NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
4.075 |
0.075 |
1.9% |
3.684 |
| High |
4.156 |
4.088 |
-0.068 |
-1.6% |
4.043 |
| Low |
3.985 |
3.904 |
-0.081 |
-2.0% |
3.674 |
| Close |
4.076 |
3.939 |
-0.137 |
-3.4% |
4.034 |
| Range |
0.171 |
0.184 |
0.013 |
7.6% |
0.369 |
| ATR |
0.121 |
0.125 |
0.005 |
3.7% |
0.000 |
| Volume |
40,321 |
44,603 |
4,282 |
10.6% |
168,861 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.529 |
4.418 |
4.040 |
|
| R3 |
4.345 |
4.234 |
3.990 |
|
| R2 |
4.161 |
4.161 |
3.973 |
|
| R1 |
4.050 |
4.050 |
3.956 |
4.014 |
| PP |
3.977 |
3.977 |
3.977 |
3.959 |
| S1 |
3.866 |
3.866 |
3.922 |
3.830 |
| S2 |
3.793 |
3.793 |
3.905 |
|
| S3 |
3.609 |
3.682 |
3.888 |
|
| S4 |
3.425 |
3.498 |
3.838 |
|
|
| 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 |
4.156 |
3.851 |
0.305 |
7.7% |
0.128 |
3.3% |
29% |
False |
False |
36,550 |
| 10 |
4.156 |
3.583 |
0.573 |
14.5% |
0.121 |
3.1% |
62% |
False |
False |
35,131 |
| 20 |
4.156 |
3.496 |
0.660 |
16.8% |
0.138 |
3.5% |
67% |
False |
False |
39,935 |
| 40 |
4.156 |
3.043 |
1.113 |
28.3% |
0.117 |
3.0% |
81% |
False |
False |
37,474 |
| 60 |
4.156 |
2.945 |
1.211 |
30.7% |
0.101 |
2.6% |
82% |
False |
False |
33,384 |
| 80 |
4.156 |
2.658 |
1.498 |
38.0% |
0.091 |
2.3% |
86% |
False |
False |
30,561 |
| 100 |
4.156 |
2.608 |
1.548 |
39.3% |
0.087 |
2.2% |
86% |
False |
False |
28,401 |
| 120 |
4.156 |
2.608 |
1.548 |
39.3% |
0.087 |
2.2% |
86% |
False |
False |
28,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.870 |
|
2.618 |
4.570 |
|
1.618 |
4.386 |
|
1.000 |
4.272 |
|
0.618 |
4.202 |
|
HIGH |
4.088 |
|
0.618 |
4.018 |
|
0.500 |
3.996 |
|
0.382 |
3.974 |
|
LOW |
3.904 |
|
0.618 |
3.790 |
|
1.000 |
3.720 |
|
1.618 |
3.606 |
|
2.618 |
3.422 |
|
4.250 |
3.122 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.996 |
4.030 |
| PP |
3.977 |
4.000 |
| S1 |
3.958 |
3.969 |
|