NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.658 |
3.612 |
-0.046 |
-1.3% |
3.660 |
| High |
3.676 |
3.672 |
-0.004 |
-0.1% |
3.750 |
| Low |
3.602 |
3.583 |
-0.019 |
-0.5% |
3.583 |
| Close |
3.610 |
3.664 |
0.054 |
1.5% |
3.664 |
| Range |
0.074 |
0.089 |
0.015 |
20.3% |
0.167 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.8% |
0.000 |
| Volume |
35,492 |
25,915 |
-9,577 |
-27.0% |
166,610 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.907 |
3.874 |
3.713 |
|
| R3 |
3.818 |
3.785 |
3.688 |
|
| R2 |
3.729 |
3.729 |
3.680 |
|
| R1 |
3.696 |
3.696 |
3.672 |
3.713 |
| PP |
3.640 |
3.640 |
3.640 |
3.648 |
| S1 |
3.607 |
3.607 |
3.656 |
3.624 |
| S2 |
3.551 |
3.551 |
3.648 |
|
| S3 |
3.462 |
3.518 |
3.640 |
|
| S4 |
3.373 |
3.429 |
3.615 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.082 |
3.756 |
|
| R3 |
4.000 |
3.915 |
3.710 |
|
| R2 |
3.833 |
3.833 |
3.695 |
|
| R1 |
3.748 |
3.748 |
3.679 |
3.791 |
| PP |
3.666 |
3.666 |
3.666 |
3.687 |
| S1 |
3.581 |
3.581 |
3.649 |
3.624 |
| S2 |
3.499 |
3.499 |
3.633 |
|
| S3 |
3.332 |
3.414 |
3.618 |
|
| S4 |
3.165 |
3.247 |
3.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.750 |
3.583 |
0.167 |
4.6% |
0.101 |
2.8% |
49% |
False |
True |
33,322 |
| 10 |
3.776 |
3.496 |
0.280 |
7.6% |
0.126 |
3.4% |
60% |
False |
False |
36,150 |
| 20 |
3.784 |
3.171 |
0.613 |
16.7% |
0.128 |
3.5% |
80% |
False |
False |
39,387 |
| 40 |
3.784 |
2.945 |
0.839 |
22.9% |
0.106 |
2.9% |
86% |
False |
False |
35,618 |
| 60 |
3.784 |
2.849 |
0.935 |
25.5% |
0.093 |
2.6% |
87% |
False |
False |
31,845 |
| 80 |
3.784 |
2.658 |
1.126 |
30.7% |
0.084 |
2.3% |
89% |
False |
False |
28,691 |
| 100 |
3.784 |
2.608 |
1.176 |
32.1% |
0.083 |
2.3% |
90% |
False |
False |
27,547 |
| 120 |
3.784 |
2.608 |
1.176 |
32.1% |
0.084 |
2.3% |
90% |
False |
False |
28,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.050 |
|
2.618 |
3.905 |
|
1.618 |
3.816 |
|
1.000 |
3.761 |
|
0.618 |
3.727 |
|
HIGH |
3.672 |
|
0.618 |
3.638 |
|
0.500 |
3.628 |
|
0.382 |
3.617 |
|
LOW |
3.583 |
|
0.618 |
3.528 |
|
1.000 |
3.494 |
|
1.618 |
3.439 |
|
2.618 |
3.350 |
|
4.250 |
3.205 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.652 |
3.664 |
| PP |
3.640 |
3.664 |
| S1 |
3.628 |
3.664 |
|