NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.039 |
4.110 |
0.071 |
1.8% |
3.973 |
| High |
4.126 |
4.129 |
0.003 |
0.1% |
4.205 |
| Low |
4.016 |
3.979 |
-0.037 |
-0.9% |
3.915 |
| Close |
4.089 |
4.059 |
-0.030 |
-0.7% |
4.140 |
| Range |
0.110 |
0.150 |
0.040 |
36.4% |
0.290 |
| ATR |
0.138 |
0.139 |
0.001 |
0.6% |
0.000 |
| Volume |
157,513 |
161,899 |
4,386 |
2.8% |
652,778 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.506 |
4.432 |
4.142 |
|
| R3 |
4.356 |
4.282 |
4.100 |
|
| R2 |
4.206 |
4.206 |
4.087 |
|
| R1 |
4.132 |
4.132 |
4.073 |
4.094 |
| PP |
4.056 |
4.056 |
4.056 |
4.037 |
| S1 |
3.982 |
3.982 |
4.045 |
3.944 |
| S2 |
3.906 |
3.906 |
4.032 |
|
| S3 |
3.756 |
3.832 |
4.018 |
|
| S4 |
3.606 |
3.682 |
3.977 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.957 |
4.838 |
4.300 |
|
| R3 |
4.667 |
4.548 |
4.220 |
|
| R2 |
4.377 |
4.377 |
4.193 |
|
| R1 |
4.258 |
4.258 |
4.167 |
4.318 |
| PP |
4.087 |
4.087 |
4.087 |
4.116 |
| S1 |
3.968 |
3.968 |
4.113 |
4.028 |
| S2 |
3.797 |
3.797 |
4.087 |
|
| S3 |
3.507 |
3.678 |
4.060 |
|
| S4 |
3.217 |
3.388 |
3.981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.205 |
3.979 |
0.226 |
5.6% |
0.125 |
3.1% |
35% |
False |
True |
155,558 |
| 10 |
4.205 |
3.855 |
0.350 |
8.6% |
0.142 |
3.5% |
58% |
False |
False |
143,250 |
| 20 |
4.205 |
3.572 |
0.633 |
15.6% |
0.137 |
3.4% |
77% |
False |
False |
120,325 |
| 40 |
4.205 |
3.154 |
1.051 |
25.9% |
0.135 |
3.3% |
86% |
False |
False |
86,515 |
| 60 |
4.205 |
2.922 |
1.283 |
31.6% |
0.119 |
2.9% |
89% |
False |
False |
70,151 |
| 80 |
4.205 |
2.830 |
1.375 |
33.9% |
0.105 |
2.6% |
89% |
False |
False |
57,394 |
| 100 |
4.205 |
2.639 |
1.566 |
38.6% |
0.097 |
2.4% |
91% |
False |
False |
48,547 |
| 120 |
4.205 |
2.594 |
1.611 |
39.7% |
0.093 |
2.3% |
91% |
False |
False |
42,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.767 |
|
2.618 |
4.522 |
|
1.618 |
4.372 |
|
1.000 |
4.279 |
|
0.618 |
4.222 |
|
HIGH |
4.129 |
|
0.618 |
4.072 |
|
0.500 |
4.054 |
|
0.382 |
4.036 |
|
LOW |
3.979 |
|
0.618 |
3.886 |
|
1.000 |
3.829 |
|
1.618 |
3.736 |
|
2.618 |
3.586 |
|
4.250 |
3.342 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.057 |
4.082 |
| PP |
4.056 |
4.074 |
| S1 |
4.054 |
4.067 |
|