NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
3.267 |
3.290 |
0.023 |
0.7% |
3.225 |
| High |
3.289 |
3.334 |
0.045 |
1.4% |
3.334 |
| Low |
3.259 |
3.290 |
0.031 |
1.0% |
3.192 |
| Close |
3.289 |
3.334 |
0.045 |
1.4% |
3.334 |
| Range |
0.030 |
0.044 |
0.014 |
46.7% |
0.142 |
| ATR |
0.049 |
0.049 |
0.000 |
-0.6% |
0.000 |
| Volume |
247 |
267 |
20 |
8.1% |
1,148 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.437 |
3.358 |
|
| R3 |
3.407 |
3.393 |
3.346 |
|
| R2 |
3.363 |
3.363 |
3.342 |
|
| R1 |
3.349 |
3.349 |
3.338 |
3.356 |
| PP |
3.319 |
3.319 |
3.319 |
3.323 |
| S1 |
3.305 |
3.305 |
3.330 |
3.312 |
| S2 |
3.275 |
3.275 |
3.326 |
|
| S3 |
3.231 |
3.261 |
3.322 |
|
| S4 |
3.187 |
3.217 |
3.310 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.713 |
3.665 |
3.412 |
|
| R3 |
3.571 |
3.523 |
3.373 |
|
| R2 |
3.429 |
3.429 |
3.360 |
|
| R1 |
3.381 |
3.381 |
3.347 |
3.405 |
| PP |
3.287 |
3.287 |
3.287 |
3.299 |
| S1 |
3.239 |
3.239 |
3.321 |
3.263 |
| S2 |
3.145 |
3.145 |
3.308 |
|
| S3 |
3.003 |
3.097 |
3.295 |
|
| S4 |
2.861 |
2.955 |
3.256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.334 |
3.192 |
0.142 |
4.3% |
0.036 |
1.1% |
100% |
True |
False |
383 |
| 10 |
3.344 |
3.192 |
0.152 |
4.6% |
0.044 |
1.3% |
93% |
False |
False |
388 |
| 20 |
3.344 |
3.147 |
0.197 |
5.9% |
0.046 |
1.4% |
95% |
False |
False |
356 |
| 40 |
3.395 |
3.147 |
0.248 |
7.4% |
0.035 |
1.1% |
75% |
False |
False |
273 |
| 60 |
3.395 |
2.872 |
0.523 |
15.7% |
0.033 |
1.0% |
88% |
False |
False |
217 |
| 80 |
3.395 |
2.818 |
0.577 |
17.3% |
0.026 |
0.8% |
89% |
False |
False |
206 |
| 100 |
3.395 |
2.643 |
0.752 |
22.6% |
0.022 |
0.7% |
92% |
False |
False |
179 |
| 120 |
3.395 |
2.579 |
0.816 |
24.5% |
0.019 |
0.6% |
93% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.449 |
|
1.618 |
3.405 |
|
1.000 |
3.378 |
|
0.618 |
3.361 |
|
HIGH |
3.334 |
|
0.618 |
3.317 |
|
0.500 |
3.312 |
|
0.382 |
3.307 |
|
LOW |
3.290 |
|
0.618 |
3.263 |
|
1.000 |
3.246 |
|
1.618 |
3.219 |
|
2.618 |
3.175 |
|
4.250 |
3.103 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.327 |
3.315 |
| PP |
3.319 |
3.296 |
| S1 |
3.312 |
3.277 |
|