NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.617 |
3.703 |
0.086 |
2.4% |
3.673 |
| High |
3.688 |
3.788 |
0.100 |
2.7% |
3.769 |
| Low |
3.584 |
3.686 |
0.102 |
2.8% |
3.584 |
| Close |
3.674 |
3.779 |
0.105 |
2.9% |
3.674 |
| Range |
0.104 |
0.102 |
-0.002 |
-1.9% |
0.185 |
| ATR |
0.126 |
0.125 |
-0.001 |
-0.7% |
0.000 |
| Volume |
89,982 |
124,163 |
34,181 |
38.0% |
576,042 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
4.020 |
3.835 |
|
| R3 |
3.955 |
3.918 |
3.807 |
|
| R2 |
3.853 |
3.853 |
3.798 |
|
| R1 |
3.816 |
3.816 |
3.788 |
3.835 |
| PP |
3.751 |
3.751 |
3.751 |
3.760 |
| S1 |
3.714 |
3.714 |
3.770 |
3.733 |
| S2 |
3.649 |
3.649 |
3.760 |
|
| S3 |
3.547 |
3.612 |
3.751 |
|
| S4 |
3.445 |
3.510 |
3.723 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.137 |
3.776 |
|
| R3 |
4.046 |
3.952 |
3.725 |
|
| R2 |
3.861 |
3.861 |
3.708 |
|
| R1 |
3.767 |
3.767 |
3.691 |
3.814 |
| PP |
3.676 |
3.676 |
3.676 |
3.699 |
| S1 |
3.582 |
3.582 |
3.657 |
3.629 |
| S2 |
3.491 |
3.491 |
3.640 |
|
| S3 |
3.306 |
3.397 |
3.623 |
|
| S4 |
3.121 |
3.212 |
3.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.788 |
3.584 |
0.204 |
5.4% |
0.103 |
2.7% |
96% |
True |
False |
114,626 |
| 10 |
3.822 |
3.520 |
0.302 |
8.0% |
0.132 |
3.5% |
86% |
False |
False |
124,128 |
| 20 |
3.822 |
3.165 |
0.657 |
17.4% |
0.139 |
3.7% |
93% |
False |
False |
128,410 |
| 40 |
3.822 |
2.924 |
0.898 |
23.8% |
0.115 |
3.0% |
95% |
False |
False |
88,603 |
| 60 |
3.822 |
2.869 |
0.953 |
25.2% |
0.100 |
2.7% |
95% |
False |
False |
67,157 |
| 80 |
3.822 |
2.647 |
1.175 |
31.1% |
0.091 |
2.4% |
96% |
False |
False |
54,367 |
| 100 |
3.822 |
2.605 |
1.217 |
32.2% |
0.088 |
2.3% |
96% |
False |
False |
45,698 |
| 120 |
3.822 |
2.605 |
1.217 |
32.2% |
0.089 |
2.4% |
96% |
False |
False |
40,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.222 |
|
2.618 |
4.055 |
|
1.618 |
3.953 |
|
1.000 |
3.890 |
|
0.618 |
3.851 |
|
HIGH |
3.788 |
|
0.618 |
3.749 |
|
0.500 |
3.737 |
|
0.382 |
3.725 |
|
LOW |
3.686 |
|
0.618 |
3.623 |
|
1.000 |
3.584 |
|
1.618 |
3.521 |
|
2.618 |
3.419 |
|
4.250 |
3.253 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.765 |
3.748 |
| PP |
3.751 |
3.717 |
| S1 |
3.737 |
3.686 |
|