NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
3.367 |
3.395 |
0.028 |
0.8% |
3.371 |
| High |
3.392 |
3.395 |
0.003 |
0.1% |
3.371 |
| Low |
3.367 |
3.366 |
-0.001 |
0.0% |
3.314 |
| Close |
3.392 |
3.366 |
-0.026 |
-0.8% |
3.323 |
| Range |
0.025 |
0.029 |
0.004 |
16.0% |
0.057 |
| ATR |
0.038 |
0.037 |
-0.001 |
-1.6% |
0.000 |
| Volume |
42 |
184 |
142 |
338.1% |
877 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.463 |
3.443 |
3.382 |
|
| R3 |
3.434 |
3.414 |
3.374 |
|
| R2 |
3.405 |
3.405 |
3.371 |
|
| R1 |
3.385 |
3.385 |
3.369 |
3.381 |
| PP |
3.376 |
3.376 |
3.376 |
3.373 |
| S1 |
3.356 |
3.356 |
3.363 |
3.352 |
| S2 |
3.347 |
3.347 |
3.361 |
|
| S3 |
3.318 |
3.327 |
3.358 |
|
| S4 |
3.289 |
3.298 |
3.350 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.507 |
3.472 |
3.354 |
|
| R3 |
3.450 |
3.415 |
3.339 |
|
| R2 |
3.393 |
3.393 |
3.333 |
|
| R1 |
3.358 |
3.358 |
3.328 |
3.347 |
| PP |
3.336 |
3.336 |
3.336 |
3.331 |
| S1 |
3.301 |
3.301 |
3.318 |
3.290 |
| S2 |
3.279 |
3.279 |
3.313 |
|
| S3 |
3.222 |
3.244 |
3.307 |
|
| S4 |
3.165 |
3.187 |
3.292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.395 |
3.323 |
0.072 |
2.1% |
0.021 |
0.6% |
60% |
True |
False |
183 |
| 10 |
3.395 |
3.286 |
0.109 |
3.2% |
0.029 |
0.9% |
73% |
True |
False |
214 |
| 20 |
3.395 |
3.158 |
0.237 |
7.0% |
0.025 |
0.8% |
88% |
True |
False |
180 |
| 40 |
3.395 |
2.864 |
0.531 |
15.8% |
0.025 |
0.7% |
95% |
True |
False |
139 |
| 60 |
3.395 |
2.818 |
0.577 |
17.1% |
0.019 |
0.6% |
95% |
True |
False |
155 |
| 80 |
3.395 |
2.643 |
0.752 |
22.3% |
0.016 |
0.5% |
96% |
True |
False |
131 |
| 100 |
3.395 |
2.579 |
0.816 |
24.2% |
0.014 |
0.4% |
96% |
True |
False |
119 |
| 120 |
3.395 |
2.472 |
0.923 |
27.4% |
0.012 |
0.4% |
97% |
True |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.471 |
|
1.618 |
3.442 |
|
1.000 |
3.424 |
|
0.618 |
3.413 |
|
HIGH |
3.395 |
|
0.618 |
3.384 |
|
0.500 |
3.381 |
|
0.382 |
3.377 |
|
LOW |
3.366 |
|
0.618 |
3.348 |
|
1.000 |
3.337 |
|
1.618 |
3.319 |
|
2.618 |
3.290 |
|
4.250 |
3.243 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.381 |
3.364 |
| PP |
3.376 |
3.361 |
| S1 |
3.371 |
3.359 |
|