NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.862 |
3.929 |
0.067 |
1.7% |
3.846 |
| High |
3.953 |
3.970 |
0.017 |
0.4% |
3.988 |
| Low |
3.838 |
3.884 |
0.046 |
1.2% |
3.734 |
| Close |
3.945 |
3.896 |
-0.049 |
-1.2% |
3.851 |
| Range |
0.115 |
0.086 |
-0.029 |
-25.2% |
0.254 |
| ATR |
0.136 |
0.132 |
-0.004 |
-2.6% |
0.000 |
| Volume |
85,497 |
57,633 |
-27,864 |
-32.6% |
558,681 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.121 |
3.943 |
|
| R3 |
4.089 |
4.035 |
3.920 |
|
| R2 |
4.003 |
4.003 |
3.912 |
|
| R1 |
3.949 |
3.949 |
3.904 |
3.933 |
| PP |
3.917 |
3.917 |
3.917 |
3.909 |
| S1 |
3.863 |
3.863 |
3.888 |
3.847 |
| S2 |
3.831 |
3.831 |
3.880 |
|
| S3 |
3.745 |
3.777 |
3.872 |
|
| S4 |
3.659 |
3.691 |
3.849 |
|
|
| 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 |
3.970 |
3.734 |
0.236 |
6.1% |
0.110 |
2.8% |
69% |
True |
False |
93,783 |
| 10 |
4.129 |
3.734 |
0.395 |
10.1% |
0.130 |
3.3% |
41% |
False |
False |
117,371 |
| 20 |
4.205 |
3.734 |
0.471 |
12.1% |
0.138 |
3.5% |
34% |
False |
False |
128,952 |
| 40 |
4.205 |
3.495 |
0.710 |
18.2% |
0.140 |
3.6% |
56% |
False |
False |
103,513 |
| 60 |
4.205 |
3.025 |
1.180 |
30.3% |
0.127 |
3.3% |
74% |
False |
False |
83,379 |
| 80 |
4.205 |
2.922 |
1.283 |
32.9% |
0.113 |
2.9% |
76% |
False |
False |
68,139 |
| 100 |
4.205 |
2.639 |
1.566 |
40.2% |
0.103 |
2.6% |
80% |
False |
False |
57,906 |
| 120 |
4.205 |
2.594 |
1.611 |
41.4% |
0.097 |
2.5% |
81% |
False |
False |
49,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.336 |
|
2.618 |
4.195 |
|
1.618 |
4.109 |
|
1.000 |
4.056 |
|
0.618 |
4.023 |
|
HIGH |
3.970 |
|
0.618 |
3.937 |
|
0.500 |
3.927 |
|
0.382 |
3.917 |
|
LOW |
3.884 |
|
0.618 |
3.831 |
|
1.000 |
3.798 |
|
1.618 |
3.745 |
|
2.618 |
3.659 |
|
4.250 |
3.519 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.927 |
3.902 |
| PP |
3.917 |
3.900 |
| S1 |
3.906 |
3.898 |
|