NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2.871 |
2.875 |
0.004 |
0.1% |
2.850 |
| High |
2.876 |
2.891 |
0.015 |
0.5% |
2.865 |
| Low |
2.871 |
2.875 |
0.004 |
0.1% |
2.818 |
| Close |
2.876 |
2.891 |
0.015 |
0.5% |
2.853 |
| Range |
0.005 |
0.016 |
0.011 |
220.0% |
0.047 |
| ATR |
0.014 |
0.015 |
0.000 |
0.8% |
0.000 |
| Volume |
25 |
12 |
-13 |
-52.0% |
339 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.934 |
2.928 |
2.900 |
|
| R3 |
2.918 |
2.912 |
2.895 |
|
| R2 |
2.902 |
2.902 |
2.894 |
|
| R1 |
2.896 |
2.896 |
2.892 |
2.899 |
| PP |
2.886 |
2.886 |
2.886 |
2.887 |
| S1 |
2.880 |
2.880 |
2.890 |
2.883 |
| S2 |
2.870 |
2.870 |
2.888 |
|
| S3 |
2.854 |
2.864 |
2.887 |
|
| S4 |
2.838 |
2.848 |
2.882 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.986 |
2.967 |
2.879 |
|
| R3 |
2.939 |
2.920 |
2.866 |
|
| R2 |
2.892 |
2.892 |
2.862 |
|
| R1 |
2.873 |
2.873 |
2.857 |
2.883 |
| PP |
2.845 |
2.845 |
2.845 |
2.850 |
| S1 |
2.826 |
2.826 |
2.849 |
2.836 |
| S2 |
2.798 |
2.798 |
2.844 |
|
| S3 |
2.751 |
2.779 |
2.840 |
|
| S4 |
2.704 |
2.732 |
2.827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.891 |
2.851 |
0.040 |
1.4% |
0.006 |
0.2% |
100% |
True |
False |
8 |
| 10 |
2.891 |
2.818 |
0.073 |
2.5% |
0.006 |
0.2% |
100% |
True |
False |
42 |
| 20 |
2.891 |
2.788 |
0.103 |
3.6% |
0.006 |
0.2% |
100% |
True |
False |
191 |
| 40 |
2.891 |
2.635 |
0.256 |
8.9% |
0.006 |
0.2% |
100% |
True |
False |
123 |
| 60 |
2.891 |
2.543 |
0.348 |
12.0% |
0.006 |
0.2% |
100% |
True |
False |
108 |
| 80 |
2.891 |
2.467 |
0.424 |
14.7% |
0.005 |
0.2% |
100% |
True |
False |
82 |
| 100 |
2.891 |
2.403 |
0.488 |
16.9% |
0.005 |
0.2% |
100% |
True |
False |
68 |
| 120 |
2.891 |
2.382 |
0.509 |
17.6% |
0.005 |
0.2% |
100% |
True |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.959 |
|
2.618 |
2.933 |
|
1.618 |
2.917 |
|
1.000 |
2.907 |
|
0.618 |
2.901 |
|
HIGH |
2.891 |
|
0.618 |
2.885 |
|
0.500 |
2.883 |
|
0.382 |
2.881 |
|
LOW |
2.875 |
|
0.618 |
2.865 |
|
1.000 |
2.859 |
|
1.618 |
2.849 |
|
2.618 |
2.833 |
|
4.250 |
2.807 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.888 |
2.887 |
| PP |
2.886 |
2.883 |
| S1 |
2.883 |
2.879 |
|