NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.959 |
4.066 |
0.107 |
2.7% |
4.000 |
| High |
4.077 |
4.205 |
0.128 |
3.1% |
4.165 |
| Low |
3.915 |
4.056 |
0.141 |
3.6% |
3.837 |
| Close |
4.027 |
4.158 |
0.131 |
3.3% |
3.914 |
| Range |
0.162 |
0.149 |
-0.013 |
-8.0% |
0.328 |
| ATR |
0.142 |
0.145 |
0.003 |
1.8% |
0.000 |
| Volume |
120,858 |
142,586 |
21,728 |
18.0% |
699,900 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.587 |
4.521 |
4.240 |
|
| R3 |
4.438 |
4.372 |
4.199 |
|
| R2 |
4.289 |
4.289 |
4.185 |
|
| R1 |
4.223 |
4.223 |
4.172 |
4.256 |
| PP |
4.140 |
4.140 |
4.140 |
4.156 |
| S1 |
4.074 |
4.074 |
4.144 |
4.107 |
| S2 |
3.991 |
3.991 |
4.131 |
|
| S3 |
3.842 |
3.925 |
4.117 |
|
| S4 |
3.693 |
3.776 |
4.076 |
|
|
| 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 |
4.205 |
3.855 |
0.350 |
8.4% |
0.159 |
3.8% |
87% |
True |
False |
130,941 |
| 10 |
4.205 |
3.837 |
0.368 |
8.9% |
0.157 |
3.8% |
87% |
True |
False |
126,674 |
| 20 |
4.205 |
3.524 |
0.681 |
16.4% |
0.136 |
3.3% |
93% |
True |
False |
98,224 |
| 40 |
4.205 |
3.113 |
1.092 |
26.3% |
0.132 |
3.2% |
96% |
True |
False |
73,639 |
| 60 |
4.205 |
2.922 |
1.283 |
30.9% |
0.115 |
2.8% |
96% |
True |
False |
58,992 |
| 80 |
4.205 |
2.726 |
1.479 |
35.6% |
0.101 |
2.4% |
97% |
True |
False |
48,699 |
| 100 |
4.205 |
2.594 |
1.611 |
38.7% |
0.094 |
2.3% |
97% |
True |
False |
41,212 |
| 120 |
4.205 |
2.594 |
1.611 |
38.7% |
0.092 |
2.2% |
97% |
True |
False |
36,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.838 |
|
2.618 |
4.595 |
|
1.618 |
4.446 |
|
1.000 |
4.354 |
|
0.618 |
4.297 |
|
HIGH |
4.205 |
|
0.618 |
4.148 |
|
0.500 |
4.131 |
|
0.382 |
4.113 |
|
LOW |
4.056 |
|
0.618 |
3.964 |
|
1.000 |
3.907 |
|
1.618 |
3.815 |
|
2.618 |
3.666 |
|
4.250 |
3.423 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.149 |
4.125 |
| PP |
4.140 |
4.093 |
| S1 |
4.131 |
4.060 |
|