NYMEX Natural Gas Future November 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 |
3.748 |
3.802 |
0.054 |
1.4% |
3.713 |
| High |
3.826 |
3.954 |
0.128 |
3.3% |
3.808 |
| Low |
3.744 |
3.772 |
0.028 |
0.7% |
3.655 |
| Close |
3.812 |
3.904 |
0.092 |
2.4% |
3.732 |
| Range |
0.082 |
0.182 |
0.100 |
122.0% |
0.153 |
| ATR |
0.109 |
0.114 |
0.005 |
4.8% |
0.000 |
| Volume |
13,685 |
20,156 |
6,471 |
47.3% |
93,375 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.423 |
4.345 |
4.004 |
|
| R3 |
4.241 |
4.163 |
3.954 |
|
| R2 |
4.059 |
4.059 |
3.937 |
|
| R1 |
3.981 |
3.981 |
3.921 |
4.020 |
| PP |
3.877 |
3.877 |
3.877 |
3.896 |
| S1 |
3.799 |
3.799 |
3.887 |
3.838 |
| S2 |
3.695 |
3.695 |
3.871 |
|
| S3 |
3.513 |
3.617 |
3.854 |
|
| S4 |
3.331 |
3.435 |
3.804 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.191 |
4.114 |
3.816 |
|
| R3 |
4.038 |
3.961 |
3.774 |
|
| R2 |
3.885 |
3.885 |
3.760 |
|
| R1 |
3.808 |
3.808 |
3.746 |
3.847 |
| PP |
3.732 |
3.732 |
3.732 |
3.751 |
| S1 |
3.655 |
3.655 |
3.718 |
3.694 |
| S2 |
3.579 |
3.579 |
3.704 |
|
| S3 |
3.426 |
3.502 |
3.690 |
|
| S4 |
3.273 |
3.349 |
3.648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.954 |
3.655 |
0.299 |
7.7% |
0.108 |
2.8% |
83% |
True |
False |
17,433 |
| 10 |
3.954 |
3.553 |
0.401 |
10.3% |
0.114 |
2.9% |
88% |
True |
False |
19,271 |
| 20 |
3.954 |
3.272 |
0.682 |
17.5% |
0.127 |
3.3% |
93% |
True |
False |
19,652 |
| 40 |
3.954 |
3.021 |
0.933 |
23.9% |
0.102 |
2.6% |
95% |
True |
False |
17,273 |
| 60 |
3.954 |
2.955 |
0.999 |
25.6% |
0.089 |
2.3% |
95% |
True |
False |
15,741 |
| 80 |
3.954 |
2.743 |
1.211 |
31.0% |
0.080 |
2.0% |
96% |
True |
False |
13,712 |
| 100 |
3.954 |
2.687 |
1.267 |
32.5% |
0.078 |
2.0% |
96% |
True |
False |
12,326 |
| 120 |
3.954 |
2.687 |
1.267 |
32.5% |
0.079 |
2.0% |
96% |
True |
False |
11,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.728 |
|
2.618 |
4.430 |
|
1.618 |
4.248 |
|
1.000 |
4.136 |
|
0.618 |
4.066 |
|
HIGH |
3.954 |
|
0.618 |
3.884 |
|
0.500 |
3.863 |
|
0.382 |
3.842 |
|
LOW |
3.772 |
|
0.618 |
3.660 |
|
1.000 |
3.590 |
|
1.618 |
3.478 |
|
2.618 |
3.296 |
|
4.250 |
2.999 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.871 |
| PP |
3.877 |
3.838 |
| S1 |
3.863 |
3.805 |
|