NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.673 |
3.744 |
0.071 |
1.9% |
3.704 |
| High |
3.763 |
3.769 |
0.006 |
0.2% |
3.822 |
| Low |
3.623 |
3.673 |
0.050 |
1.4% |
3.520 |
| Close |
3.749 |
3.696 |
-0.053 |
-1.4% |
3.674 |
| Range |
0.140 |
0.096 |
-0.044 |
-31.4% |
0.302 |
| ATR |
0.134 |
0.132 |
-0.003 |
-2.0% |
0.000 |
| Volume |
127,071 |
104,041 |
-23,030 |
-18.1% |
541,079 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.944 |
3.749 |
|
| R3 |
3.905 |
3.848 |
3.722 |
|
| R2 |
3.809 |
3.809 |
3.714 |
|
| R1 |
3.752 |
3.752 |
3.705 |
3.733 |
| PP |
3.713 |
3.713 |
3.713 |
3.703 |
| S1 |
3.656 |
3.656 |
3.687 |
3.637 |
| S2 |
3.617 |
3.617 |
3.678 |
|
| S3 |
3.521 |
3.560 |
3.670 |
|
| S4 |
3.425 |
3.464 |
3.643 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.578 |
4.428 |
3.840 |
|
| R3 |
4.276 |
4.126 |
3.757 |
|
| R2 |
3.974 |
3.974 |
3.729 |
|
| R1 |
3.824 |
3.824 |
3.702 |
3.748 |
| PP |
3.672 |
3.672 |
3.672 |
3.634 |
| S1 |
3.522 |
3.522 |
3.646 |
3.446 |
| S2 |
3.370 |
3.370 |
3.619 |
|
| S3 |
3.068 |
3.220 |
3.591 |
|
| S4 |
2.766 |
2.918 |
3.508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.769 |
3.520 |
0.249 |
6.7% |
0.138 |
3.7% |
71% |
True |
False |
123,992 |
| 10 |
3.822 |
3.520 |
0.302 |
8.2% |
0.167 |
4.5% |
58% |
False |
False |
142,556 |
| 20 |
3.822 |
3.165 |
0.657 |
17.8% |
0.139 |
3.8% |
81% |
False |
False |
116,978 |
| 40 |
3.822 |
2.924 |
0.898 |
24.3% |
0.114 |
3.1% |
86% |
False |
False |
80,274 |
| 60 |
3.822 |
2.841 |
0.981 |
26.5% |
0.097 |
2.6% |
87% |
False |
False |
60,606 |
| 80 |
3.822 |
2.630 |
1.192 |
32.3% |
0.089 |
2.4% |
89% |
False |
False |
48,909 |
| 100 |
3.822 |
2.605 |
1.217 |
32.9% |
0.087 |
2.4% |
90% |
False |
False |
41,536 |
| 120 |
3.822 |
2.605 |
1.217 |
32.9% |
0.088 |
2.4% |
90% |
False |
False |
36,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.177 |
|
2.618 |
4.020 |
|
1.618 |
3.924 |
|
1.000 |
3.865 |
|
0.618 |
3.828 |
|
HIGH |
3.769 |
|
0.618 |
3.732 |
|
0.500 |
3.721 |
|
0.382 |
3.710 |
|
LOW |
3.673 |
|
0.618 |
3.614 |
|
1.000 |
3.577 |
|
1.618 |
3.518 |
|
2.618 |
3.422 |
|
4.250 |
3.265 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.721 |
3.696 |
| PP |
3.713 |
3.696 |
| S1 |
3.704 |
3.696 |
|