NYMEX Natural Gas Future September 2023
| 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 |
2.670 |
2.712 |
0.042 |
1.6% |
2.674 |
| High |
2.695 |
2.712 |
0.017 |
0.6% |
2.674 |
| Low |
2.670 |
2.700 |
0.030 |
1.1% |
2.656 |
| Close |
2.680 |
2.700 |
0.020 |
0.7% |
2.656 |
| Range |
0.025 |
0.012 |
-0.013 |
-52.0% |
0.018 |
| ATR |
0.013 |
0.014 |
0.001 |
10.9% |
0.000 |
| Volume |
314 |
74 |
-240 |
-76.4% |
243 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.740 |
2.732 |
2.707 |
|
| R3 |
2.728 |
2.720 |
2.703 |
|
| R2 |
2.716 |
2.716 |
2.702 |
|
| R1 |
2.708 |
2.708 |
2.701 |
2.706 |
| PP |
2.704 |
2.704 |
2.704 |
2.703 |
| S1 |
2.696 |
2.696 |
2.699 |
2.694 |
| S2 |
2.692 |
2.692 |
2.698 |
|
| S3 |
2.680 |
2.684 |
2.697 |
|
| S4 |
2.668 |
2.672 |
2.693 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.716 |
2.704 |
2.666 |
|
| R3 |
2.698 |
2.686 |
2.661 |
|
| R2 |
2.680 |
2.680 |
2.659 |
|
| R1 |
2.668 |
2.668 |
2.658 |
2.665 |
| PP |
2.662 |
2.662 |
2.662 |
2.661 |
| S1 |
2.650 |
2.650 |
2.654 |
2.647 |
| S2 |
2.644 |
2.644 |
2.653 |
|
| S3 |
2.626 |
2.632 |
2.651 |
|
| S4 |
2.608 |
2.614 |
2.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.712 |
2.643 |
0.069 |
2.6% |
0.012 |
0.5% |
83% |
True |
False |
124 |
| 10 |
2.712 |
2.643 |
0.069 |
2.6% |
0.007 |
0.2% |
83% |
True |
False |
85 |
| 20 |
2.712 |
2.606 |
0.106 |
3.9% |
0.007 |
0.3% |
89% |
True |
False |
94 |
| 40 |
2.712 |
2.493 |
0.219 |
8.1% |
0.005 |
0.2% |
95% |
True |
False |
63 |
| 60 |
2.712 |
2.461 |
0.251 |
9.3% |
0.005 |
0.2% |
95% |
True |
False |
46 |
| 80 |
2.712 |
2.400 |
0.312 |
11.6% |
0.004 |
0.2% |
96% |
True |
False |
35 |
| 100 |
2.712 |
2.379 |
0.333 |
12.3% |
0.005 |
0.2% |
96% |
True |
False |
29 |
| 120 |
2.712 |
2.379 |
0.333 |
12.3% |
0.005 |
0.2% |
96% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.763 |
|
2.618 |
2.743 |
|
1.618 |
2.731 |
|
1.000 |
2.724 |
|
0.618 |
2.719 |
|
HIGH |
2.712 |
|
0.618 |
2.707 |
|
0.500 |
2.706 |
|
0.382 |
2.705 |
|
LOW |
2.700 |
|
0.618 |
2.693 |
|
1.000 |
2.688 |
|
1.618 |
2.681 |
|
2.618 |
2.669 |
|
4.250 |
2.649 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.706 |
2.693 |
| PP |
2.704 |
2.685 |
| S1 |
2.702 |
2.678 |
|