NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
3.250 |
3.294 |
0.044 |
1.4% |
3.280 |
| High |
3.287 |
3.365 |
0.078 |
2.4% |
3.310 |
| Low |
3.250 |
3.286 |
0.036 |
1.1% |
3.204 |
| Close |
3.287 |
3.326 |
0.039 |
1.2% |
3.253 |
| Range |
0.037 |
0.079 |
0.042 |
113.5% |
0.106 |
| ATR |
0.038 |
0.041 |
0.003 |
7.6% |
0.000 |
| Volume |
302 |
405 |
103 |
34.1% |
907 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.563 |
3.523 |
3.369 |
|
| R3 |
3.484 |
3.444 |
3.348 |
|
| R2 |
3.405 |
3.405 |
3.340 |
|
| R1 |
3.365 |
3.365 |
3.333 |
3.385 |
| PP |
3.326 |
3.326 |
3.326 |
3.336 |
| S1 |
3.286 |
3.286 |
3.319 |
3.306 |
| S2 |
3.247 |
3.247 |
3.312 |
|
| S3 |
3.168 |
3.207 |
3.304 |
|
| S4 |
3.089 |
3.128 |
3.283 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.519 |
3.311 |
|
| R3 |
3.468 |
3.413 |
3.282 |
|
| R2 |
3.362 |
3.362 |
3.272 |
|
| R1 |
3.307 |
3.307 |
3.263 |
3.282 |
| PP |
3.256 |
3.256 |
3.256 |
3.243 |
| S1 |
3.201 |
3.201 |
3.243 |
3.176 |
| S2 |
3.150 |
3.150 |
3.234 |
|
| S3 |
3.044 |
3.095 |
3.224 |
|
| S4 |
2.938 |
2.989 |
3.195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.365 |
3.204 |
0.161 |
4.8% |
0.036 |
1.1% |
76% |
True |
False |
180 |
| 10 |
3.365 |
3.194 |
0.171 |
5.1% |
0.027 |
0.8% |
77% |
True |
False |
173 |
| 20 |
3.365 |
3.000 |
0.365 |
11.0% |
0.031 |
0.9% |
89% |
True |
False |
124 |
| 40 |
3.365 |
2.818 |
0.547 |
16.4% |
0.022 |
0.7% |
93% |
True |
False |
102 |
| 60 |
3.365 |
2.700 |
0.665 |
20.0% |
0.016 |
0.5% |
94% |
True |
False |
131 |
| 80 |
3.365 |
2.601 |
0.764 |
23.0% |
0.014 |
0.4% |
95% |
True |
False |
121 |
| 100 |
3.365 |
2.482 |
0.883 |
26.5% |
0.012 |
0.3% |
96% |
True |
False |
103 |
| 120 |
3.365 |
2.454 |
0.911 |
27.4% |
0.011 |
0.3% |
96% |
True |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.701 |
|
2.618 |
3.572 |
|
1.618 |
3.493 |
|
1.000 |
3.444 |
|
0.618 |
3.414 |
|
HIGH |
3.365 |
|
0.618 |
3.335 |
|
0.500 |
3.326 |
|
0.382 |
3.316 |
|
LOW |
3.286 |
|
0.618 |
3.237 |
|
1.000 |
3.207 |
|
1.618 |
3.158 |
|
2.618 |
3.079 |
|
4.250 |
2.950 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.326 |
3.320 |
| PP |
3.326 |
3.314 |
| S1 |
3.326 |
3.308 |
|