NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
4.000 |
0.020 |
0.5% |
3.687 |
| High |
4.051 |
4.165 |
0.114 |
2.8% |
4.051 |
| Low |
3.955 |
3.990 |
0.035 |
0.9% |
3.669 |
| Close |
4.042 |
4.082 |
0.040 |
1.0% |
4.042 |
| Range |
0.096 |
0.175 |
0.079 |
82.3% |
0.382 |
| ATR |
0.122 |
0.125 |
0.004 |
3.1% |
0.000 |
| Volume |
97,974 |
138,934 |
40,960 |
41.8% |
438,664 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.604 |
4.518 |
4.178 |
|
| R3 |
4.429 |
4.343 |
4.130 |
|
| R2 |
4.254 |
4.254 |
4.114 |
|
| R1 |
4.168 |
4.168 |
4.098 |
4.211 |
| PP |
4.079 |
4.079 |
4.079 |
4.101 |
| S1 |
3.993 |
3.993 |
4.066 |
4.036 |
| S2 |
3.904 |
3.904 |
4.050 |
|
| S3 |
3.729 |
3.818 |
4.034 |
|
| S4 |
3.554 |
3.643 |
3.986 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.067 |
4.936 |
4.252 |
|
| R3 |
4.685 |
4.554 |
4.147 |
|
| R2 |
4.303 |
4.303 |
4.112 |
|
| R1 |
4.172 |
4.172 |
4.077 |
4.238 |
| PP |
3.921 |
3.921 |
3.921 |
3.953 |
| S1 |
3.790 |
3.790 |
4.007 |
3.856 |
| S2 |
3.539 |
3.539 |
3.972 |
|
| S3 |
3.157 |
3.408 |
3.937 |
|
| S4 |
2.775 |
3.026 |
3.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.165 |
3.716 |
0.449 |
11.0% |
0.133 |
3.3% |
82% |
True |
False |
100,767 |
| 10 |
4.165 |
3.572 |
0.593 |
14.5% |
0.116 |
2.8% |
86% |
True |
False |
82,959 |
| 20 |
4.165 |
3.486 |
0.679 |
16.6% |
0.141 |
3.5% |
88% |
True |
False |
73,722 |
| 40 |
4.165 |
2.971 |
1.194 |
29.3% |
0.118 |
2.9% |
93% |
True |
False |
57,530 |
| 60 |
4.165 |
2.922 |
1.243 |
30.5% |
0.102 |
2.5% |
93% |
True |
False |
45,855 |
| 80 |
4.165 |
2.639 |
1.526 |
37.4% |
0.092 |
2.3% |
95% |
True |
False |
38,488 |
| 100 |
4.165 |
2.594 |
1.571 |
38.5% |
0.088 |
2.2% |
95% |
True |
False |
32,811 |
| 120 |
4.165 |
2.594 |
1.571 |
38.5% |
0.088 |
2.2% |
95% |
True |
False |
30,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.909 |
|
2.618 |
4.623 |
|
1.618 |
4.448 |
|
1.000 |
4.340 |
|
0.618 |
4.273 |
|
HIGH |
4.165 |
|
0.618 |
4.098 |
|
0.500 |
4.078 |
|
0.382 |
4.057 |
|
LOW |
3.990 |
|
0.618 |
3.882 |
|
1.000 |
3.815 |
|
1.618 |
3.707 |
|
2.618 |
3.532 |
|
4.250 |
3.246 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.081 |
4.058 |
| PP |
4.079 |
4.034 |
| S1 |
4.078 |
4.011 |
|