NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.879 |
0.019 |
0.7% |
2.838 |
| High |
2.863 |
2.879 |
0.016 |
0.6% |
2.854 |
| Low |
2.860 |
2.848 |
-0.012 |
-0.4% |
2.838 |
| Close |
2.863 |
2.879 |
0.016 |
0.6% |
2.854 |
| Range |
0.003 |
0.031 |
0.028 |
933.3% |
0.016 |
| ATR |
0.014 |
0.015 |
0.001 |
9.2% |
0.000 |
| Volume |
652 |
24 |
-628 |
-96.3% |
2,084 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.951 |
2.896 |
|
| R3 |
2.931 |
2.920 |
2.888 |
|
| R2 |
2.900 |
2.900 |
2.885 |
|
| R1 |
2.889 |
2.889 |
2.882 |
2.895 |
| PP |
2.869 |
2.869 |
2.869 |
2.871 |
| S1 |
2.858 |
2.858 |
2.876 |
2.864 |
| S2 |
2.838 |
2.838 |
2.873 |
|
| S3 |
2.807 |
2.827 |
2.870 |
|
| S4 |
2.776 |
2.796 |
2.862 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.897 |
2.891 |
2.863 |
|
| R3 |
2.881 |
2.875 |
2.858 |
|
| R2 |
2.865 |
2.865 |
2.857 |
|
| R1 |
2.859 |
2.859 |
2.855 |
2.862 |
| PP |
2.849 |
2.849 |
2.849 |
2.850 |
| S1 |
2.843 |
2.843 |
2.853 |
2.846 |
| S2 |
2.833 |
2.833 |
2.851 |
|
| S3 |
2.817 |
2.827 |
2.850 |
|
| S4 |
2.801 |
2.811 |
2.845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.879 |
2.848 |
0.031 |
1.1% |
0.008 |
0.3% |
100% |
True |
True |
468 |
| 10 |
2.879 |
2.744 |
0.135 |
4.7% |
0.008 |
0.3% |
100% |
True |
False |
282 |
| 20 |
2.879 |
2.643 |
0.236 |
8.2% |
0.007 |
0.3% |
100% |
True |
False |
177 |
| 40 |
2.879 |
2.590 |
0.289 |
10.0% |
0.006 |
0.2% |
100% |
True |
False |
123 |
| 60 |
2.879 |
2.472 |
0.407 |
14.1% |
0.005 |
0.2% |
100% |
True |
False |
91 |
| 80 |
2.879 |
2.454 |
0.425 |
14.8% |
0.005 |
0.2% |
100% |
True |
False |
71 |
| 100 |
2.879 |
2.389 |
0.490 |
17.0% |
0.004 |
0.2% |
100% |
True |
False |
57 |
| 120 |
2.879 |
2.379 |
0.500 |
17.4% |
0.005 |
0.2% |
100% |
True |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.960 |
|
1.618 |
2.929 |
|
1.000 |
2.910 |
|
0.618 |
2.898 |
|
HIGH |
2.879 |
|
0.618 |
2.867 |
|
0.500 |
2.864 |
|
0.382 |
2.860 |
|
LOW |
2.848 |
|
0.618 |
2.829 |
|
1.000 |
2.817 |
|
1.618 |
2.798 |
|
2.618 |
2.767 |
|
4.250 |
2.716 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.874 |
2.874 |
| PP |
2.869 |
2.869 |
| S1 |
2.864 |
2.864 |
|