NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.805 |
3.807 |
0.002 |
0.1% |
3.786 |
| High |
3.857 |
3.894 |
0.037 |
1.0% |
3.901 |
| Low |
3.784 |
3.777 |
-0.007 |
-0.2% |
3.651 |
| Close |
3.815 |
3.887 |
0.072 |
1.9% |
3.815 |
| Range |
0.073 |
0.117 |
0.044 |
60.3% |
0.250 |
| ATR |
0.112 |
0.113 |
0.000 |
0.3% |
0.000 |
| Volume |
15,730 |
14,660 |
-1,070 |
-6.8% |
67,748 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.162 |
3.951 |
|
| R3 |
4.087 |
4.045 |
3.919 |
|
| R2 |
3.970 |
3.970 |
3.908 |
|
| R1 |
3.928 |
3.928 |
3.898 |
3.949 |
| PP |
3.853 |
3.853 |
3.853 |
3.863 |
| S1 |
3.811 |
3.811 |
3.876 |
3.832 |
| S2 |
3.736 |
3.736 |
3.866 |
|
| S3 |
3.619 |
3.694 |
3.855 |
|
| S4 |
3.502 |
3.577 |
3.823 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.427 |
3.953 |
|
| R3 |
4.289 |
4.177 |
3.884 |
|
| R2 |
4.039 |
4.039 |
3.861 |
|
| R1 |
3.927 |
3.927 |
3.838 |
3.983 |
| PP |
3.789 |
3.789 |
3.789 |
3.817 |
| S1 |
3.677 |
3.677 |
3.792 |
3.733 |
| S2 |
3.539 |
3.539 |
3.769 |
|
| S3 |
3.289 |
3.427 |
3.746 |
|
| S4 |
3.039 |
3.177 |
3.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.901 |
3.651 |
0.250 |
6.4% |
0.136 |
3.5% |
94% |
False |
False |
16,481 |
| 10 |
3.913 |
3.630 |
0.283 |
7.3% |
0.147 |
3.8% |
91% |
False |
False |
17,791 |
| 20 |
3.913 |
3.346 |
0.567 |
14.6% |
0.117 |
3.0% |
95% |
False |
False |
14,302 |
| 40 |
3.913 |
3.152 |
0.761 |
19.6% |
0.093 |
2.4% |
97% |
False |
False |
12,539 |
| 60 |
3.913 |
3.046 |
0.867 |
22.3% |
0.078 |
2.0% |
97% |
False |
False |
10,761 |
| 80 |
3.913 |
2.825 |
1.088 |
28.0% |
0.072 |
1.9% |
98% |
False |
False |
9,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.200 |
|
1.618 |
4.083 |
|
1.000 |
4.011 |
|
0.618 |
3.966 |
|
HIGH |
3.894 |
|
0.618 |
3.849 |
|
0.500 |
3.836 |
|
0.382 |
3.822 |
|
LOW |
3.777 |
|
0.618 |
3.705 |
|
1.000 |
3.660 |
|
1.618 |
3.588 |
|
2.618 |
3.471 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.870 |
3.855 |
| PP |
3.853 |
3.822 |
| S1 |
3.836 |
3.790 |
|