NYMEX Natural Gas Future September 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 |
3.687 |
3.745 |
0.058 |
1.6% |
3.657 |
| High |
3.762 |
3.908 |
0.146 |
3.9% |
3.751 |
| Low |
3.669 |
3.716 |
0.047 |
1.3% |
3.572 |
| Close |
3.754 |
3.852 |
0.098 |
2.6% |
3.658 |
| Range |
0.093 |
0.192 |
0.099 |
106.5% |
0.179 |
| ATR |
0.121 |
0.126 |
0.005 |
4.2% |
0.000 |
| Volume |
73,761 |
84,421 |
10,660 |
14.5% |
314,055 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.319 |
3.958 |
|
| R3 |
4.209 |
4.127 |
3.905 |
|
| R2 |
4.017 |
4.017 |
3.887 |
|
| R1 |
3.935 |
3.935 |
3.870 |
3.976 |
| PP |
3.825 |
3.825 |
3.825 |
3.846 |
| S1 |
3.743 |
3.743 |
3.834 |
3.784 |
| S2 |
3.633 |
3.633 |
3.817 |
|
| S3 |
3.441 |
3.551 |
3.799 |
|
| S4 |
3.249 |
3.359 |
3.746 |
|
|
| 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 |
3.908 |
3.572 |
0.336 |
8.7% |
0.118 |
3.1% |
83% |
True |
False |
70,461 |
| 10 |
3.908 |
3.495 |
0.413 |
10.7% |
0.126 |
3.3% |
86% |
True |
False |
66,278 |
| 20 |
3.908 |
3.199 |
0.709 |
18.4% |
0.140 |
3.6% |
92% |
True |
False |
61,080 |
| 40 |
3.908 |
2.922 |
0.986 |
25.6% |
0.113 |
2.9% |
94% |
True |
False |
49,523 |
| 60 |
3.908 |
2.859 |
1.049 |
27.2% |
0.099 |
2.6% |
95% |
True |
False |
40,141 |
| 80 |
3.908 |
2.639 |
1.269 |
32.9% |
0.089 |
2.3% |
96% |
True |
False |
33,700 |
| 100 |
3.908 |
2.594 |
1.314 |
34.1% |
0.086 |
2.2% |
96% |
True |
False |
29,067 |
| 120 |
3.908 |
2.594 |
1.314 |
34.1% |
0.087 |
2.3% |
96% |
True |
False |
27,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.724 |
|
2.618 |
4.411 |
|
1.618 |
4.219 |
|
1.000 |
4.100 |
|
0.618 |
4.027 |
|
HIGH |
3.908 |
|
0.618 |
3.835 |
|
0.500 |
3.812 |
|
0.382 |
3.789 |
|
LOW |
3.716 |
|
0.618 |
3.597 |
|
1.000 |
3.524 |
|
1.618 |
3.405 |
|
2.618 |
3.213 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.839 |
3.815 |
| PP |
3.825 |
3.777 |
| S1 |
3.812 |
3.740 |
|