NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.657 |
3.729 |
0.072 |
2.0% |
3.668 |
| High |
3.743 |
3.751 |
0.008 |
0.2% |
3.789 |
| Low |
3.608 |
3.658 |
0.050 |
1.4% |
3.495 |
| Close |
3.732 |
3.682 |
-0.050 |
-1.3% |
3.657 |
| Range |
0.135 |
0.093 |
-0.042 |
-31.1% |
0.294 |
| ATR |
0.130 |
0.127 |
-0.003 |
-2.0% |
0.000 |
| Volume |
62,054 |
57,874 |
-4,180 |
-6.7% |
252,704 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.976 |
3.922 |
3.733 |
|
| R3 |
3.883 |
3.829 |
3.708 |
|
| R2 |
3.790 |
3.790 |
3.699 |
|
| R1 |
3.736 |
3.736 |
3.691 |
3.717 |
| PP |
3.697 |
3.697 |
3.697 |
3.687 |
| S1 |
3.643 |
3.643 |
3.673 |
3.624 |
| S2 |
3.604 |
3.604 |
3.665 |
|
| S3 |
3.511 |
3.550 |
3.656 |
|
| S4 |
3.418 |
3.457 |
3.631 |
|
|
| 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 |
3.751 |
3.495 |
0.256 |
7.0% |
0.133 |
3.6% |
73% |
True |
False |
62,095 |
| 10 |
3.789 |
3.495 |
0.294 |
8.0% |
0.161 |
4.4% |
64% |
False |
False |
64,385 |
| 20 |
3.789 |
3.154 |
0.635 |
17.2% |
0.134 |
3.6% |
83% |
False |
False |
50,513 |
| 40 |
3.789 |
2.922 |
0.867 |
23.5% |
0.110 |
3.0% |
88% |
False |
False |
43,936 |
| 60 |
3.789 |
2.830 |
0.959 |
26.0% |
0.094 |
2.5% |
89% |
False |
False |
35,388 |
| 80 |
3.789 |
2.619 |
1.170 |
31.8% |
0.086 |
2.3% |
91% |
False |
False |
29,718 |
| 100 |
3.789 |
2.594 |
1.195 |
32.5% |
0.084 |
2.3% |
91% |
False |
False |
26,251 |
| 120 |
3.789 |
2.594 |
1.195 |
32.5% |
0.085 |
2.3% |
91% |
False |
False |
24,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
3.994 |
|
1.618 |
3.901 |
|
1.000 |
3.844 |
|
0.618 |
3.808 |
|
HIGH |
3.751 |
|
0.618 |
3.715 |
|
0.500 |
3.705 |
|
0.382 |
3.694 |
|
LOW |
3.658 |
|
0.618 |
3.601 |
|
1.000 |
3.565 |
|
1.618 |
3.508 |
|
2.618 |
3.415 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.705 |
3.681 |
| PP |
3.697 |
3.680 |
| S1 |
3.690 |
3.680 |
|