NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.745 |
3.900 |
0.155 |
4.1% |
3.657 |
| High |
3.908 |
3.943 |
0.035 |
0.9% |
3.751 |
| Low |
3.716 |
3.870 |
0.154 |
4.1% |
3.572 |
| Close |
3.852 |
3.938 |
0.086 |
2.2% |
3.658 |
| Range |
0.192 |
0.073 |
-0.119 |
-62.0% |
0.179 |
| ATR |
0.126 |
0.123 |
-0.002 |
-2.0% |
0.000 |
| Volume |
84,421 |
88,037 |
3,616 |
4.3% |
314,055 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.136 |
4.110 |
3.978 |
|
| R3 |
4.063 |
4.037 |
3.958 |
|
| R2 |
3.990 |
3.990 |
3.951 |
|
| R1 |
3.964 |
3.964 |
3.945 |
3.977 |
| PP |
3.917 |
3.917 |
3.917 |
3.924 |
| S1 |
3.891 |
3.891 |
3.931 |
3.904 |
| S2 |
3.844 |
3.844 |
3.925 |
|
| S3 |
3.771 |
3.818 |
3.918 |
|
| S4 |
3.698 |
3.745 |
3.898 |
|
|
| 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 |
3.943 |
3.572 |
0.371 |
9.4% |
0.107 |
2.7% |
99% |
True |
False |
72,393 |
| 10 |
3.943 |
3.524 |
0.419 |
10.6% |
0.115 |
2.9% |
99% |
True |
False |
69,774 |
| 20 |
3.943 |
3.258 |
0.685 |
17.4% |
0.139 |
3.5% |
99% |
True |
False |
64,343 |
| 40 |
3.943 |
2.936 |
1.007 |
25.6% |
0.114 |
2.9% |
100% |
True |
False |
51,164 |
| 60 |
3.943 |
2.922 |
1.021 |
25.9% |
0.099 |
2.5% |
100% |
True |
False |
41,414 |
| 80 |
3.943 |
2.639 |
1.304 |
33.1% |
0.089 |
2.3% |
100% |
True |
False |
34,714 |
| 100 |
3.943 |
2.594 |
1.349 |
34.3% |
0.086 |
2.2% |
100% |
True |
False |
29,738 |
| 120 |
3.943 |
2.594 |
1.349 |
34.3% |
0.087 |
2.2% |
100% |
True |
False |
27,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.253 |
|
2.618 |
4.134 |
|
1.618 |
4.061 |
|
1.000 |
4.016 |
|
0.618 |
3.988 |
|
HIGH |
3.943 |
|
0.618 |
3.915 |
|
0.500 |
3.907 |
|
0.382 |
3.898 |
|
LOW |
3.870 |
|
0.618 |
3.825 |
|
1.000 |
3.797 |
|
1.618 |
3.752 |
|
2.618 |
3.679 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.894 |
| PP |
3.917 |
3.850 |
| S1 |
3.907 |
3.806 |
|