NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.863 |
3.862 |
-0.001 |
0.0% |
3.846 |
| High |
3.951 |
3.953 |
0.002 |
0.1% |
3.988 |
| Low |
3.833 |
3.838 |
0.005 |
0.1% |
3.734 |
| Close |
3.851 |
3.945 |
0.094 |
2.4% |
3.851 |
| Range |
0.118 |
0.115 |
-0.003 |
-2.5% |
0.254 |
| ATR |
0.137 |
0.136 |
-0.002 |
-1.2% |
0.000 |
| Volume |
108,518 |
85,497 |
-23,021 |
-21.2% |
558,681 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.257 |
4.216 |
4.008 |
|
| R3 |
4.142 |
4.101 |
3.977 |
|
| R2 |
4.027 |
4.027 |
3.966 |
|
| R1 |
3.986 |
3.986 |
3.956 |
4.007 |
| PP |
3.912 |
3.912 |
3.912 |
3.922 |
| S1 |
3.871 |
3.871 |
3.934 |
3.892 |
| S2 |
3.797 |
3.797 |
3.924 |
|
| S3 |
3.682 |
3.756 |
3.913 |
|
| S4 |
3.567 |
3.641 |
3.882 |
|
|
| 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 |
3.954 |
3.734 |
0.220 |
5.6% |
0.123 |
3.1% |
96% |
False |
False |
108,501 |
| 10 |
4.129 |
3.734 |
0.395 |
10.0% |
0.132 |
3.4% |
53% |
False |
False |
127,359 |
| 20 |
4.205 |
3.734 |
0.471 |
11.9% |
0.143 |
3.6% |
45% |
False |
False |
133,366 |
| 40 |
4.205 |
3.486 |
0.719 |
18.2% |
0.142 |
3.6% |
64% |
False |
False |
103,544 |
| 60 |
4.205 |
2.971 |
1.234 |
31.3% |
0.127 |
3.2% |
79% |
False |
False |
82,809 |
| 80 |
4.205 |
2.922 |
1.283 |
32.5% |
0.112 |
2.8% |
80% |
False |
False |
67,733 |
| 100 |
4.205 |
2.639 |
1.566 |
39.7% |
0.102 |
2.6% |
83% |
False |
False |
57,464 |
| 120 |
4.205 |
2.594 |
1.611 |
40.8% |
0.097 |
2.5% |
84% |
False |
False |
49,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.442 |
|
2.618 |
4.254 |
|
1.618 |
4.139 |
|
1.000 |
4.068 |
|
0.618 |
4.024 |
|
HIGH |
3.953 |
|
0.618 |
3.909 |
|
0.500 |
3.896 |
|
0.382 |
3.882 |
|
LOW |
3.838 |
|
0.618 |
3.767 |
|
1.000 |
3.723 |
|
1.618 |
3.652 |
|
2.618 |
3.537 |
|
4.250 |
3.349 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.929 |
3.911 |
| PP |
3.912 |
3.877 |
| S1 |
3.896 |
3.844 |
|