NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.922 |
3.996 |
0.074 |
1.9% |
3.703 |
| High |
4.006 |
4.071 |
0.065 |
1.6% |
4.071 |
| Low |
3.876 |
3.976 |
0.100 |
2.6% |
3.686 |
| Close |
4.003 |
4.060 |
0.057 |
1.4% |
4.060 |
| Range |
0.130 |
0.095 |
-0.035 |
-26.9% |
0.385 |
| ATR |
0.127 |
0.125 |
-0.002 |
-1.8% |
0.000 |
| Volume |
102,159 |
73,870 |
-28,289 |
-27.7% |
530,528 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.321 |
4.285 |
4.112 |
|
| R3 |
4.226 |
4.190 |
4.086 |
|
| R2 |
4.131 |
4.131 |
4.077 |
|
| R1 |
4.095 |
4.095 |
4.069 |
4.113 |
| PP |
4.036 |
4.036 |
4.036 |
4.045 |
| S1 |
4.000 |
4.000 |
4.051 |
4.018 |
| S2 |
3.941 |
3.941 |
4.043 |
|
| S3 |
3.846 |
3.905 |
4.034 |
|
| S4 |
3.751 |
3.810 |
4.008 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.094 |
4.962 |
4.272 |
|
| R3 |
4.709 |
4.577 |
4.166 |
|
| R2 |
4.324 |
4.324 |
4.131 |
|
| R1 |
4.192 |
4.192 |
4.095 |
4.258 |
| PP |
3.939 |
3.939 |
3.939 |
3.972 |
| S1 |
3.807 |
3.807 |
4.025 |
3.873 |
| S2 |
3.554 |
3.554 |
3.989 |
|
| S3 |
3.169 |
3.422 |
3.954 |
|
| S4 |
2.784 |
3.037 |
3.848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.071 |
3.686 |
0.385 |
9.5% |
0.119 |
2.9% |
97% |
True |
False |
106,105 |
| 10 |
4.071 |
3.584 |
0.487 |
12.0% |
0.115 |
2.8% |
98% |
True |
False |
110,657 |
| 20 |
4.071 |
3.430 |
0.641 |
15.8% |
0.142 |
3.5% |
98% |
True |
False |
130,111 |
| 40 |
4.071 |
2.938 |
1.133 |
27.9% |
0.120 |
3.0% |
99% |
True |
False |
95,916 |
| 60 |
4.071 |
2.924 |
1.147 |
28.3% |
0.104 |
2.6% |
99% |
True |
False |
72,667 |
| 80 |
4.071 |
2.647 |
1.424 |
35.1% |
0.094 |
2.3% |
99% |
True |
False |
58,938 |
| 100 |
4.071 |
2.605 |
1.466 |
36.1% |
0.090 |
2.2% |
99% |
True |
False |
49,301 |
| 120 |
4.071 |
2.605 |
1.466 |
36.1% |
0.090 |
2.2% |
99% |
True |
False |
43,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.475 |
|
2.618 |
4.320 |
|
1.618 |
4.225 |
|
1.000 |
4.166 |
|
0.618 |
4.130 |
|
HIGH |
4.071 |
|
0.618 |
4.035 |
|
0.500 |
4.024 |
|
0.382 |
4.012 |
|
LOW |
3.976 |
|
0.618 |
3.917 |
|
1.000 |
3.881 |
|
1.618 |
3.822 |
|
2.618 |
3.727 |
|
4.250 |
3.572 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.048 |
4.031 |
| PP |
4.036 |
4.002 |
| S1 |
4.024 |
3.974 |
|