NYMEX Natural Gas Future December 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 |
3.902 |
4.044 |
0.142 |
3.6% |
3.807 |
| High |
4.046 |
4.087 |
0.041 |
1.0% |
3.906 |
| Low |
3.873 |
4.024 |
0.151 |
3.9% |
3.767 |
| Close |
3.998 |
4.084 |
0.086 |
2.2% |
3.843 |
| Range |
0.173 |
0.063 |
-0.110 |
-63.6% |
0.139 |
| ATR |
0.110 |
0.108 |
-0.001 |
-1.4% |
0.000 |
| Volume |
16,397 |
9,074 |
-7,323 |
-44.7% |
60,009 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.232 |
4.119 |
|
| R3 |
4.191 |
4.169 |
4.101 |
|
| R2 |
4.128 |
4.128 |
4.096 |
|
| R1 |
4.106 |
4.106 |
4.090 |
4.117 |
| PP |
4.065 |
4.065 |
4.065 |
4.071 |
| S1 |
4.043 |
4.043 |
4.078 |
4.054 |
| S2 |
4.002 |
4.002 |
4.072 |
|
| S3 |
3.939 |
3.980 |
4.067 |
|
| S4 |
3.876 |
3.917 |
4.049 |
|
|
| 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 |
4.087 |
3.767 |
0.320 |
7.8% |
0.093 |
2.3% |
99% |
True |
False |
12,343 |
| 10 |
4.087 |
3.686 |
0.401 |
9.8% |
0.101 |
2.5% |
99% |
True |
False |
13,657 |
| 20 |
4.087 |
3.439 |
0.648 |
15.9% |
0.123 |
3.0% |
100% |
True |
False |
15,021 |
| 40 |
4.087 |
3.152 |
0.935 |
22.9% |
0.098 |
2.4% |
100% |
True |
False |
13,051 |
| 60 |
4.087 |
3.137 |
0.950 |
23.3% |
0.084 |
2.1% |
100% |
True |
False |
11,510 |
| 80 |
4.087 |
2.880 |
1.207 |
29.6% |
0.075 |
1.8% |
100% |
True |
False |
10,545 |
| 100 |
4.087 |
2.825 |
1.262 |
30.9% |
0.073 |
1.8% |
100% |
True |
False |
9,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.355 |
|
2.618 |
4.252 |
|
1.618 |
4.189 |
|
1.000 |
4.150 |
|
0.618 |
4.126 |
|
HIGH |
4.087 |
|
0.618 |
4.063 |
|
0.500 |
4.056 |
|
0.382 |
4.048 |
|
LOW |
4.024 |
|
0.618 |
3.985 |
|
1.000 |
3.961 |
|
1.618 |
3.922 |
|
2.618 |
3.859 |
|
4.250 |
3.756 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.075 |
4.046 |
| PP |
4.065 |
4.008 |
| S1 |
4.056 |
3.970 |
|