NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.025 |
4.095 |
0.070 |
1.7% |
3.703 |
| High |
4.187 |
4.114 |
-0.073 |
-1.7% |
4.071 |
| Low |
4.010 |
3.934 |
-0.076 |
-1.9% |
3.686 |
| Close |
4.102 |
3.971 |
-0.131 |
-3.2% |
4.060 |
| Range |
0.177 |
0.180 |
0.003 |
1.7% |
0.385 |
| ATR |
0.129 |
0.132 |
0.004 |
2.8% |
0.000 |
| Volume |
49,424 |
46,964 |
-2,460 |
-5.0% |
530,528 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.439 |
4.070 |
|
| R3 |
4.366 |
4.259 |
4.021 |
|
| R2 |
4.186 |
4.186 |
4.004 |
|
| R1 |
4.079 |
4.079 |
3.988 |
4.043 |
| PP |
4.006 |
4.006 |
4.006 |
3.988 |
| S1 |
3.899 |
3.899 |
3.955 |
3.863 |
| S2 |
3.826 |
3.826 |
3.938 |
|
| S3 |
3.646 |
3.719 |
3.922 |
|
| S4 |
3.466 |
3.539 |
3.872 |
|
|
| 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 |
3.876 |
0.311 |
7.8% |
0.131 |
3.3% |
31% |
False |
False |
76,869 |
| 10 |
4.187 |
3.584 |
0.603 |
15.2% |
0.127 |
3.2% |
64% |
False |
False |
97,184 |
| 20 |
4.187 |
3.520 |
0.667 |
16.8% |
0.147 |
3.7% |
68% |
False |
False |
119,870 |
| 40 |
4.187 |
3.031 |
1.156 |
29.1% |
0.125 |
3.1% |
81% |
False |
False |
96,462 |
| 60 |
4.187 |
2.924 |
1.263 |
31.8% |
0.108 |
2.7% |
83% |
False |
False |
73,489 |
| 80 |
4.187 |
2.647 |
1.540 |
38.8% |
0.097 |
2.4% |
86% |
False |
False |
59,789 |
| 100 |
4.187 |
2.605 |
1.582 |
39.8% |
0.092 |
2.3% |
86% |
False |
False |
50,027 |
| 120 |
4.187 |
2.605 |
1.582 |
39.8% |
0.092 |
2.3% |
86% |
False |
False |
44,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.879 |
|
2.618 |
4.585 |
|
1.618 |
4.405 |
|
1.000 |
4.294 |
|
0.618 |
4.225 |
|
HIGH |
4.114 |
|
0.618 |
4.045 |
|
0.500 |
4.024 |
|
0.382 |
4.003 |
|
LOW |
3.934 |
|
0.618 |
3.823 |
|
1.000 |
3.754 |
|
1.618 |
3.643 |
|
2.618 |
3.463 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.024 |
4.061 |
| PP |
4.006 |
4.031 |
| S1 |
3.989 |
4.001 |
|