NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.662 |
3.660 |
-0.002 |
-0.1% |
3.662 |
| High |
3.717 |
3.742 |
0.025 |
0.7% |
3.776 |
| Low |
3.640 |
3.613 |
-0.027 |
-0.7% |
3.496 |
| Close |
3.660 |
3.732 |
0.072 |
2.0% |
3.660 |
| Range |
0.077 |
0.129 |
0.052 |
67.5% |
0.280 |
| ATR |
0.124 |
0.125 |
0.000 |
0.3% |
0.000 |
| Volume |
30,511 |
39,539 |
9,028 |
29.6% |
155,579 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.083 |
4.036 |
3.803 |
|
| R3 |
3.954 |
3.907 |
3.767 |
|
| R2 |
3.825 |
3.825 |
3.756 |
|
| R1 |
3.778 |
3.778 |
3.744 |
3.802 |
| PP |
3.696 |
3.696 |
3.696 |
3.707 |
| S1 |
3.649 |
3.649 |
3.720 |
3.673 |
| S2 |
3.567 |
3.567 |
3.708 |
|
| S3 |
3.438 |
3.520 |
3.697 |
|
| S4 |
3.309 |
3.391 |
3.661 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.484 |
4.352 |
3.814 |
|
| R3 |
4.204 |
4.072 |
3.737 |
|
| R2 |
3.924 |
3.924 |
3.711 |
|
| R1 |
3.792 |
3.792 |
3.686 |
3.718 |
| PP |
3.644 |
3.644 |
3.644 |
3.607 |
| S1 |
3.512 |
3.512 |
3.634 |
3.438 |
| S2 |
3.364 |
3.364 |
3.609 |
|
| S3 |
3.084 |
3.232 |
3.583 |
|
| S4 |
2.804 |
2.952 |
3.506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.776 |
3.496 |
0.280 |
7.5% |
0.149 |
4.0% |
84% |
False |
False |
39,023 |
| 10 |
3.784 |
3.492 |
0.292 |
7.8% |
0.159 |
4.3% |
82% |
False |
False |
47,728 |
| 20 |
3.784 |
3.171 |
0.613 |
16.4% |
0.129 |
3.4% |
92% |
False |
False |
38,756 |
| 40 |
3.784 |
2.945 |
0.839 |
22.5% |
0.105 |
2.8% |
94% |
False |
False |
35,613 |
| 60 |
3.784 |
2.835 |
0.949 |
25.4% |
0.090 |
2.4% |
95% |
False |
False |
31,046 |
| 80 |
3.784 |
2.608 |
1.176 |
31.5% |
0.084 |
2.2% |
96% |
False |
False |
28,109 |
| 100 |
3.784 |
2.608 |
1.176 |
31.5% |
0.082 |
2.2% |
96% |
False |
False |
27,482 |
| 120 |
3.784 |
2.608 |
1.176 |
31.5% |
0.083 |
2.2% |
96% |
False |
False |
28,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.290 |
|
2.618 |
4.080 |
|
1.618 |
3.951 |
|
1.000 |
3.871 |
|
0.618 |
3.822 |
|
HIGH |
3.742 |
|
0.618 |
3.693 |
|
0.500 |
3.678 |
|
0.382 |
3.662 |
|
LOW |
3.613 |
|
0.618 |
3.533 |
|
1.000 |
3.484 |
|
1.618 |
3.404 |
|
2.618 |
3.275 |
|
4.250 |
3.065 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.714 |
3.700 |
| PP |
3.696 |
3.667 |
| S1 |
3.678 |
3.635 |
|