NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.746 |
3.663 |
-0.083 |
-2.2% |
3.525 |
| High |
3.764 |
3.741 |
-0.023 |
-0.6% |
3.814 |
| Low |
3.591 |
3.598 |
0.007 |
0.2% |
3.505 |
| Close |
3.661 |
3.700 |
0.039 |
1.1% |
3.700 |
| Range |
0.173 |
0.143 |
-0.030 |
-17.3% |
0.309 |
| ATR |
0.122 |
0.124 |
0.001 |
1.2% |
0.000 |
| Volume |
149,422 |
111,464 |
-37,958 |
-25.4% |
816,937 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.109 |
4.047 |
3.779 |
|
| R3 |
3.966 |
3.904 |
3.739 |
|
| R2 |
3.823 |
3.823 |
3.726 |
|
| R1 |
3.761 |
3.761 |
3.713 |
3.792 |
| PP |
3.680 |
3.680 |
3.680 |
3.695 |
| S1 |
3.618 |
3.618 |
3.687 |
3.649 |
| S2 |
3.537 |
3.537 |
3.674 |
|
| S3 |
3.394 |
3.475 |
3.661 |
|
| S4 |
3.251 |
3.332 |
3.621 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.600 |
4.459 |
3.870 |
|
| R3 |
4.291 |
4.150 |
3.785 |
|
| R2 |
3.982 |
3.982 |
3.757 |
|
| R1 |
3.841 |
3.841 |
3.728 |
3.912 |
| PP |
3.673 |
3.673 |
3.673 |
3.708 |
| S1 |
3.532 |
3.532 |
3.672 |
3.603 |
| S2 |
3.364 |
3.364 |
3.643 |
|
| S3 |
3.055 |
3.223 |
3.615 |
|
| S4 |
2.746 |
2.914 |
3.530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.814 |
3.505 |
0.309 |
8.4% |
0.183 |
4.9% |
63% |
False |
False |
163,387 |
| 10 |
3.814 |
3.165 |
0.649 |
17.5% |
0.146 |
4.0% |
82% |
False |
False |
132,692 |
| 20 |
3.814 |
3.053 |
0.761 |
20.6% |
0.122 |
3.3% |
85% |
False |
False |
96,386 |
| 40 |
3.814 |
2.924 |
0.890 |
24.1% |
0.101 |
2.7% |
87% |
False |
False |
64,422 |
| 60 |
3.814 |
2.707 |
1.107 |
29.9% |
0.088 |
2.4% |
90% |
False |
False |
49,367 |
| 80 |
3.814 |
2.605 |
1.209 |
32.7% |
0.084 |
2.3% |
91% |
False |
False |
40,217 |
| 100 |
3.814 |
2.605 |
1.209 |
32.7% |
0.084 |
2.3% |
91% |
False |
False |
34,901 |
| 120 |
3.814 |
2.605 |
1.209 |
32.7% |
0.085 |
2.3% |
91% |
False |
False |
30,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.349 |
|
2.618 |
4.115 |
|
1.618 |
3.972 |
|
1.000 |
3.884 |
|
0.618 |
3.829 |
|
HIGH |
3.741 |
|
0.618 |
3.686 |
|
0.500 |
3.670 |
|
0.382 |
3.653 |
|
LOW |
3.598 |
|
0.618 |
3.510 |
|
1.000 |
3.455 |
|
1.618 |
3.367 |
|
2.618 |
3.224 |
|
4.250 |
2.990 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.690 |
3.703 |
| PP |
3.680 |
3.702 |
| S1 |
3.670 |
3.701 |
|