NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
3.330 |
3.346 |
0.016 |
0.5% |
3.252 |
| High |
3.330 |
3.351 |
0.021 |
0.6% |
3.390 |
| Low |
3.325 |
3.327 |
0.002 |
0.1% |
3.250 |
| Close |
3.327 |
3.351 |
0.024 |
0.7% |
3.351 |
| Range |
0.005 |
0.024 |
0.019 |
380.0% |
0.140 |
| ATR |
0.037 |
0.036 |
-0.001 |
-2.5% |
0.000 |
| Volume |
319 |
265 |
-54 |
-16.9% |
1,364 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.415 |
3.407 |
3.364 |
|
| R3 |
3.391 |
3.383 |
3.358 |
|
| R2 |
3.367 |
3.367 |
3.355 |
|
| R1 |
3.359 |
3.359 |
3.353 |
3.363 |
| PP |
3.343 |
3.343 |
3.343 |
3.345 |
| S1 |
3.335 |
3.335 |
3.349 |
3.339 |
| S2 |
3.319 |
3.319 |
3.347 |
|
| S3 |
3.295 |
3.311 |
3.344 |
|
| S4 |
3.271 |
3.287 |
3.338 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.750 |
3.691 |
3.428 |
|
| R3 |
3.610 |
3.551 |
3.390 |
|
| R2 |
3.470 |
3.470 |
3.377 |
|
| R1 |
3.411 |
3.411 |
3.364 |
3.441 |
| PP |
3.330 |
3.330 |
3.330 |
3.345 |
| S1 |
3.271 |
3.271 |
3.338 |
3.301 |
| S2 |
3.190 |
3.190 |
3.325 |
|
| S3 |
3.050 |
3.131 |
3.313 |
|
| S4 |
2.910 |
2.991 |
3.274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.371 |
3.314 |
0.057 |
1.7% |
0.020 |
0.6% |
65% |
False |
False |
175 |
| 10 |
3.390 |
3.250 |
0.140 |
4.2% |
0.029 |
0.9% |
72% |
False |
False |
219 |
| 20 |
3.390 |
3.131 |
0.259 |
7.7% |
0.028 |
0.8% |
85% |
False |
False |
176 |
| 40 |
3.390 |
2.851 |
0.539 |
16.1% |
0.024 |
0.7% |
93% |
False |
False |
131 |
| 60 |
3.390 |
2.744 |
0.646 |
19.3% |
0.018 |
0.5% |
94% |
False |
False |
152 |
| 80 |
3.390 |
2.635 |
0.755 |
22.5% |
0.015 |
0.5% |
95% |
False |
False |
127 |
| 100 |
3.390 |
2.530 |
0.860 |
25.7% |
0.013 |
0.4% |
95% |
False |
False |
117 |
| 120 |
3.390 |
2.467 |
0.923 |
27.5% |
0.012 |
0.3% |
96% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.453 |
|
2.618 |
3.414 |
|
1.618 |
3.390 |
|
1.000 |
3.375 |
|
0.618 |
3.366 |
|
HIGH |
3.351 |
|
0.618 |
3.342 |
|
0.500 |
3.339 |
|
0.382 |
3.336 |
|
LOW |
3.327 |
|
0.618 |
3.312 |
|
1.000 |
3.303 |
|
1.618 |
3.288 |
|
2.618 |
3.264 |
|
4.250 |
3.225 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.347 |
3.345 |
| PP |
3.343 |
3.339 |
| S1 |
3.339 |
3.333 |
|