NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.663 |
3.704 |
0.041 |
1.1% |
3.525 |
| High |
3.741 |
3.822 |
0.081 |
2.2% |
3.814 |
| Low |
3.598 |
3.608 |
0.010 |
0.3% |
3.505 |
| Close |
3.700 |
3.637 |
-0.063 |
-1.7% |
3.700 |
| Range |
0.143 |
0.214 |
0.071 |
49.7% |
0.309 |
| ATR |
0.124 |
0.130 |
0.006 |
5.2% |
0.000 |
| Volume |
111,464 |
152,231 |
40,767 |
36.6% |
816,937 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.331 |
4.198 |
3.755 |
|
| R3 |
4.117 |
3.984 |
3.696 |
|
| R2 |
3.903 |
3.903 |
3.676 |
|
| R1 |
3.770 |
3.770 |
3.657 |
3.730 |
| PP |
3.689 |
3.689 |
3.689 |
3.669 |
| S1 |
3.556 |
3.556 |
3.617 |
3.516 |
| S2 |
3.475 |
3.475 |
3.598 |
|
| S3 |
3.261 |
3.342 |
3.578 |
|
| S4 |
3.047 |
3.128 |
3.519 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.600 |
4.459 |
3.870 |
|
| R3 |
4.291 |
4.150 |
3.785 |
|
| R2 |
3.982 |
3.982 |
3.757 |
|
| R1 |
3.841 |
3.841 |
3.728 |
3.912 |
| PP |
3.673 |
3.673 |
3.673 |
3.708 |
| S1 |
3.532 |
3.532 |
3.672 |
3.603 |
| S2 |
3.364 |
3.364 |
3.643 |
|
| S3 |
3.055 |
3.223 |
3.615 |
|
| S4 |
2.746 |
2.914 |
3.530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.571 |
0.251 |
6.9% |
0.196 |
5.4% |
26% |
True |
False |
161,120 |
| 10 |
3.822 |
3.212 |
0.610 |
16.8% |
0.160 |
4.4% |
70% |
True |
False |
141,227 |
| 20 |
3.822 |
3.108 |
0.714 |
19.6% |
0.129 |
3.5% |
74% |
True |
False |
101,477 |
| 40 |
3.822 |
2.924 |
0.898 |
24.7% |
0.105 |
2.9% |
79% |
True |
False |
67,609 |
| 60 |
3.822 |
2.725 |
1.097 |
30.2% |
0.091 |
2.5% |
83% |
True |
False |
51,628 |
| 80 |
3.822 |
2.605 |
1.217 |
33.5% |
0.086 |
2.4% |
85% |
True |
False |
41,994 |
| 100 |
3.822 |
2.605 |
1.217 |
33.5% |
0.085 |
2.3% |
85% |
True |
False |
36,243 |
| 120 |
3.822 |
2.605 |
1.217 |
33.5% |
0.085 |
2.3% |
85% |
True |
False |
31,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.732 |
|
2.618 |
4.382 |
|
1.618 |
4.168 |
|
1.000 |
4.036 |
|
0.618 |
3.954 |
|
HIGH |
3.822 |
|
0.618 |
3.740 |
|
0.500 |
3.715 |
|
0.382 |
3.690 |
|
LOW |
3.608 |
|
0.618 |
3.476 |
|
1.000 |
3.394 |
|
1.618 |
3.262 |
|
2.618 |
3.048 |
|
4.250 |
2.699 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.715 |
3.707 |
| PP |
3.689 |
3.683 |
| S1 |
3.663 |
3.660 |
|