NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.670 |
3.617 |
-0.053 |
-1.4% |
3.673 |
| High |
3.686 |
3.688 |
0.002 |
0.1% |
3.769 |
| Low |
3.605 |
3.584 |
-0.021 |
-0.6% |
3.584 |
| Close |
3.614 |
3.674 |
0.060 |
1.7% |
3.674 |
| Range |
0.081 |
0.104 |
0.023 |
28.4% |
0.185 |
| ATR |
0.128 |
0.126 |
-0.002 |
-1.3% |
0.000 |
| Volume |
117,594 |
89,982 |
-27,612 |
-23.5% |
576,042 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.921 |
3.731 |
|
| R3 |
3.857 |
3.817 |
3.703 |
|
| R2 |
3.753 |
3.753 |
3.693 |
|
| R1 |
3.713 |
3.713 |
3.684 |
3.733 |
| PP |
3.649 |
3.649 |
3.649 |
3.659 |
| S1 |
3.609 |
3.609 |
3.664 |
3.629 |
| S2 |
3.545 |
3.545 |
3.655 |
|
| S3 |
3.441 |
3.505 |
3.645 |
|
| S4 |
3.337 |
3.401 |
3.617 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.137 |
3.776 |
|
| R3 |
4.046 |
3.952 |
3.725 |
|
| R2 |
3.861 |
3.861 |
3.708 |
|
| R1 |
3.767 |
3.767 |
3.691 |
3.814 |
| PP |
3.676 |
3.676 |
3.676 |
3.699 |
| S1 |
3.582 |
3.582 |
3.657 |
3.629 |
| S2 |
3.491 |
3.491 |
3.640 |
|
| S3 |
3.306 |
3.397 |
3.623 |
|
| S4 |
3.121 |
3.212 |
3.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.769 |
3.584 |
0.185 |
5.0% |
0.110 |
3.0% |
49% |
False |
True |
115,208 |
| 10 |
3.822 |
3.520 |
0.302 |
8.2% |
0.136 |
3.7% |
51% |
False |
False |
122,858 |
| 20 |
3.822 |
3.165 |
0.657 |
17.9% |
0.139 |
3.8% |
77% |
False |
False |
124,899 |
| 40 |
3.822 |
2.924 |
0.898 |
24.4% |
0.114 |
3.1% |
84% |
False |
False |
86,259 |
| 60 |
3.822 |
2.841 |
0.981 |
26.7% |
0.100 |
2.7% |
85% |
False |
False |
65,500 |
| 80 |
3.822 |
2.647 |
1.175 |
32.0% |
0.090 |
2.5% |
87% |
False |
False |
52,910 |
| 100 |
3.822 |
2.605 |
1.217 |
33.1% |
0.087 |
2.4% |
88% |
False |
False |
44,625 |
| 120 |
3.822 |
2.605 |
1.217 |
33.1% |
0.089 |
2.4% |
88% |
False |
False |
39,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.130 |
|
2.618 |
3.960 |
|
1.618 |
3.856 |
|
1.000 |
3.792 |
|
0.618 |
3.752 |
|
HIGH |
3.688 |
|
0.618 |
3.648 |
|
0.500 |
3.636 |
|
0.382 |
3.624 |
|
LOW |
3.584 |
|
0.618 |
3.520 |
|
1.000 |
3.480 |
|
1.618 |
3.416 |
|
2.618 |
3.312 |
|
4.250 |
3.142 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.661 |
3.673 |
| PP |
3.649 |
3.671 |
| S1 |
3.636 |
3.670 |
|