NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.684 |
3.741 |
0.057 |
1.5% |
3.660 |
| High |
3.762 |
3.902 |
0.140 |
3.7% |
3.750 |
| Low |
3.674 |
3.714 |
0.040 |
1.1% |
3.583 |
| Close |
3.751 |
3.849 |
0.098 |
2.6% |
3.664 |
| Range |
0.088 |
0.188 |
0.100 |
113.6% |
0.167 |
| ATR |
0.115 |
0.121 |
0.005 |
4.5% |
0.000 |
| Volume |
29,688 |
41,344 |
11,656 |
39.3% |
166,610 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.386 |
4.305 |
3.952 |
|
| R3 |
4.198 |
4.117 |
3.901 |
|
| R2 |
4.010 |
4.010 |
3.883 |
|
| R1 |
3.929 |
3.929 |
3.866 |
3.970 |
| PP |
3.822 |
3.822 |
3.822 |
3.842 |
| S1 |
3.741 |
3.741 |
3.832 |
3.782 |
| S2 |
3.634 |
3.634 |
3.815 |
|
| S3 |
3.446 |
3.553 |
3.797 |
|
| S4 |
3.258 |
3.365 |
3.746 |
|
|
| 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 |
3.902 |
3.583 |
0.319 |
8.3% |
0.113 |
2.9% |
83% |
True |
False |
33,713 |
| 10 |
3.902 |
3.496 |
0.406 |
10.5% |
0.120 |
3.1% |
87% |
True |
False |
35,438 |
| 20 |
3.902 |
3.214 |
0.688 |
17.9% |
0.134 |
3.5% |
92% |
True |
False |
40,654 |
| 40 |
3.902 |
2.945 |
0.957 |
24.9% |
0.109 |
2.8% |
94% |
True |
False |
36,043 |
| 60 |
3.902 |
2.879 |
1.023 |
26.6% |
0.096 |
2.5% |
95% |
True |
False |
32,279 |
| 80 |
3.902 |
2.658 |
1.244 |
32.3% |
0.086 |
2.2% |
96% |
True |
False |
29,202 |
| 100 |
3.902 |
2.608 |
1.294 |
33.6% |
0.084 |
2.2% |
96% |
True |
False |
27,745 |
| 120 |
3.902 |
2.608 |
1.294 |
33.6% |
0.085 |
2.2% |
96% |
True |
False |
28,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.701 |
|
2.618 |
4.394 |
|
1.618 |
4.206 |
|
1.000 |
4.090 |
|
0.618 |
4.018 |
|
HIGH |
3.902 |
|
0.618 |
3.830 |
|
0.500 |
3.808 |
|
0.382 |
3.786 |
|
LOW |
3.714 |
|
0.618 |
3.598 |
|
1.000 |
3.526 |
|
1.618 |
3.410 |
|
2.618 |
3.222 |
|
4.250 |
2.915 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.835 |
3.814 |
| PP |
3.822 |
3.778 |
| S1 |
3.808 |
3.743 |
|