NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.973 |
3.959 |
-0.014 |
-0.4% |
4.000 |
| High |
4.042 |
4.077 |
0.035 |
0.9% |
4.165 |
| Low |
3.928 |
3.915 |
-0.013 |
-0.3% |
3.837 |
| Close |
3.935 |
4.027 |
0.092 |
2.3% |
3.914 |
| Range |
0.114 |
0.162 |
0.048 |
42.1% |
0.328 |
| ATR |
0.140 |
0.142 |
0.002 |
1.1% |
0.000 |
| Volume |
110,953 |
120,858 |
9,905 |
8.9% |
699,900 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.492 |
4.422 |
4.116 |
|
| R3 |
4.330 |
4.260 |
4.072 |
|
| R2 |
4.168 |
4.168 |
4.057 |
|
| R1 |
4.098 |
4.098 |
4.042 |
4.133 |
| PP |
4.006 |
4.006 |
4.006 |
4.024 |
| S1 |
3.936 |
3.936 |
4.012 |
3.971 |
| S2 |
3.844 |
3.844 |
3.997 |
|
| S3 |
3.682 |
3.774 |
3.982 |
|
| S4 |
3.520 |
3.612 |
3.938 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.956 |
4.763 |
4.094 |
|
| R3 |
4.628 |
4.435 |
4.004 |
|
| R2 |
4.300 |
4.300 |
3.974 |
|
| R1 |
4.107 |
4.107 |
3.944 |
4.040 |
| PP |
3.972 |
3.972 |
3.972 |
3.938 |
| S1 |
3.779 |
3.779 |
3.884 |
3.712 |
| S2 |
3.644 |
3.644 |
3.854 |
|
| S3 |
3.316 |
3.451 |
3.824 |
|
| S4 |
2.988 |
3.123 |
3.734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.097 |
3.837 |
0.260 |
6.5% |
0.167 |
4.1% |
73% |
False |
False |
129,370 |
| 10 |
4.165 |
3.837 |
0.328 |
8.1% |
0.150 |
3.7% |
58% |
False |
False |
121,219 |
| 20 |
4.165 |
3.495 |
0.670 |
16.6% |
0.138 |
3.4% |
79% |
False |
False |
93,748 |
| 40 |
4.165 |
3.099 |
1.066 |
26.5% |
0.131 |
3.3% |
87% |
False |
False |
72,153 |
| 60 |
4.165 |
2.922 |
1.243 |
30.9% |
0.113 |
2.8% |
89% |
False |
False |
56,924 |
| 80 |
4.165 |
2.717 |
1.448 |
36.0% |
0.100 |
2.5% |
90% |
False |
False |
47,136 |
| 100 |
4.165 |
2.594 |
1.571 |
39.0% |
0.094 |
2.3% |
91% |
False |
False |
39,907 |
| 120 |
4.165 |
2.594 |
1.571 |
39.0% |
0.092 |
2.3% |
91% |
False |
False |
35,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.766 |
|
2.618 |
4.501 |
|
1.618 |
4.339 |
|
1.000 |
4.239 |
|
0.618 |
4.177 |
|
HIGH |
4.077 |
|
0.618 |
4.015 |
|
0.500 |
3.996 |
|
0.382 |
3.977 |
|
LOW |
3.915 |
|
0.618 |
3.815 |
|
1.000 |
3.753 |
|
1.618 |
3.653 |
|
2.618 |
3.491 |
|
4.250 |
3.227 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.017 |
4.007 |
| PP |
4.006 |
3.986 |
| S1 |
3.996 |
3.966 |
|