NYMEX Natural Gas Future December 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 |
3.860 |
3.902 |
0.042 |
1.1% |
3.807 |
| High |
3.933 |
4.046 |
0.113 |
2.9% |
3.906 |
| Low |
3.853 |
3.873 |
0.020 |
0.5% |
3.767 |
| Close |
3.916 |
3.998 |
0.082 |
2.1% |
3.843 |
| Range |
0.080 |
0.173 |
0.093 |
116.3% |
0.139 |
| ATR |
0.105 |
0.110 |
0.005 |
4.6% |
0.000 |
| Volume |
12,396 |
16,397 |
4,001 |
32.3% |
60,009 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.491 |
4.418 |
4.093 |
|
| R3 |
4.318 |
4.245 |
4.046 |
|
| R2 |
4.145 |
4.145 |
4.030 |
|
| R1 |
4.072 |
4.072 |
4.014 |
4.109 |
| PP |
3.972 |
3.972 |
3.972 |
3.991 |
| S1 |
3.899 |
3.899 |
3.982 |
3.936 |
| S2 |
3.799 |
3.799 |
3.966 |
|
| S3 |
3.626 |
3.726 |
3.950 |
|
| S4 |
3.453 |
3.553 |
3.903 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.256 |
4.188 |
3.919 |
|
| R3 |
4.117 |
4.049 |
3.881 |
|
| R2 |
3.978 |
3.978 |
3.868 |
|
| R1 |
3.910 |
3.910 |
3.856 |
3.944 |
| PP |
3.839 |
3.839 |
3.839 |
3.856 |
| S1 |
3.771 |
3.771 |
3.830 |
3.805 |
| S2 |
3.700 |
3.700 |
3.818 |
|
| S3 |
3.561 |
3.632 |
3.805 |
|
| S4 |
3.422 |
3.493 |
3.767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.046 |
3.767 |
0.279 |
7.0% |
0.104 |
2.6% |
83% |
True |
False |
12,552 |
| 10 |
4.046 |
3.651 |
0.395 |
9.9% |
0.110 |
2.7% |
88% |
True |
False |
14,133 |
| 20 |
4.046 |
3.378 |
0.668 |
16.7% |
0.123 |
3.1% |
93% |
True |
False |
14,998 |
| 40 |
4.046 |
3.152 |
0.894 |
22.4% |
0.098 |
2.4% |
95% |
True |
False |
13,060 |
| 60 |
4.046 |
3.096 |
0.950 |
23.8% |
0.084 |
2.1% |
95% |
True |
False |
11,457 |
| 80 |
4.046 |
2.880 |
1.166 |
29.2% |
0.075 |
1.9% |
96% |
True |
False |
10,468 |
| 100 |
4.046 |
2.825 |
1.221 |
30.5% |
0.073 |
1.8% |
96% |
True |
False |
9,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.781 |
|
2.618 |
4.499 |
|
1.618 |
4.326 |
|
1.000 |
4.219 |
|
0.618 |
4.153 |
|
HIGH |
4.046 |
|
0.618 |
3.980 |
|
0.500 |
3.960 |
|
0.382 |
3.939 |
|
LOW |
3.873 |
|
0.618 |
3.766 |
|
1.000 |
3.700 |
|
1.618 |
3.593 |
|
2.618 |
3.420 |
|
4.250 |
3.138 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.985 |
3.968 |
| PP |
3.972 |
3.937 |
| S1 |
3.960 |
3.907 |
|