NYMEX Natural Gas Future September 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 |
3.663 |
3.657 |
-0.006 |
-0.2% |
3.668 |
| High |
3.720 |
3.743 |
0.023 |
0.6% |
3.789 |
| Low |
3.639 |
3.608 |
-0.031 |
-0.9% |
3.495 |
| Close |
3.657 |
3.732 |
0.075 |
2.1% |
3.657 |
| Range |
0.081 |
0.135 |
0.054 |
66.7% |
0.294 |
| ATR |
0.129 |
0.130 |
0.000 |
0.3% |
0.000 |
| Volume |
59,815 |
62,054 |
2,239 |
3.7% |
252,704 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.099 |
4.051 |
3.806 |
|
| R3 |
3.964 |
3.916 |
3.769 |
|
| R2 |
3.829 |
3.829 |
3.757 |
|
| R1 |
3.781 |
3.781 |
3.744 |
3.805 |
| PP |
3.694 |
3.694 |
3.694 |
3.707 |
| S1 |
3.646 |
3.646 |
3.720 |
3.670 |
| S2 |
3.559 |
3.559 |
3.707 |
|
| S3 |
3.424 |
3.511 |
3.695 |
|
| S4 |
3.289 |
3.376 |
3.658 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.529 |
4.387 |
3.819 |
|
| R3 |
4.235 |
4.093 |
3.738 |
|
| R2 |
3.941 |
3.941 |
3.711 |
|
| R1 |
3.799 |
3.799 |
3.684 |
3.723 |
| PP |
3.647 |
3.647 |
3.647 |
3.609 |
| S1 |
3.505 |
3.505 |
3.630 |
3.429 |
| S2 |
3.353 |
3.353 |
3.603 |
|
| S3 |
3.059 |
3.211 |
3.576 |
|
| S4 |
2.765 |
2.917 |
3.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.789 |
3.495 |
0.294 |
7.9% |
0.156 |
4.2% |
81% |
False |
False |
62,951 |
| 10 |
3.789 |
3.486 |
0.303 |
8.1% |
0.166 |
4.4% |
81% |
False |
False |
64,484 |
| 20 |
3.789 |
3.154 |
0.635 |
17.0% |
0.134 |
3.6% |
91% |
False |
False |
49,131 |
| 40 |
3.789 |
2.922 |
0.867 |
23.2% |
0.109 |
2.9% |
93% |
False |
False |
42,890 |
| 60 |
3.789 |
2.818 |
0.971 |
26.0% |
0.093 |
2.5% |
94% |
False |
False |
34,667 |
| 80 |
3.789 |
2.594 |
1.195 |
32.0% |
0.086 |
2.3% |
95% |
False |
False |
29,122 |
| 100 |
3.789 |
2.594 |
1.195 |
32.0% |
0.084 |
2.3% |
95% |
False |
False |
25,849 |
| 120 |
3.789 |
2.594 |
1.195 |
32.0% |
0.085 |
2.3% |
95% |
False |
False |
24,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.317 |
|
2.618 |
4.096 |
|
1.618 |
3.961 |
|
1.000 |
3.878 |
|
0.618 |
3.826 |
|
HIGH |
3.743 |
|
0.618 |
3.691 |
|
0.500 |
3.676 |
|
0.382 |
3.660 |
|
LOW |
3.608 |
|
0.618 |
3.525 |
|
1.000 |
3.473 |
|
1.618 |
3.390 |
|
2.618 |
3.255 |
|
4.250 |
3.034 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.713 |
3.699 |
| PP |
3.694 |
3.666 |
| S1 |
3.676 |
3.634 |
|