
0.8% |
3.155 |
| Low |
3.202 |
3.163 |
-0.039 |
-1.2% |
3.000 |
| Close |
3.212 |
3.163 |
-0.049 |
-1.5% |
3.142 |
| Range |
0.023 |
0.087 |
0.064 |
278.3% |
0.155 |
| ATR |
0.033 |
0.037 |
0.004 |
11.8% |
0.000 |
| Volume |
141 |
55 |
-86 |
-61.0% |
340 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.453 |
3.395 |
3.211 |
|
| R3 |
3.366 |
3.308 |
3.187 |
|
| R2 |
3.279 |
3.279 |
3.179 |
|
| R1 |
3.221 |
3.221 |
3.171 |
3.207 |
| PP |
3.192 |
3.192 |
3.192 |
3.185 |
| S1 |
3.134 |
3.134 |
3.155 |
3.120 |
| S2 |
3.105 |
3.105 |
3.147 |
|
| S3 |
3.018 |
3.047 |
3.139 |
|
| S4 |
2.931 |
2.960 |
3.115 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.508 |
3.227 |
|
| R3 |
3.409 |
3.353 |
3.185 |
|
| R2 |
3.254 |
3.254 |
3.170 |
|
| R1 |
3.198 |
3.198 |
3.156 |
3.226 |
| PP |
3.099 |
3.099 |
3.099 |
3.113 |
| S1 |
3.043 |
3.043 |
3.128 |
3.071 |
| S2 |
2.944 |
2.944 |
3.114 |
|
| S3 |
2.789 |
2.888 |
3.099 |
|
| S4 |
2.634 |
2.733 |
3.057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.250 |
3.052 |
0.198 |
6.3% |
0.041 |
1.3% |
56% |
True |
False |
92 |
| 10 |
3.250 |
3.000 |
0.250 |
7.9% |
0.035 |
1.1% |
65% |
True |
False |
105 |
| 20 |
3.250 |
2.864 |
0.386 |
12.2% |
0.025 |
0.8% |
77% |
True |
False |
97 |
| 40 |
3.250 |
2.818 |
0.432 |
13.7% |
0.016 |
0.5% |
80% |
True |
False |
142 |
| 60 |
3.250 |
2.643 |
0.607 |
19.2% |
0.013 |
0.4% |
86% |
True |
False |
114 |
| 80 |
3.250 |
2.579 |
0.671 |
21.2% |
0.011 |
0.3% |
87% |
True |
False |
104 |
| 100 |
3.250 |
2.472 |
0.778 |
24.6% |
0.009 |
0.3% |
89% |
True |
False |
86 |
| 120 |
3.250 |
2.424 |
0.826 |
26.1% |
0.008 |
0.3% |
89% |
True |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.620 |
|
2.618 |
3.478 |
|
1.618 |
3.391 |
|
1.000 |
3.337 |
|
0.618 |
3.304 |
|
HIGH |
3.250 |
|
0.618 |
3.217 |
|
0.500 |
3.207 |
|
0.382 |
3.196 |
|
LOW |
3.163 |
|
0.618 |
3.109 |
|
1.000 |
3.076 |
|
1.618 |
3.022 |
|
2.618 |
2.935 |
|
4.250 |
2.793 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.207 |
3.191 |
| PP |
3.192 |
3.181 |
| S1 |
3.178 |
3.172 |
|