NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.066 |
4.152 |
0.086 |
2.1% |
4.000 |
| High |
4.205 |
4.205 |
0.000 |
0.0% |
4.165 |
| Low |
4.056 |
4.116 |
0.060 |
1.5% |
3.837 |
| Close |
4.158 |
4.140 |
-0.018 |
-0.4% |
3.914 |
| Range |
0.149 |
0.089 |
-0.060 |
-40.3% |
0.328 |
| ATR |
0.145 |
0.141 |
-0.004 |
-2.7% |
0.000 |
| Volume |
142,586 |
125,228 |
-17,358 |
-12.2% |
699,900 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.369 |
4.189 |
|
| R3 |
4.332 |
4.280 |
4.164 |
|
| R2 |
4.243 |
4.243 |
4.156 |
|
| R1 |
4.191 |
4.191 |
4.148 |
4.173 |
| PP |
4.154 |
4.154 |
4.154 |
4.144 |
| S1 |
4.102 |
4.102 |
4.132 |
4.084 |
| S2 |
4.065 |
4.065 |
4.124 |
|
| S3 |
3.976 |
4.013 |
4.116 |
|
| S4 |
3.887 |
3.924 |
4.091 |
|
|
| 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 |
8.5% |
0.143 |
3.4% |
81% |
True |
False |
132,298 |
| 10 |
4.205 |
3.837 |
0.368 |
8.9% |
0.153 |
3.7% |
82% |
True |
False |
129,749 |
| 20 |
4.205 |
3.572 |
0.633 |
15.3% |
0.132 |
3.2% |
90% |
True |
False |
100,602 |
| 40 |
4.205 |
3.139 |
1.066 |
25.7% |
0.133 |
3.2% |
94% |
True |
False |
75,347 |
| 60 |
4.205 |
2.922 |
1.283 |
31.0% |
0.115 |
2.8% |
95% |
True |
False |
60,769 |
| 80 |
4.205 |
2.756 |
1.449 |
35.0% |
0.101 |
2.4% |
96% |
True |
False |
50,033 |
| 100 |
4.205 |
2.594 |
1.611 |
38.9% |
0.094 |
2.3% |
96% |
True |
False |
42,332 |
| 120 |
4.205 |
2.594 |
1.611 |
38.9% |
0.092 |
2.2% |
96% |
True |
False |
37,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.583 |
|
2.618 |
4.438 |
|
1.618 |
4.349 |
|
1.000 |
4.294 |
|
0.618 |
4.260 |
|
HIGH |
4.205 |
|
0.618 |
4.171 |
|
0.500 |
4.161 |
|
0.382 |
4.150 |
|
LOW |
4.116 |
|
0.618 |
4.061 |
|
1.000 |
4.027 |
|
1.618 |
3.972 |
|
2.618 |
3.883 |
|
4.250 |
3.738 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.161 |
4.113 |
| PP |
4.154 |
4.087 |
| S1 |
4.147 |
4.060 |
|