NYMEX Natural Gas Future August 2021
| 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 |
3.772 |
3.927 |
0.155 |
4.1% |
3.673 |
| High |
3.934 |
3.965 |
0.031 |
0.8% |
3.769 |
| Low |
3.740 |
3.891 |
0.151 |
4.0% |
3.584 |
| Close |
3.876 |
3.959 |
0.083 |
2.1% |
3.674 |
| Range |
0.194 |
0.074 |
-0.120 |
-61.9% |
0.185 |
| ATR |
0.130 |
0.127 |
-0.003 |
-2.3% |
0.000 |
| Volume |
118,404 |
111,932 |
-6,472 |
-5.5% |
576,042 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
4.134 |
4.000 |
|
| R3 |
4.086 |
4.060 |
3.979 |
|
| R2 |
4.012 |
4.012 |
3.973 |
|
| R1 |
3.986 |
3.986 |
3.966 |
3.999 |
| PP |
3.938 |
3.938 |
3.938 |
3.945 |
| S1 |
3.912 |
3.912 |
3.952 |
3.925 |
| S2 |
3.864 |
3.864 |
3.945 |
|
| S3 |
3.790 |
3.838 |
3.939 |
|
| S4 |
3.716 |
3.764 |
3.918 |
|
|
| 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 |
3.965 |
3.584 |
0.381 |
9.6% |
0.111 |
2.8% |
98% |
True |
False |
112,415 |
| 10 |
3.965 |
3.540 |
0.425 |
10.7% |
0.119 |
3.0% |
99% |
True |
False |
119,477 |
| 20 |
3.965 |
3.272 |
0.693 |
17.5% |
0.144 |
3.6% |
99% |
True |
False |
133,241 |
| 40 |
3.965 |
2.938 |
1.027 |
25.9% |
0.118 |
3.0% |
99% |
True |
False |
93,031 |
| 60 |
3.965 |
2.924 |
1.041 |
26.3% |
0.103 |
2.6% |
99% |
True |
False |
70,483 |
| 80 |
3.965 |
2.647 |
1.318 |
33.3% |
0.093 |
2.3% |
100% |
True |
False |
57,007 |
| 100 |
3.965 |
2.605 |
1.360 |
34.4% |
0.089 |
2.2% |
100% |
True |
False |
47,695 |
| 120 |
3.965 |
2.605 |
1.360 |
34.4% |
0.090 |
2.3% |
100% |
True |
False |
42,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.280 |
|
2.618 |
4.159 |
|
1.618 |
4.085 |
|
1.000 |
4.039 |
|
0.618 |
4.011 |
|
HIGH |
3.965 |
|
0.618 |
3.937 |
|
0.500 |
3.928 |
|
0.382 |
3.919 |
|
LOW |
3.891 |
|
0.618 |
3.845 |
|
1.000 |
3.817 |
|
1.618 |
3.771 |
|
2.618 |
3.697 |
|
4.250 |
3.577 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.949 |
3.915 |
| PP |
3.938 |
3.870 |
| S1 |
3.928 |
3.826 |
|