NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.968 |
0.068 |
1.7% |
3.684 |
| High |
3.978 |
4.043 |
0.065 |
1.6% |
4.043 |
| Low |
3.851 |
3.953 |
0.102 |
2.6% |
3.674 |
| Close |
3.976 |
4.034 |
0.058 |
1.5% |
4.034 |
| Range |
0.127 |
0.090 |
-0.037 |
-29.1% |
0.369 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.7% |
0.000 |
| Volume |
36,964 |
29,854 |
-7,110 |
-19.2% |
168,861 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
4.247 |
4.084 |
|
| R3 |
4.190 |
4.157 |
4.059 |
|
| R2 |
4.100 |
4.100 |
4.051 |
|
| R1 |
4.067 |
4.067 |
4.042 |
4.084 |
| PP |
4.010 |
4.010 |
4.010 |
4.018 |
| S1 |
3.977 |
3.977 |
4.026 |
3.994 |
| S2 |
3.920 |
3.920 |
4.018 |
|
| S3 |
3.830 |
3.887 |
4.009 |
|
| S4 |
3.740 |
3.797 |
3.985 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.024 |
4.898 |
4.237 |
|
| R3 |
4.655 |
4.529 |
4.135 |
|
| R2 |
4.286 |
4.286 |
4.102 |
|
| R1 |
4.160 |
4.160 |
4.068 |
4.223 |
| PP |
3.917 |
3.917 |
3.917 |
3.949 |
| S1 |
3.791 |
3.791 |
4.000 |
3.854 |
| S2 |
3.548 |
3.548 |
3.966 |
|
| S3 |
3.179 |
3.422 |
3.933 |
|
| S4 |
2.810 |
3.053 |
3.831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.043 |
3.674 |
0.369 |
9.1% |
0.112 |
2.8% |
98% |
True |
False |
33,772 |
| 10 |
4.043 |
3.583 |
0.460 |
11.4% |
0.107 |
2.6% |
98% |
True |
False |
33,547 |
| 20 |
4.043 |
3.416 |
0.627 |
15.5% |
0.132 |
3.3% |
99% |
True |
False |
41,258 |
| 40 |
4.043 |
2.954 |
1.089 |
27.0% |
0.112 |
2.8% |
99% |
True |
False |
36,689 |
| 60 |
4.043 |
2.945 |
1.098 |
27.2% |
0.097 |
2.4% |
99% |
True |
False |
32,669 |
| 80 |
4.043 |
2.658 |
1.385 |
34.3% |
0.088 |
2.2% |
99% |
True |
False |
29,923 |
| 100 |
4.043 |
2.608 |
1.435 |
35.6% |
0.085 |
2.1% |
99% |
True |
False |
28,043 |
| 120 |
4.043 |
2.608 |
1.435 |
35.6% |
0.086 |
2.1% |
99% |
True |
False |
28,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.426 |
|
2.618 |
4.279 |
|
1.618 |
4.189 |
|
1.000 |
4.133 |
|
0.618 |
4.099 |
|
HIGH |
4.043 |
|
0.618 |
4.009 |
|
0.500 |
3.998 |
|
0.382 |
3.987 |
|
LOW |
3.953 |
|
0.618 |
3.897 |
|
1.000 |
3.863 |
|
1.618 |
3.807 |
|
2.618 |
3.717 |
|
4.250 |
3.571 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.022 |
4.005 |
| PP |
4.010 |
3.976 |
| S1 |
3.998 |
3.947 |
|