NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.095 |
3.947 |
-0.148 |
-3.6% |
3.703 |
| High |
4.114 |
4.064 |
-0.050 |
-1.2% |
4.071 |
| Low |
3.934 |
3.872 |
-0.062 |
-1.6% |
3.686 |
| Close |
3.971 |
4.044 |
0.073 |
1.8% |
4.060 |
| Range |
0.180 |
0.192 |
0.012 |
6.7% |
0.385 |
| ATR |
0.132 |
0.137 |
0.004 |
3.2% |
0.000 |
| Volume |
46,964 |
3,877 |
-43,087 |
-91.7% |
530,528 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.569 |
4.499 |
4.150 |
|
| R3 |
4.377 |
4.307 |
4.097 |
|
| R2 |
4.185 |
4.185 |
4.079 |
|
| R1 |
4.115 |
4.115 |
4.062 |
4.150 |
| PP |
3.993 |
3.993 |
3.993 |
4.011 |
| S1 |
3.923 |
3.923 |
4.026 |
3.958 |
| S2 |
3.801 |
3.801 |
4.009 |
|
| S3 |
3.609 |
3.731 |
3.991 |
|
| S4 |
3.417 |
3.539 |
3.938 |
|
|
| 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 |
3.872 |
0.315 |
7.8% |
0.155 |
3.8% |
55% |
False |
True |
55,258 |
| 10 |
4.187 |
3.584 |
0.603 |
14.9% |
0.133 |
3.3% |
76% |
False |
False |
83,836 |
| 20 |
4.187 |
3.520 |
0.667 |
16.5% |
0.144 |
3.6% |
79% |
False |
False |
109,790 |
| 40 |
4.187 |
3.031 |
1.156 |
28.6% |
0.126 |
3.1% |
88% |
False |
False |
94,763 |
| 60 |
4.187 |
2.924 |
1.263 |
31.2% |
0.110 |
2.7% |
89% |
False |
False |
73,192 |
| 80 |
4.187 |
2.647 |
1.540 |
38.1% |
0.098 |
2.4% |
91% |
False |
False |
59,611 |
| 100 |
4.187 |
2.605 |
1.582 |
39.1% |
0.093 |
2.3% |
91% |
False |
False |
49,971 |
| 120 |
4.187 |
2.605 |
1.582 |
39.1% |
0.092 |
2.3% |
91% |
False |
False |
44,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.880 |
|
2.618 |
4.567 |
|
1.618 |
4.375 |
|
1.000 |
4.256 |
|
0.618 |
4.183 |
|
HIGH |
4.064 |
|
0.618 |
3.991 |
|
0.500 |
3.968 |
|
0.382 |
3.945 |
|
LOW |
3.872 |
|
0.618 |
3.753 |
|
1.000 |
3.680 |
|
1.618 |
3.561 |
|
2.618 |
3.369 |
|
4.250 |
3.056 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.019 |
4.039 |
| PP |
3.993 |
4.034 |
| S1 |
3.968 |
4.030 |
|