NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.559 |
3.663 |
0.104 |
2.9% |
3.668 |
| High |
3.697 |
3.720 |
0.023 |
0.6% |
3.789 |
| Low |
3.524 |
3.639 |
0.115 |
3.3% |
3.495 |
| Close |
3.667 |
3.657 |
-0.010 |
-0.3% |
3.657 |
| Range |
0.173 |
0.081 |
-0.092 |
-53.2% |
0.294 |
| ATR |
0.133 |
0.129 |
-0.004 |
-2.8% |
0.000 |
| Volume |
77,652 |
59,815 |
-17,837 |
-23.0% |
252,704 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.867 |
3.702 |
|
| R3 |
3.834 |
3.786 |
3.679 |
|
| R2 |
3.753 |
3.753 |
3.672 |
|
| R1 |
3.705 |
3.705 |
3.664 |
3.689 |
| PP |
3.672 |
3.672 |
3.672 |
3.664 |
| S1 |
3.624 |
3.624 |
3.650 |
3.608 |
| S2 |
3.591 |
3.591 |
3.642 |
|
| S3 |
3.510 |
3.543 |
3.635 |
|
| S4 |
3.429 |
3.462 |
3.612 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.529 |
4.387 |
3.819 |
|
| R3 |
4.235 |
4.093 |
3.738 |
|
| R2 |
3.941 |
3.941 |
3.711 |
|
| R1 |
3.799 |
3.799 |
3.684 |
3.723 |
| PP |
3.647 |
3.647 |
3.647 |
3.609 |
| S1 |
3.505 |
3.505 |
3.630 |
3.429 |
| S2 |
3.353 |
3.353 |
3.603 |
|
| S3 |
3.059 |
3.211 |
3.576 |
|
| S4 |
2.765 |
2.917 |
3.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.789 |
3.495 |
0.294 |
8.0% |
0.157 |
4.3% |
55% |
False |
False |
60,949 |
| 10 |
3.789 |
3.408 |
0.381 |
10.4% |
0.163 |
4.5% |
65% |
False |
False |
64,364 |
| 20 |
3.789 |
3.154 |
0.635 |
17.4% |
0.135 |
3.7% |
79% |
False |
False |
50,076 |
| 40 |
3.789 |
2.922 |
0.867 |
23.7% |
0.107 |
2.9% |
85% |
False |
False |
41,914 |
| 60 |
3.789 |
2.756 |
1.033 |
28.2% |
0.092 |
2.5% |
87% |
False |
False |
33,944 |
| 80 |
3.789 |
2.594 |
1.195 |
32.7% |
0.085 |
2.3% |
89% |
False |
False |
28,446 |
| 100 |
3.789 |
2.594 |
1.195 |
32.7% |
0.084 |
2.3% |
89% |
False |
False |
25,390 |
| 120 |
3.789 |
2.594 |
1.195 |
32.7% |
0.085 |
2.3% |
89% |
False |
False |
23,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.932 |
|
1.618 |
3.851 |
|
1.000 |
3.801 |
|
0.618 |
3.770 |
|
HIGH |
3.720 |
|
0.618 |
3.689 |
|
0.500 |
3.680 |
|
0.382 |
3.670 |
|
LOW |
3.639 |
|
0.618 |
3.589 |
|
1.000 |
3.558 |
|
1.618 |
3.508 |
|
2.618 |
3.427 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.680 |
3.641 |
| PP |
3.672 |
3.624 |
| S1 |
3.665 |
3.608 |
|