NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.236 |
4.093 |
-0.143 |
-3.4% |
3.860 |
| High |
4.246 |
4.179 |
-0.067 |
-1.6% |
4.189 |
| Low |
4.064 |
4.007 |
-0.057 |
-1.4% |
3.853 |
| Close |
4.100 |
4.130 |
0.030 |
0.7% |
4.185 |
| Range |
0.182 |
0.172 |
-0.010 |
-5.5% |
0.336 |
| ATR |
0.115 |
0.119 |
0.004 |
3.5% |
0.000 |
| Volume |
15,205 |
17,859 |
2,654 |
17.5% |
57,835 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.621 |
4.548 |
4.225 |
|
| R3 |
4.449 |
4.376 |
4.177 |
|
| R2 |
4.277 |
4.277 |
4.162 |
|
| R1 |
4.204 |
4.204 |
4.146 |
4.241 |
| PP |
4.105 |
4.105 |
4.105 |
4.124 |
| S1 |
4.032 |
4.032 |
4.114 |
4.069 |
| S2 |
3.933 |
3.933 |
4.098 |
|
| S3 |
3.761 |
3.860 |
4.083 |
|
| S4 |
3.589 |
3.688 |
4.035 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.084 |
4.970 |
4.370 |
|
| R3 |
4.748 |
4.634 |
4.277 |
|
| R2 |
4.412 |
4.412 |
4.247 |
|
| R1 |
4.298 |
4.298 |
4.216 |
4.355 |
| PP |
4.076 |
4.076 |
4.076 |
4.104 |
| S1 |
3.962 |
3.962 |
4.154 |
4.019 |
| S2 |
3.740 |
3.740 |
4.123 |
|
| S3 |
3.404 |
3.626 |
4.093 |
|
| S4 |
3.068 |
3.290 |
4.000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.305 |
4.007 |
0.298 |
7.2% |
0.140 |
3.4% |
41% |
False |
True |
12,998 |
| 10 |
4.305 |
3.767 |
0.538 |
13.0% |
0.117 |
2.8% |
67% |
False |
False |
12,670 |
| 20 |
4.305 |
3.651 |
0.654 |
15.8% |
0.124 |
3.0% |
73% |
False |
False |
14,266 |
| 40 |
4.305 |
3.237 |
1.068 |
25.9% |
0.107 |
2.6% |
84% |
False |
False |
13,426 |
| 60 |
4.305 |
3.137 |
1.168 |
28.3% |
0.091 |
2.2% |
85% |
False |
False |
11,966 |
| 80 |
4.305 |
2.897 |
1.408 |
34.1% |
0.081 |
2.0% |
88% |
False |
False |
11,015 |
| 100 |
4.305 |
2.825 |
1.480 |
35.8% |
0.077 |
1.9% |
88% |
False |
False |
9,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.910 |
|
2.618 |
4.629 |
|
1.618 |
4.457 |
|
1.000 |
4.351 |
|
0.618 |
4.285 |
|
HIGH |
4.179 |
|
0.618 |
4.113 |
|
0.500 |
4.093 |
|
0.382 |
4.073 |
|
LOW |
4.007 |
|
0.618 |
3.901 |
|
1.000 |
3.835 |
|
1.618 |
3.729 |
|
2.618 |
3.557 |
|
4.250 |
3.276 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.118 |
4.156 |
| PP |
4.105 |
4.147 |
| S1 |
4.093 |
4.139 |
|