NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.867 |
3.947 |
0.080 |
2.1% |
3.860 |
| High |
3.970 |
3.989 |
0.019 |
0.5% |
4.002 |
| Low |
3.852 |
3.902 |
0.050 |
1.3% |
3.751 |
| Close |
3.960 |
3.916 |
-0.044 |
-1.1% |
3.866 |
| Range |
0.118 |
0.087 |
-0.031 |
-26.3% |
0.251 |
| ATR |
0.133 |
0.130 |
-0.003 |
-2.5% |
0.000 |
| Volume |
84,446 |
93,961 |
9,515 |
11.3% |
368,998 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.143 |
3.964 |
|
| R3 |
4.110 |
4.056 |
3.940 |
|
| R2 |
4.023 |
4.023 |
3.932 |
|
| R1 |
3.969 |
3.969 |
3.924 |
3.953 |
| PP |
3.936 |
3.936 |
3.936 |
3.927 |
| S1 |
3.882 |
3.882 |
3.908 |
3.866 |
| S2 |
3.849 |
3.849 |
3.900 |
|
| S3 |
3.762 |
3.795 |
3.892 |
|
| S4 |
3.675 |
3.708 |
3.868 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.626 |
4.497 |
4.004 |
|
| R3 |
4.375 |
4.246 |
3.935 |
|
| R2 |
4.124 |
4.124 |
3.912 |
|
| R1 |
3.995 |
3.995 |
3.889 |
4.060 |
| PP |
3.873 |
3.873 |
3.873 |
3.905 |
| S1 |
3.744 |
3.744 |
3.843 |
3.809 |
| S2 |
3.622 |
3.622 |
3.820 |
|
| S3 |
3.371 |
3.493 |
3.797 |
|
| S4 |
3.120 |
3.242 |
3.728 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.989 |
3.751 |
0.238 |
6.1% |
0.111 |
2.8% |
69% |
True |
False |
83,083 |
| 10 |
4.142 |
3.751 |
0.391 |
10.0% |
0.129 |
3.3% |
42% |
False |
False |
79,688 |
| 20 |
4.211 |
3.751 |
0.460 |
11.7% |
0.135 |
3.5% |
36% |
False |
False |
70,641 |
| 40 |
4.211 |
3.496 |
0.715 |
18.3% |
0.136 |
3.5% |
59% |
False |
False |
55,288 |
| 60 |
4.211 |
3.043 |
1.168 |
29.8% |
0.123 |
3.1% |
75% |
False |
False |
48,530 |
| 80 |
4.211 |
2.945 |
1.266 |
32.3% |
0.110 |
2.8% |
77% |
False |
False |
42,698 |
| 100 |
4.211 |
2.658 |
1.553 |
39.7% |
0.100 |
2.5% |
81% |
False |
False |
38,577 |
| 120 |
4.211 |
2.608 |
1.603 |
40.9% |
0.095 |
2.4% |
82% |
False |
False |
35,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.217 |
|
1.618 |
4.130 |
|
1.000 |
4.076 |
|
0.618 |
4.043 |
|
HIGH |
3.989 |
|
0.618 |
3.956 |
|
0.500 |
3.946 |
|
0.382 |
3.935 |
|
LOW |
3.902 |
|
0.618 |
3.848 |
|
1.000 |
3.815 |
|
1.618 |
3.761 |
|
2.618 |
3.674 |
|
4.250 |
3.532 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.946 |
3.919 |
| PP |
3.936 |
3.918 |
| S1 |
3.926 |
3.917 |
|