NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.729 |
0.069 |
1.9% |
3.662 |
| High |
3.742 |
3.750 |
0.008 |
0.2% |
3.776 |
| Low |
3.613 |
3.661 |
0.048 |
1.3% |
3.496 |
| Close |
3.732 |
3.684 |
-0.048 |
-1.3% |
3.660 |
| Range |
0.129 |
0.089 |
-0.040 |
-31.0% |
0.280 |
| ATR |
0.125 |
0.122 |
-0.003 |
-2.0% |
0.000 |
| Volume |
39,539 |
29,538 |
-10,001 |
-25.3% |
155,579 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.965 |
3.914 |
3.733 |
|
| R3 |
3.876 |
3.825 |
3.708 |
|
| R2 |
3.787 |
3.787 |
3.700 |
|
| R1 |
3.736 |
3.736 |
3.692 |
3.717 |
| PP |
3.698 |
3.698 |
3.698 |
3.689 |
| S1 |
3.647 |
3.647 |
3.676 |
3.628 |
| S2 |
3.609 |
3.609 |
3.668 |
|
| S3 |
3.520 |
3.558 |
3.660 |
|
| S4 |
3.431 |
3.469 |
3.635 |
|
|
| 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 |
3.750 |
3.496 |
0.254 |
6.9% |
0.127 |
3.5% |
74% |
True |
False |
37,163 |
| 10 |
3.784 |
3.496 |
0.288 |
7.8% |
0.154 |
4.2% |
65% |
False |
False |
44,739 |
| 20 |
3.784 |
3.171 |
0.613 |
16.6% |
0.129 |
3.5% |
84% |
False |
False |
38,857 |
| 40 |
3.784 |
2.945 |
0.839 |
22.8% |
0.106 |
2.9% |
88% |
False |
False |
35,971 |
| 60 |
3.784 |
2.849 |
0.935 |
25.4% |
0.091 |
2.5% |
89% |
False |
False |
31,282 |
| 80 |
3.784 |
2.634 |
1.150 |
31.2% |
0.084 |
2.3% |
91% |
False |
False |
28,078 |
| 100 |
3.784 |
2.608 |
1.176 |
31.9% |
0.082 |
2.2% |
91% |
False |
False |
27,388 |
| 120 |
3.784 |
2.608 |
1.176 |
31.9% |
0.083 |
2.3% |
91% |
False |
False |
28,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.128 |
|
2.618 |
3.983 |
|
1.618 |
3.894 |
|
1.000 |
3.839 |
|
0.618 |
3.805 |
|
HIGH |
3.750 |
|
0.618 |
3.716 |
|
0.500 |
3.706 |
|
0.382 |
3.695 |
|
LOW |
3.661 |
|
0.618 |
3.606 |
|
1.000 |
3.572 |
|
1.618 |
3.517 |
|
2.618 |
3.428 |
|
4.250 |
3.283 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.706 |
3.683 |
| PP |
3.698 |
3.682 |
| S1 |
3.691 |
3.682 |
|