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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.001
Narrowest range in 3 trading days

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

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols