NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.968 |
4.000 |
0.032 |
0.8% |
3.684 |
| High |
4.043 |
4.156 |
0.113 |
2.8% |
4.043 |
| Low |
3.953 |
3.985 |
0.032 |
0.8% |
3.674 |
| Close |
4.034 |
4.076 |
0.042 |
1.0% |
4.034 |
| Range |
0.090 |
0.171 |
0.081 |
90.0% |
0.369 |
| ATR |
0.117 |
0.121 |
0.004 |
3.3% |
0.000 |
| Volume |
29,854 |
40,321 |
10,467 |
35.1% |
168,861 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.585 |
4.502 |
4.170 |
|
| R3 |
4.414 |
4.331 |
4.123 |
|
| R2 |
4.243 |
4.243 |
4.107 |
|
| R1 |
4.160 |
4.160 |
4.092 |
4.202 |
| PP |
4.072 |
4.072 |
4.072 |
4.093 |
| S1 |
3.989 |
3.989 |
4.060 |
4.031 |
| S2 |
3.901 |
3.901 |
4.045 |
|
| S3 |
3.730 |
3.818 |
4.029 |
|
| S4 |
3.559 |
3.647 |
3.982 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.024 |
4.898 |
4.237 |
|
| R3 |
4.655 |
4.529 |
4.135 |
|
| R2 |
4.286 |
4.286 |
4.102 |
|
| R1 |
4.160 |
4.160 |
4.068 |
4.223 |
| PP |
3.917 |
3.917 |
3.917 |
3.949 |
| S1 |
3.791 |
3.791 |
4.000 |
3.854 |
| S2 |
3.548 |
3.548 |
3.966 |
|
| S3 |
3.179 |
3.422 |
3.933 |
|
| S4 |
2.810 |
3.053 |
3.831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.156 |
3.714 |
0.442 |
10.8% |
0.129 |
3.2% |
82% |
True |
False |
35,898 |
| 10 |
4.156 |
3.583 |
0.573 |
14.1% |
0.111 |
2.7% |
86% |
True |
False |
33,625 |
| 20 |
4.156 |
3.492 |
0.664 |
16.3% |
0.135 |
3.3% |
88% |
True |
False |
40,677 |
| 40 |
4.156 |
2.989 |
1.167 |
28.6% |
0.114 |
2.8% |
93% |
True |
False |
36,941 |
| 60 |
4.156 |
2.945 |
1.211 |
29.7% |
0.099 |
2.4% |
93% |
True |
False |
33,000 |
| 80 |
4.156 |
2.658 |
1.498 |
36.8% |
0.089 |
2.2% |
95% |
True |
False |
30,220 |
| 100 |
4.156 |
2.608 |
1.548 |
38.0% |
0.086 |
2.1% |
95% |
True |
False |
28,261 |
| 120 |
4.156 |
2.608 |
1.548 |
38.0% |
0.086 |
2.1% |
95% |
True |
False |
28,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.883 |
|
2.618 |
4.604 |
|
1.618 |
4.433 |
|
1.000 |
4.327 |
|
0.618 |
4.262 |
|
HIGH |
4.156 |
|
0.618 |
4.091 |
|
0.500 |
4.071 |
|
0.382 |
4.050 |
|
LOW |
3.985 |
|
0.618 |
3.879 |
|
1.000 |
3.814 |
|
1.618 |
3.708 |
|
2.618 |
3.537 |
|
4.250 |
3.258 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.074 |
4.052 |
| PP |
4.072 |
4.028 |
| S1 |
4.071 |
4.004 |
|