NYMEX Natural Gas Future September 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 |
3.608 |
3.687 |
0.079 |
2.2% |
3.657 |
| High |
3.669 |
3.762 |
0.093 |
2.5% |
3.751 |
| Low |
3.572 |
3.669 |
0.097 |
2.7% |
3.572 |
| Close |
3.658 |
3.754 |
0.096 |
2.6% |
3.658 |
| Range |
0.097 |
0.093 |
-0.004 |
-4.1% |
0.179 |
| ATR |
0.122 |
0.121 |
-0.001 |
-1.0% |
0.000 |
| Volume |
51,346 |
73,761 |
22,415 |
43.7% |
314,055 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.007 |
3.974 |
3.805 |
|
| R3 |
3.914 |
3.881 |
3.780 |
|
| R2 |
3.821 |
3.821 |
3.771 |
|
| R1 |
3.788 |
3.788 |
3.763 |
3.805 |
| PP |
3.728 |
3.728 |
3.728 |
3.737 |
| S1 |
3.695 |
3.695 |
3.745 |
3.712 |
| S2 |
3.635 |
3.635 |
3.737 |
|
| S3 |
3.542 |
3.602 |
3.728 |
|
| S4 |
3.449 |
3.509 |
3.703 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.107 |
3.756 |
|
| R3 |
4.018 |
3.928 |
3.707 |
|
| R2 |
3.839 |
3.839 |
3.691 |
|
| R1 |
3.749 |
3.749 |
3.674 |
3.794 |
| PP |
3.660 |
3.660 |
3.660 |
3.683 |
| S1 |
3.570 |
3.570 |
3.642 |
3.615 |
| S2 |
3.481 |
3.481 |
3.625 |
|
| S3 |
3.302 |
3.391 |
3.609 |
|
| S4 |
3.123 |
3.212 |
3.560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.762 |
3.572 |
0.190 |
5.1% |
0.098 |
2.6% |
96% |
True |
False |
65,152 |
| 10 |
3.789 |
3.495 |
0.294 |
7.8% |
0.127 |
3.4% |
88% |
False |
False |
64,052 |
| 20 |
3.789 |
3.154 |
0.635 |
16.9% |
0.134 |
3.6% |
94% |
False |
False |
58,014 |
| 40 |
3.789 |
2.922 |
0.867 |
23.1% |
0.111 |
2.9% |
96% |
False |
False |
48,039 |
| 60 |
3.789 |
2.859 |
0.930 |
24.8% |
0.096 |
2.6% |
96% |
False |
False |
38,913 |
| 80 |
3.789 |
2.639 |
1.150 |
30.6% |
0.088 |
2.3% |
97% |
False |
False |
32,745 |
| 100 |
3.789 |
2.594 |
1.195 |
31.8% |
0.085 |
2.3% |
97% |
False |
False |
28,362 |
| 120 |
3.789 |
2.594 |
1.195 |
31.8% |
0.086 |
2.3% |
97% |
False |
False |
26,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.157 |
|
2.618 |
4.005 |
|
1.618 |
3.912 |
|
1.000 |
3.855 |
|
0.618 |
3.819 |
|
HIGH |
3.762 |
|
0.618 |
3.726 |
|
0.500 |
3.716 |
|
0.382 |
3.705 |
|
LOW |
3.669 |
|
0.618 |
3.612 |
|
1.000 |
3.576 |
|
1.618 |
3.519 |
|
2.618 |
3.426 |
|
4.250 |
3.274 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.741 |
3.725 |
| PP |
3.728 |
3.696 |
| S1 |
3.716 |
3.667 |
|