NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.703 |
3.772 |
0.069 |
1.9% |
3.673 |
| High |
3.788 |
3.934 |
0.146 |
3.9% |
3.769 |
| Low |
3.686 |
3.740 |
0.054 |
1.5% |
3.584 |
| Close |
3.779 |
3.876 |
0.097 |
2.6% |
3.674 |
| Range |
0.102 |
0.194 |
0.092 |
90.2% |
0.185 |
| ATR |
0.125 |
0.130 |
0.005 |
3.9% |
0.000 |
| Volume |
124,163 |
118,404 |
-5,759 |
-4.6% |
576,042 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.432 |
4.348 |
3.983 |
|
| R3 |
4.238 |
4.154 |
3.929 |
|
| R2 |
4.044 |
4.044 |
3.912 |
|
| R1 |
3.960 |
3.960 |
3.894 |
4.002 |
| PP |
3.850 |
3.850 |
3.850 |
3.871 |
| S1 |
3.766 |
3.766 |
3.858 |
3.808 |
| S2 |
3.656 |
3.656 |
3.840 |
|
| S3 |
3.462 |
3.572 |
3.823 |
|
| S4 |
3.268 |
3.378 |
3.769 |
|
|
| 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 |
3.934 |
3.584 |
0.350 |
9.0% |
0.122 |
3.2% |
83% |
True |
False |
117,499 |
| 10 |
3.934 |
3.520 |
0.414 |
10.7% |
0.130 |
3.4% |
86% |
True |
False |
120,745 |
| 20 |
3.934 |
3.212 |
0.722 |
18.6% |
0.145 |
3.7% |
92% |
True |
False |
130,986 |
| 40 |
3.934 |
2.924 |
1.010 |
26.1% |
0.117 |
3.0% |
94% |
True |
False |
90,958 |
| 60 |
3.934 |
2.869 |
1.065 |
27.5% |
0.103 |
2.7% |
95% |
True |
False |
68,901 |
| 80 |
3.934 |
2.647 |
1.287 |
33.2% |
0.092 |
2.4% |
95% |
True |
False |
55,703 |
| 100 |
3.934 |
2.605 |
1.329 |
34.3% |
0.089 |
2.3% |
96% |
True |
False |
46,739 |
| 120 |
3.934 |
2.605 |
1.329 |
34.3% |
0.090 |
2.3% |
96% |
True |
False |
41,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.759 |
|
2.618 |
4.442 |
|
1.618 |
4.248 |
|
1.000 |
4.128 |
|
0.618 |
4.054 |
|
HIGH |
3.934 |
|
0.618 |
3.860 |
|
0.500 |
3.837 |
|
0.382 |
3.814 |
|
LOW |
3.740 |
|
0.618 |
3.620 |
|
1.000 |
3.546 |
|
1.618 |
3.426 |
|
2.618 |
3.232 |
|
4.250 |
2.916 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.863 |
3.837 |
| PP |
3.850 |
3.798 |
| S1 |
3.837 |
3.759 |
|