NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
4.075 |
0.075 |
1.9% |
3.687 |
| High |
4.165 |
4.094 |
-0.071 |
-1.7% |
4.051 |
| Low |
3.990 |
3.907 |
-0.083 |
-2.1% |
3.669 |
| Close |
4.082 |
3.942 |
-0.140 |
-3.4% |
4.042 |
| Range |
0.175 |
0.187 |
0.012 |
6.9% |
0.382 |
| ATR |
0.125 |
0.130 |
0.004 |
3.5% |
0.000 |
| Volume |
138,934 |
145,924 |
6,990 |
5.0% |
438,664 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.542 |
4.429 |
4.045 |
|
| R3 |
4.355 |
4.242 |
3.993 |
|
| R2 |
4.168 |
4.168 |
3.976 |
|
| R1 |
4.055 |
4.055 |
3.959 |
4.018 |
| PP |
3.981 |
3.981 |
3.981 |
3.963 |
| S1 |
3.868 |
3.868 |
3.925 |
3.831 |
| S2 |
3.794 |
3.794 |
3.908 |
|
| S3 |
3.607 |
3.681 |
3.891 |
|
| S4 |
3.420 |
3.494 |
3.839 |
|
|
| 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 |
3.856 |
0.309 |
7.8% |
0.132 |
3.4% |
28% |
False |
False |
113,068 |
| 10 |
4.165 |
3.572 |
0.593 |
15.0% |
0.125 |
3.2% |
62% |
False |
False |
91,764 |
| 20 |
4.165 |
3.495 |
0.670 |
17.0% |
0.143 |
3.6% |
67% |
False |
False |
78,074 |
| 40 |
4.165 |
3.025 |
1.140 |
28.9% |
0.121 |
3.1% |
80% |
False |
False |
60,593 |
| 60 |
4.165 |
2.922 |
1.243 |
31.5% |
0.104 |
2.6% |
82% |
False |
False |
47,868 |
| 80 |
4.165 |
2.639 |
1.526 |
38.7% |
0.094 |
2.4% |
85% |
False |
False |
40,144 |
| 100 |
4.165 |
2.594 |
1.571 |
39.9% |
0.089 |
2.3% |
86% |
False |
False |
34,140 |
| 120 |
4.165 |
2.594 |
1.571 |
39.9% |
0.089 |
2.3% |
86% |
False |
False |
31,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.889 |
|
2.618 |
4.584 |
|
1.618 |
4.397 |
|
1.000 |
4.281 |
|
0.618 |
4.210 |
|
HIGH |
4.094 |
|
0.618 |
4.023 |
|
0.500 |
4.001 |
|
0.382 |
3.978 |
|
LOW |
3.907 |
|
0.618 |
3.791 |
|
1.000 |
3.720 |
|
1.618 |
3.604 |
|
2.618 |
3.417 |
|
4.250 |
3.112 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.001 |
4.036 |
| PP |
3.981 |
4.005 |
| S1 |
3.962 |
3.973 |
|