NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.612 |
3.684 |
0.072 |
2.0% |
3.660 |
| High |
3.672 |
3.762 |
0.090 |
2.5% |
3.750 |
| Low |
3.583 |
3.674 |
0.091 |
2.5% |
3.583 |
| Close |
3.664 |
3.751 |
0.087 |
2.4% |
3.664 |
| Range |
0.089 |
0.088 |
-0.001 |
-1.1% |
0.167 |
| ATR |
0.117 |
0.115 |
-0.001 |
-1.2% |
0.000 |
| Volume |
25,915 |
29,688 |
3,773 |
14.6% |
166,610 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.993 |
3.960 |
3.799 |
|
| R3 |
3.905 |
3.872 |
3.775 |
|
| R2 |
3.817 |
3.817 |
3.767 |
|
| R1 |
3.784 |
3.784 |
3.759 |
3.801 |
| PP |
3.729 |
3.729 |
3.729 |
3.737 |
| S1 |
3.696 |
3.696 |
3.743 |
3.713 |
| S2 |
3.641 |
3.641 |
3.735 |
|
| S3 |
3.553 |
3.608 |
3.727 |
|
| S4 |
3.465 |
3.520 |
3.703 |
|
|
| 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 |
3.762 |
3.583 |
0.179 |
4.8% |
0.093 |
2.5% |
94% |
True |
False |
31,351 |
| 10 |
3.776 |
3.496 |
0.280 |
7.5% |
0.121 |
3.2% |
91% |
False |
False |
35,187 |
| 20 |
3.784 |
3.171 |
0.613 |
16.3% |
0.128 |
3.4% |
95% |
False |
False |
39,704 |
| 40 |
3.784 |
2.945 |
0.839 |
22.4% |
0.106 |
2.8% |
96% |
False |
False |
35,645 |
| 60 |
3.784 |
2.879 |
0.905 |
24.1% |
0.093 |
2.5% |
96% |
False |
False |
31,825 |
| 80 |
3.784 |
2.658 |
1.126 |
30.0% |
0.085 |
2.3% |
97% |
False |
False |
28,920 |
| 100 |
3.784 |
2.608 |
1.176 |
31.4% |
0.083 |
2.2% |
97% |
False |
False |
27,594 |
| 120 |
3.784 |
2.608 |
1.176 |
31.4% |
0.084 |
2.2% |
97% |
False |
False |
28,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.136 |
|
2.618 |
3.992 |
|
1.618 |
3.904 |
|
1.000 |
3.850 |
|
0.618 |
3.816 |
|
HIGH |
3.762 |
|
0.618 |
3.728 |
|
0.500 |
3.718 |
|
0.382 |
3.708 |
|
LOW |
3.674 |
|
0.618 |
3.620 |
|
1.000 |
3.586 |
|
1.618 |
3.532 |
|
2.618 |
3.444 |
|
4.250 |
3.300 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.740 |
3.725 |
| PP |
3.729 |
3.699 |
| S1 |
3.718 |
3.673 |
|