NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.657 |
3.608 |
-0.049 |
-1.3% |
3.657 |
| High |
3.671 |
3.669 |
-0.002 |
-0.1% |
3.751 |
| Low |
3.592 |
3.572 |
-0.020 |
-0.6% |
3.572 |
| Close |
3.601 |
3.658 |
0.057 |
1.6% |
3.658 |
| Range |
0.079 |
0.097 |
0.018 |
22.8% |
0.179 |
| ATR |
0.124 |
0.122 |
-0.002 |
-1.5% |
0.000 |
| Volume |
64,404 |
51,346 |
-13,058 |
-20.3% |
314,055 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.924 |
3.888 |
3.711 |
|
| R3 |
3.827 |
3.791 |
3.685 |
|
| R2 |
3.730 |
3.730 |
3.676 |
|
| R1 |
3.694 |
3.694 |
3.667 |
3.712 |
| PP |
3.633 |
3.633 |
3.633 |
3.642 |
| S1 |
3.597 |
3.597 |
3.649 |
3.615 |
| S2 |
3.536 |
3.536 |
3.640 |
|
| S3 |
3.439 |
3.500 |
3.631 |
|
| S4 |
3.342 |
3.403 |
3.605 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.107 |
3.756 |
|
| R3 |
4.018 |
3.928 |
3.707 |
|
| R2 |
3.839 |
3.839 |
3.691 |
|
| R1 |
3.749 |
3.749 |
3.674 |
3.794 |
| PP |
3.660 |
3.660 |
3.660 |
3.683 |
| S1 |
3.570 |
3.570 |
3.642 |
3.615 |
| S2 |
3.481 |
3.481 |
3.625 |
|
| S3 |
3.302 |
3.391 |
3.609 |
|
| S4 |
3.123 |
3.212 |
3.560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.751 |
3.572 |
0.179 |
4.9% |
0.107 |
2.9% |
48% |
False |
True |
62,811 |
| 10 |
3.789 |
3.495 |
0.294 |
8.0% |
0.132 |
3.6% |
55% |
False |
False |
61,880 |
| 20 |
3.789 |
3.154 |
0.635 |
17.4% |
0.134 |
3.7% |
79% |
False |
False |
55,558 |
| 40 |
3.789 |
2.922 |
0.867 |
23.7% |
0.110 |
3.0% |
85% |
False |
False |
46,828 |
| 60 |
3.789 |
2.830 |
0.959 |
26.2% |
0.097 |
2.6% |
86% |
False |
False |
37,929 |
| 80 |
3.789 |
2.639 |
1.150 |
31.4% |
0.087 |
2.4% |
89% |
False |
False |
31,903 |
| 100 |
3.789 |
2.594 |
1.195 |
32.7% |
0.085 |
2.3% |
89% |
False |
False |
27,782 |
| 120 |
3.789 |
2.594 |
1.195 |
32.7% |
0.086 |
2.4% |
89% |
False |
False |
26,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.081 |
|
2.618 |
3.923 |
|
1.618 |
3.826 |
|
1.000 |
3.766 |
|
0.618 |
3.729 |
|
HIGH |
3.669 |
|
0.618 |
3.632 |
|
0.500 |
3.621 |
|
0.382 |
3.609 |
|
LOW |
3.572 |
|
0.618 |
3.512 |
|
1.000 |
3.475 |
|
1.618 |
3.415 |
|
2.618 |
3.318 |
|
4.250 |
3.160 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.646 |
3.658 |
| PP |
3.633 |
3.657 |
| S1 |
3.621 |
3.657 |
|