NYMEX Natural Gas Future September 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 |
4.075 |
3.925 |
-0.150 |
-3.7% |
3.687 |
| High |
4.094 |
4.025 |
-0.069 |
-1.7% |
4.051 |
| Low |
3.907 |
3.837 |
-0.070 |
-1.8% |
3.669 |
| Close |
3.942 |
3.967 |
0.025 |
0.6% |
4.042 |
| Range |
0.187 |
0.188 |
0.001 |
0.5% |
0.382 |
| ATR |
0.130 |
0.134 |
0.004 |
3.2% |
0.000 |
| Volume |
145,924 |
134,730 |
-11,194 |
-7.7% |
438,664 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.507 |
4.425 |
4.070 |
|
| R3 |
4.319 |
4.237 |
4.019 |
|
| R2 |
4.131 |
4.131 |
4.001 |
|
| R1 |
4.049 |
4.049 |
3.984 |
4.090 |
| PP |
3.943 |
3.943 |
3.943 |
3.964 |
| S1 |
3.861 |
3.861 |
3.950 |
3.902 |
| S2 |
3.755 |
3.755 |
3.933 |
|
| S3 |
3.567 |
3.673 |
3.915 |
|
| S4 |
3.379 |
3.485 |
3.864 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.067 |
4.936 |
4.252 |
|
| R3 |
4.685 |
4.554 |
4.147 |
|
| R2 |
4.303 |
4.303 |
4.112 |
|
| R1 |
4.172 |
4.172 |
4.077 |
4.238 |
| PP |
3.921 |
3.921 |
3.921 |
3.953 |
| S1 |
3.790 |
3.790 |
4.007 |
3.856 |
| S2 |
3.539 |
3.539 |
3.972 |
|
| S3 |
3.157 |
3.408 |
3.937 |
|
| S4 |
2.775 |
3.026 |
3.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.165 |
3.837 |
0.328 |
8.3% |
0.155 |
3.9% |
40% |
False |
True |
122,406 |
| 10 |
4.165 |
3.572 |
0.593 |
14.9% |
0.131 |
3.3% |
67% |
False |
False |
97,400 |
| 20 |
4.165 |
3.495 |
0.670 |
16.9% |
0.141 |
3.5% |
70% |
False |
False |
81,001 |
| 40 |
4.165 |
3.025 |
1.140 |
28.7% |
0.123 |
3.1% |
83% |
False |
False |
62,600 |
| 60 |
4.165 |
2.922 |
1.243 |
31.3% |
0.107 |
2.7% |
84% |
False |
False |
49,816 |
| 80 |
4.165 |
2.639 |
1.526 |
38.5% |
0.095 |
2.4% |
87% |
False |
False |
41,638 |
| 100 |
4.165 |
2.594 |
1.571 |
39.6% |
0.090 |
2.3% |
87% |
False |
False |
35,345 |
| 120 |
4.165 |
2.594 |
1.571 |
39.6% |
0.090 |
2.3% |
87% |
False |
False |
32,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.824 |
|
2.618 |
4.517 |
|
1.618 |
4.329 |
|
1.000 |
4.213 |
|
0.618 |
4.141 |
|
HIGH |
4.025 |
|
0.618 |
3.953 |
|
0.500 |
3.931 |
|
0.382 |
3.909 |
|
LOW |
3.837 |
|
0.618 |
3.721 |
|
1.000 |
3.649 |
|
1.618 |
3.533 |
|
2.618 |
3.345 |
|
4.250 |
3.038 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.955 |
4.001 |
| PP |
3.943 |
3.990 |
| S1 |
3.931 |
3.978 |
|