NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.110 |
4.057 |
-0.053 |
-1.3% |
3.973 |
| High |
4.129 |
4.067 |
-0.062 |
-1.5% |
4.205 |
| Low |
3.979 |
3.900 |
-0.079 |
-2.0% |
3.915 |
| Close |
4.059 |
3.933 |
-0.126 |
-3.1% |
4.140 |
| Range |
0.150 |
0.167 |
0.017 |
11.3% |
0.290 |
| ATR |
0.139 |
0.141 |
0.002 |
1.4% |
0.000 |
| Volume |
161,899 |
186,993 |
25,094 |
15.5% |
652,778 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.468 |
4.367 |
4.025 |
|
| R3 |
4.301 |
4.200 |
3.979 |
|
| R2 |
4.134 |
4.134 |
3.964 |
|
| R1 |
4.033 |
4.033 |
3.948 |
4.000 |
| PP |
3.967 |
3.967 |
3.967 |
3.950 |
| S1 |
3.866 |
3.866 |
3.918 |
3.833 |
| S2 |
3.800 |
3.800 |
3.902 |
|
| S3 |
3.633 |
3.699 |
3.887 |
|
| S4 |
3.466 |
3.532 |
3.841 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.957 |
4.838 |
4.300 |
|
| R3 |
4.667 |
4.548 |
4.220 |
|
| R2 |
4.377 |
4.377 |
4.193 |
|
| R1 |
4.258 |
4.258 |
4.167 |
4.318 |
| PP |
4.087 |
4.087 |
4.087 |
4.116 |
| S1 |
3.968 |
3.968 |
4.113 |
4.028 |
| S2 |
3.797 |
3.797 |
4.087 |
|
| S3 |
3.507 |
3.678 |
4.060 |
|
| S4 |
3.217 |
3.388 |
3.981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.191 |
3.900 |
0.291 |
7.4% |
0.141 |
3.6% |
11% |
False |
True |
167,911 |
| 10 |
4.205 |
3.855 |
0.350 |
8.9% |
0.142 |
3.6% |
22% |
False |
False |
150,104 |
| 20 |
4.205 |
3.572 |
0.633 |
16.1% |
0.141 |
3.6% |
57% |
False |
False |
126,454 |
| 40 |
4.205 |
3.154 |
1.051 |
26.7% |
0.137 |
3.5% |
74% |
False |
False |
90,593 |
| 60 |
4.205 |
2.922 |
1.283 |
32.6% |
0.120 |
3.0% |
79% |
False |
False |
72,841 |
| 80 |
4.205 |
2.830 |
1.375 |
35.0% |
0.107 |
2.7% |
80% |
False |
False |
59,524 |
| 100 |
4.205 |
2.639 |
1.566 |
39.8% |
0.097 |
2.5% |
83% |
False |
False |
50,361 |
| 120 |
4.205 |
2.594 |
1.611 |
41.0% |
0.094 |
2.4% |
83% |
False |
False |
43,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.777 |
|
2.618 |
4.504 |
|
1.618 |
4.337 |
|
1.000 |
4.234 |
|
0.618 |
4.170 |
|
HIGH |
4.067 |
|
0.618 |
4.003 |
|
0.500 |
3.984 |
|
0.382 |
3.964 |
|
LOW |
3.900 |
|
0.618 |
3.797 |
|
1.000 |
3.733 |
|
1.618 |
3.630 |
|
2.618 |
3.463 |
|
4.250 |
3.190 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.984 |
4.015 |
| PP |
3.967 |
3.987 |
| S1 |
3.950 |
3.960 |
|