NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.826 |
3.863 |
0.037 |
1.0% |
3.846 |
| High |
3.881 |
3.951 |
0.070 |
1.8% |
3.988 |
| Low |
3.734 |
3.833 |
0.099 |
2.7% |
3.734 |
| Close |
3.830 |
3.851 |
0.021 |
0.5% |
3.851 |
| Range |
0.147 |
0.118 |
-0.029 |
-19.7% |
0.254 |
| ATR |
0.138 |
0.137 |
-0.001 |
-0.9% |
0.000 |
| Volume |
121,756 |
108,518 |
-13,238 |
-10.9% |
558,681 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.232 |
4.160 |
3.916 |
|
| R3 |
4.114 |
4.042 |
3.883 |
|
| R2 |
3.996 |
3.996 |
3.873 |
|
| R1 |
3.924 |
3.924 |
3.862 |
3.901 |
| PP |
3.878 |
3.878 |
3.878 |
3.867 |
| S1 |
3.806 |
3.806 |
3.840 |
3.783 |
| S2 |
3.760 |
3.760 |
3.829 |
|
| S3 |
3.642 |
3.688 |
3.819 |
|
| S4 |
3.524 |
3.570 |
3.786 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.620 |
4.489 |
3.991 |
|
| R3 |
4.366 |
4.235 |
3.921 |
|
| R2 |
4.112 |
4.112 |
3.898 |
|
| R1 |
3.981 |
3.981 |
3.874 |
4.047 |
| PP |
3.858 |
3.858 |
3.858 |
3.890 |
| S1 |
3.727 |
3.727 |
3.828 |
3.793 |
| S2 |
3.604 |
3.604 |
3.804 |
|
| S3 |
3.350 |
3.473 |
3.781 |
|
| S4 |
3.096 |
3.219 |
3.711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.988 |
3.734 |
0.254 |
6.6% |
0.135 |
3.5% |
46% |
False |
False |
111,736 |
| 10 |
4.185 |
3.734 |
0.451 |
11.7% |
0.139 |
3.6% |
26% |
False |
False |
136,809 |
| 20 |
4.205 |
3.734 |
0.471 |
12.2% |
0.146 |
3.8% |
25% |
False |
False |
136,038 |
| 40 |
4.205 |
3.408 |
0.797 |
20.7% |
0.142 |
3.7% |
56% |
False |
False |
102,928 |
| 60 |
4.205 |
2.936 |
1.269 |
33.0% |
0.126 |
3.3% |
72% |
False |
False |
81,805 |
| 80 |
4.205 |
2.922 |
1.283 |
33.3% |
0.112 |
2.9% |
72% |
False |
False |
66,931 |
| 100 |
4.205 |
2.639 |
1.566 |
40.7% |
0.102 |
2.6% |
77% |
False |
False |
56,717 |
| 120 |
4.205 |
2.594 |
1.611 |
41.8% |
0.097 |
2.5% |
78% |
False |
False |
48,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.453 |
|
2.618 |
4.260 |
|
1.618 |
4.142 |
|
1.000 |
4.069 |
|
0.618 |
4.024 |
|
HIGH |
3.951 |
|
0.618 |
3.906 |
|
0.500 |
3.892 |
|
0.382 |
3.878 |
|
LOW |
3.833 |
|
0.618 |
3.760 |
|
1.000 |
3.715 |
|
1.618 |
3.642 |
|
2.618 |
3.524 |
|
4.250 |
3.332 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.892 |
3.848 |
| PP |
3.878 |
3.845 |
| S1 |
3.865 |
3.843 |
|