NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.996 |
4.025 |
0.029 |
0.7% |
3.703 |
| High |
4.071 |
4.187 |
0.116 |
2.8% |
4.071 |
| Low |
3.976 |
4.010 |
0.034 |
0.9% |
3.686 |
| Close |
4.060 |
4.102 |
0.042 |
1.0% |
4.060 |
| Range |
0.095 |
0.177 |
0.082 |
86.3% |
0.385 |
| ATR |
0.125 |
0.129 |
0.004 |
3.0% |
0.000 |
| Volume |
73,870 |
49,424 |
-24,446 |
-33.1% |
530,528 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.631 |
4.543 |
4.199 |
|
| R3 |
4.454 |
4.366 |
4.151 |
|
| R2 |
4.277 |
4.277 |
4.134 |
|
| R1 |
4.189 |
4.189 |
4.118 |
4.233 |
| PP |
4.100 |
4.100 |
4.100 |
4.122 |
| S1 |
4.012 |
4.012 |
4.086 |
4.056 |
| S2 |
3.923 |
3.923 |
4.070 |
|
| S3 |
3.746 |
3.835 |
4.053 |
|
| S4 |
3.569 |
3.658 |
4.005 |
|
|
| 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 |
4.187 |
3.740 |
0.447 |
10.9% |
0.134 |
3.3% |
81% |
True |
False |
91,157 |
| 10 |
4.187 |
3.584 |
0.603 |
14.7% |
0.118 |
2.9% |
86% |
True |
False |
102,892 |
| 20 |
4.187 |
3.505 |
0.682 |
16.6% |
0.145 |
3.5% |
88% |
True |
False |
125,700 |
| 40 |
4.187 |
2.975 |
1.212 |
29.5% |
0.122 |
3.0% |
93% |
True |
False |
96,241 |
| 60 |
4.187 |
2.924 |
1.263 |
30.8% |
0.106 |
2.6% |
93% |
True |
False |
73,099 |
| 80 |
4.187 |
2.647 |
1.540 |
37.5% |
0.095 |
2.3% |
94% |
True |
False |
59,411 |
| 100 |
4.187 |
2.605 |
1.582 |
38.6% |
0.091 |
2.2% |
95% |
True |
False |
49,706 |
| 120 |
4.187 |
2.605 |
1.582 |
38.6% |
0.091 |
2.2% |
95% |
True |
False |
43,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.939 |
|
2.618 |
4.650 |
|
1.618 |
4.473 |
|
1.000 |
4.364 |
|
0.618 |
4.296 |
|
HIGH |
4.187 |
|
0.618 |
4.119 |
|
0.500 |
4.099 |
|
0.382 |
4.078 |
|
LOW |
4.010 |
|
0.618 |
3.901 |
|
1.000 |
3.833 |
|
1.618 |
3.724 |
|
2.618 |
3.547 |
|
4.250 |
3.258 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.101 |
4.079 |
| PP |
4.100 |
4.055 |
| S1 |
4.099 |
4.032 |
|