NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.686 |
3.673 |
-0.013 |
-0.4% |
3.704 |
| High |
3.742 |
3.763 |
0.021 |
0.6% |
3.822 |
| Low |
3.657 |
3.623 |
-0.034 |
-0.9% |
3.520 |
| Close |
3.674 |
3.749 |
0.075 |
2.0% |
3.674 |
| Range |
0.085 |
0.140 |
0.055 |
64.7% |
0.302 |
| ATR |
0.134 |
0.134 |
0.000 |
0.3% |
0.000 |
| Volume |
115,679 |
127,071 |
11,392 |
9.8% |
541,079 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.132 |
4.080 |
3.826 |
|
| R3 |
3.992 |
3.940 |
3.788 |
|
| R2 |
3.852 |
3.852 |
3.775 |
|
| R1 |
3.800 |
3.800 |
3.762 |
3.826 |
| PP |
3.712 |
3.712 |
3.712 |
3.725 |
| S1 |
3.660 |
3.660 |
3.736 |
3.686 |
| S2 |
3.572 |
3.572 |
3.723 |
|
| S3 |
3.432 |
3.520 |
3.711 |
|
| S4 |
3.292 |
3.380 |
3.672 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.578 |
4.428 |
3.840 |
|
| R3 |
4.276 |
4.126 |
3.757 |
|
| R2 |
3.974 |
3.974 |
3.729 |
|
| R1 |
3.824 |
3.824 |
3.702 |
3.748 |
| PP |
3.672 |
3.672 |
3.672 |
3.634 |
| S1 |
3.522 |
3.522 |
3.646 |
3.446 |
| S2 |
3.370 |
3.370 |
3.619 |
|
| S3 |
3.068 |
3.220 |
3.591 |
|
| S4 |
2.766 |
2.918 |
3.508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.520 |
0.302 |
8.1% |
0.161 |
4.3% |
76% |
False |
False |
133,630 |
| 10 |
3.822 |
3.505 |
0.317 |
8.5% |
0.172 |
4.6% |
77% |
False |
False |
148,508 |
| 20 |
3.822 |
3.165 |
0.657 |
17.5% |
0.138 |
3.7% |
89% |
False |
False |
114,590 |
| 40 |
3.822 |
2.924 |
0.898 |
24.0% |
0.113 |
3.0% |
92% |
False |
False |
78,202 |
| 60 |
3.822 |
2.832 |
0.990 |
26.4% |
0.096 |
2.6% |
93% |
False |
False |
59,112 |
| 80 |
3.822 |
2.605 |
1.217 |
32.5% |
0.089 |
2.4% |
94% |
False |
False |
47,789 |
| 100 |
3.822 |
2.605 |
1.217 |
32.5% |
0.087 |
2.3% |
94% |
False |
False |
40,694 |
| 120 |
3.822 |
2.605 |
1.217 |
32.5% |
0.087 |
2.3% |
94% |
False |
False |
36,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.130 |
|
1.618 |
3.990 |
|
1.000 |
3.903 |
|
0.618 |
3.850 |
|
HIGH |
3.763 |
|
0.618 |
3.710 |
|
0.500 |
3.693 |
|
0.382 |
3.676 |
|
LOW |
3.623 |
|
0.618 |
3.536 |
|
1.000 |
3.483 |
|
1.618 |
3.396 |
|
2.618 |
3.256 |
|
4.250 |
3.028 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.717 |
| PP |
3.712 |
3.684 |
| S1 |
3.693 |
3.652 |
|