NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.900 |
0.000 |
0.0% |
3.657 |
| High |
3.943 |
3.986 |
0.043 |
1.1% |
3.751 |
| Low |
3.870 |
3.856 |
-0.014 |
-0.4% |
3.572 |
| Close |
3.938 |
3.982 |
0.044 |
1.1% |
3.658 |
| Range |
0.073 |
0.130 |
0.057 |
78.1% |
0.179 |
| ATR |
0.123 |
0.124 |
0.000 |
0.4% |
0.000 |
| Volume |
88,037 |
94,471 |
6,434 |
7.3% |
314,055 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.331 |
4.287 |
4.054 |
|
| R3 |
4.201 |
4.157 |
4.018 |
|
| R2 |
4.071 |
4.071 |
4.006 |
|
| R1 |
4.027 |
4.027 |
3.994 |
4.049 |
| PP |
3.941 |
3.941 |
3.941 |
3.953 |
| S1 |
3.897 |
3.897 |
3.970 |
3.919 |
| S2 |
3.811 |
3.811 |
3.958 |
|
| S3 |
3.681 |
3.767 |
3.946 |
|
| S4 |
3.551 |
3.637 |
3.911 |
|
|
| 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 |
3.986 |
3.572 |
0.414 |
10.4% |
0.117 |
2.9% |
99% |
True |
False |
78,407 |
| 10 |
3.986 |
3.572 |
0.414 |
10.4% |
0.110 |
2.8% |
99% |
True |
False |
71,456 |
| 20 |
3.986 |
3.300 |
0.686 |
17.2% |
0.139 |
3.5% |
99% |
True |
False |
67,178 |
| 40 |
3.986 |
2.936 |
1.050 |
26.4% |
0.116 |
2.9% |
100% |
True |
False |
53,065 |
| 60 |
3.986 |
2.922 |
1.064 |
26.7% |
0.100 |
2.5% |
100% |
True |
False |
42,610 |
| 80 |
3.986 |
2.639 |
1.347 |
33.8% |
0.090 |
2.3% |
100% |
True |
False |
35,751 |
| 100 |
3.986 |
2.594 |
1.392 |
35.0% |
0.087 |
2.2% |
100% |
True |
False |
30,602 |
| 120 |
3.986 |
2.594 |
1.392 |
35.0% |
0.088 |
2.2% |
100% |
True |
False |
28,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.539 |
|
2.618 |
4.326 |
|
1.618 |
4.196 |
|
1.000 |
4.116 |
|
0.618 |
4.066 |
|
HIGH |
3.986 |
|
0.618 |
3.936 |
|
0.500 |
3.921 |
|
0.382 |
3.906 |
|
LOW |
3.856 |
|
0.618 |
3.776 |
|
1.000 |
3.726 |
|
1.618 |
3.646 |
|
2.618 |
3.516 |
|
4.250 |
3.304 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.938 |
| PP |
3.941 |
3.895 |
| S1 |
3.921 |
3.851 |
|