NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.729 |
3.680 |
-0.049 |
-1.3% |
3.668 |
| High |
3.751 |
3.741 |
-0.010 |
-0.3% |
3.789 |
| Low |
3.658 |
3.611 |
-0.047 |
-1.3% |
3.495 |
| Close |
3.682 |
3.648 |
-0.034 |
-0.9% |
3.657 |
| Range |
0.093 |
0.130 |
0.037 |
39.8% |
0.294 |
| ATR |
0.127 |
0.127 |
0.000 |
0.2% |
0.000 |
| Volume |
57,874 |
78,377 |
20,503 |
35.4% |
252,704 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.982 |
3.720 |
|
| R3 |
3.927 |
3.852 |
3.684 |
|
| R2 |
3.797 |
3.797 |
3.672 |
|
| R1 |
3.722 |
3.722 |
3.660 |
3.695 |
| PP |
3.667 |
3.667 |
3.667 |
3.653 |
| S1 |
3.592 |
3.592 |
3.636 |
3.565 |
| S2 |
3.537 |
3.537 |
3.624 |
|
| S3 |
3.407 |
3.462 |
3.612 |
|
| S4 |
3.277 |
3.332 |
3.577 |
|
|
| 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 |
3.524 |
0.227 |
6.2% |
0.122 |
3.4% |
55% |
False |
False |
67,154 |
| 10 |
3.789 |
3.495 |
0.294 |
8.1% |
0.151 |
4.1% |
52% |
False |
False |
64,603 |
| 20 |
3.789 |
3.154 |
0.635 |
17.4% |
0.133 |
3.6% |
78% |
False |
False |
52,705 |
| 40 |
3.789 |
2.922 |
0.867 |
23.8% |
0.110 |
3.0% |
84% |
False |
False |
45,064 |
| 60 |
3.789 |
2.830 |
0.959 |
26.3% |
0.095 |
2.6% |
85% |
False |
False |
36,417 |
| 80 |
3.789 |
2.639 |
1.150 |
31.5% |
0.087 |
2.4% |
88% |
False |
False |
30,602 |
| 100 |
3.789 |
2.594 |
1.195 |
32.8% |
0.084 |
2.3% |
88% |
False |
False |
26,893 |
| 120 |
3.789 |
2.594 |
1.195 |
32.8% |
0.086 |
2.3% |
88% |
False |
False |
25,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.294 |
|
2.618 |
4.081 |
|
1.618 |
3.951 |
|
1.000 |
3.871 |
|
0.618 |
3.821 |
|
HIGH |
3.741 |
|
0.618 |
3.691 |
|
0.500 |
3.676 |
|
0.382 |
3.661 |
|
LOW |
3.611 |
|
0.618 |
3.531 |
|
1.000 |
3.481 |
|
1.618 |
3.401 |
|
2.618 |
3.271 |
|
4.250 |
3.059 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.676 |
3.680 |
| PP |
3.667 |
3.669 |
| S1 |
3.657 |
3.659 |
|