NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.802 |
3.952 |
0.150 |
3.9% |
3.713 |
| High |
3.954 |
3.994 |
0.040 |
1.0% |
3.808 |
| Low |
3.772 |
3.928 |
0.156 |
4.1% |
3.655 |
| Close |
3.904 |
3.990 |
0.086 |
2.2% |
3.732 |
| Range |
0.182 |
0.066 |
-0.116 |
-63.7% |
0.153 |
| ATR |
0.114 |
0.112 |
-0.002 |
-1.5% |
0.000 |
| Volume |
20,156 |
12,008 |
-8,148 |
-40.4% |
93,375 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.145 |
4.026 |
|
| R3 |
4.103 |
4.079 |
4.008 |
|
| R2 |
4.037 |
4.037 |
4.002 |
|
| R1 |
4.013 |
4.013 |
3.996 |
4.025 |
| PP |
3.971 |
3.971 |
3.971 |
3.977 |
| S1 |
3.947 |
3.947 |
3.984 |
3.959 |
| S2 |
3.905 |
3.905 |
3.978 |
|
| S3 |
3.839 |
3.881 |
3.972 |
|
| S4 |
3.773 |
3.815 |
3.954 |
|
|
| 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 |
3.994 |
3.655 |
0.339 |
8.5% |
0.097 |
2.4% |
99% |
True |
False |
15,894 |
| 10 |
3.994 |
3.587 |
0.407 |
10.2% |
0.104 |
2.6% |
99% |
True |
False |
18,723 |
| 20 |
3.994 |
3.331 |
0.663 |
16.6% |
0.126 |
3.2% |
99% |
True |
False |
19,783 |
| 40 |
3.994 |
3.028 |
0.966 |
24.2% |
0.102 |
2.6% |
100% |
True |
False |
17,368 |
| 60 |
3.994 |
3.011 |
0.983 |
24.6% |
0.088 |
2.2% |
100% |
True |
False |
15,788 |
| 80 |
3.994 |
2.743 |
1.251 |
31.4% |
0.080 |
2.0% |
100% |
True |
False |
13,826 |
| 100 |
3.994 |
2.687 |
1.307 |
32.8% |
0.078 |
1.9% |
100% |
True |
False |
12,255 |
| 120 |
3.994 |
2.687 |
1.307 |
32.8% |
0.079 |
2.0% |
100% |
True |
False |
11,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.167 |
|
1.618 |
4.101 |
|
1.000 |
4.060 |
|
0.618 |
4.035 |
|
HIGH |
3.994 |
|
0.618 |
3.969 |
|
0.500 |
3.961 |
|
0.382 |
3.953 |
|
LOW |
3.928 |
|
0.618 |
3.887 |
|
1.000 |
3.862 |
|
1.618 |
3.821 |
|
2.618 |
3.755 |
|
4.250 |
3.648 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
3.950 |
| PP |
3.971 |
3.909 |
| S1 |
3.961 |
3.869 |
|