NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
3.294 |
3.389 |
0.095 |
2.9% |
3.280 |
| High |
3.365 |
3.390 |
0.025 |
0.7% |
3.310 |
| Low |
3.286 |
3.356 |
0.070 |
2.1% |
3.204 |
| Close |
3.326 |
3.356 |
0.030 |
0.9% |
3.253 |
| Range |
0.079 |
0.034 |
-0.045 |
-57.0% |
0.106 |
| ATR |
0.041 |
0.043 |
0.002 |
3.9% |
0.000 |
| Volume |
405 |
532 |
127 |
31.4% |
907 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.469 |
3.447 |
3.375 |
|
| R3 |
3.435 |
3.413 |
3.365 |
|
| R2 |
3.401 |
3.401 |
3.362 |
|
| R1 |
3.379 |
3.379 |
3.359 |
3.373 |
| PP |
3.367 |
3.367 |
3.367 |
3.365 |
| S1 |
3.345 |
3.345 |
3.353 |
3.339 |
| S2 |
3.333 |
3.333 |
3.350 |
|
| S3 |
3.299 |
3.311 |
3.347 |
|
| S4 |
3.265 |
3.277 |
3.337 |
|
|
| 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 |
3.390 |
3.250 |
0.140 |
4.2% |
0.037 |
1.1% |
76% |
True |
False |
262 |
| 10 |
3.390 |
3.204 |
0.186 |
5.5% |
0.026 |
0.8% |
82% |
True |
False |
219 |
| 20 |
3.390 |
3.000 |
0.390 |
11.6% |
0.032 |
1.0% |
91% |
True |
False |
147 |
| 40 |
3.390 |
2.818 |
0.572 |
17.0% |
0.023 |
0.7% |
94% |
True |
False |
115 |
| 60 |
3.390 |
2.708 |
0.682 |
20.3% |
0.017 |
0.5% |
95% |
True |
False |
139 |
| 80 |
3.390 |
2.606 |
0.784 |
23.4% |
0.014 |
0.4% |
96% |
True |
False |
128 |
| 100 |
3.390 |
2.493 |
0.897 |
26.7% |
0.012 |
0.4% |
96% |
True |
False |
108 |
| 120 |
3.390 |
2.461 |
0.929 |
27.7% |
0.011 |
0.3% |
96% |
True |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.479 |
|
1.618 |
3.445 |
|
1.000 |
3.424 |
|
0.618 |
3.411 |
|
HIGH |
3.390 |
|
0.618 |
3.377 |
|
0.500 |
3.373 |
|
0.382 |
3.369 |
|
LOW |
3.356 |
|
0.618 |
3.335 |
|
1.000 |
3.322 |
|
1.618 |
3.301 |
|
2.618 |
3.267 |
|
4.250 |
3.212 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.373 |
3.344 |
| PP |
3.367 |
3.332 |
| S1 |
3.362 |
3.320 |
|