NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.900 |
0.159 |
4.3% |
3.660 |
| High |
3.902 |
3.939 |
0.037 |
0.9% |
3.750 |
| Low |
3.714 |
3.870 |
0.156 |
4.2% |
3.583 |
| Close |
3.849 |
3.935 |
0.086 |
2.2% |
3.664 |
| Range |
0.188 |
0.069 |
-0.119 |
-63.3% |
0.167 |
| ATR |
0.121 |
0.118 |
-0.002 |
-1.8% |
0.000 |
| Volume |
41,344 |
31,011 |
-10,333 |
-25.0% |
166,610 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.097 |
3.973 |
|
| R3 |
4.053 |
4.028 |
3.954 |
|
| R2 |
3.984 |
3.984 |
3.948 |
|
| R1 |
3.959 |
3.959 |
3.941 |
3.972 |
| PP |
3.915 |
3.915 |
3.915 |
3.921 |
| S1 |
3.890 |
3.890 |
3.929 |
3.903 |
| S2 |
3.846 |
3.846 |
3.922 |
|
| S3 |
3.777 |
3.821 |
3.916 |
|
| S4 |
3.708 |
3.752 |
3.897 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.082 |
3.756 |
|
| R3 |
4.000 |
3.915 |
3.710 |
|
| R2 |
3.833 |
3.833 |
3.695 |
|
| R1 |
3.748 |
3.748 |
3.679 |
3.791 |
| PP |
3.666 |
3.666 |
3.666 |
3.687 |
| S1 |
3.581 |
3.581 |
3.649 |
3.624 |
| S2 |
3.499 |
3.499 |
3.633 |
|
| S3 |
3.332 |
3.414 |
3.618 |
|
| S4 |
3.165 |
3.247 |
3.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.939 |
3.583 |
0.356 |
9.0% |
0.102 |
2.6% |
99% |
True |
False |
32,690 |
| 10 |
3.939 |
3.527 |
0.412 |
10.5% |
0.110 |
2.8% |
99% |
True |
False |
35,005 |
| 20 |
3.939 |
3.275 |
0.664 |
16.9% |
0.134 |
3.4% |
99% |
True |
False |
41,327 |
| 40 |
3.939 |
2.954 |
0.985 |
25.0% |
0.109 |
2.8% |
100% |
True |
False |
36,326 |
| 60 |
3.939 |
2.945 |
0.994 |
25.3% |
0.096 |
2.4% |
100% |
True |
False |
32,538 |
| 80 |
3.939 |
2.658 |
1.281 |
32.6% |
0.087 |
2.2% |
100% |
True |
False |
29,455 |
| 100 |
3.939 |
2.608 |
1.331 |
33.8% |
0.084 |
2.1% |
100% |
True |
False |
27,697 |
| 120 |
3.939 |
2.608 |
1.331 |
33.8% |
0.085 |
2.2% |
100% |
True |
False |
28,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.232 |
|
2.618 |
4.120 |
|
1.618 |
4.051 |
|
1.000 |
4.008 |
|
0.618 |
3.982 |
|
HIGH |
3.939 |
|
0.618 |
3.913 |
|
0.500 |
3.905 |
|
0.382 |
3.896 |
|
LOW |
3.870 |
|
0.618 |
3.827 |
|
1.000 |
3.801 |
|
1.618 |
3.758 |
|
2.618 |
3.689 |
|
4.250 |
3.577 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.892 |
| PP |
3.915 |
3.849 |
| S1 |
3.905 |
3.807 |
|