NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.075 |
3.920 |
-0.155 |
-3.8% |
3.684 |
| High |
4.088 |
4.024 |
-0.064 |
-1.6% |
4.043 |
| Low |
3.904 |
3.840 |
-0.064 |
-1.6% |
3.674 |
| Close |
3.939 |
3.969 |
0.030 |
0.8% |
4.034 |
| Range |
0.184 |
0.184 |
0.000 |
0.0% |
0.369 |
| ATR |
0.125 |
0.130 |
0.004 |
3.3% |
0.000 |
| Volume |
44,603 |
47,639 |
3,036 |
6.8% |
168,861 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.496 |
4.417 |
4.070 |
|
| R3 |
4.312 |
4.233 |
4.020 |
|
| R2 |
4.128 |
4.128 |
4.003 |
|
| R1 |
4.049 |
4.049 |
3.986 |
4.089 |
| PP |
3.944 |
3.944 |
3.944 |
3.964 |
| S1 |
3.865 |
3.865 |
3.952 |
3.905 |
| S2 |
3.760 |
3.760 |
3.935 |
|
| S3 |
3.576 |
3.681 |
3.918 |
|
| S4 |
3.392 |
3.497 |
3.868 |
|
|
| 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 |
3.840 |
0.316 |
8.0% |
0.151 |
3.8% |
41% |
False |
True |
39,876 |
| 10 |
4.156 |
3.583 |
0.573 |
14.4% |
0.126 |
3.2% |
67% |
False |
False |
36,283 |
| 20 |
4.156 |
3.496 |
0.660 |
16.6% |
0.135 |
3.4% |
72% |
False |
False |
38,936 |
| 40 |
4.156 |
3.045 |
1.111 |
28.0% |
0.118 |
3.0% |
83% |
False |
False |
37,219 |
| 60 |
4.156 |
2.945 |
1.211 |
30.5% |
0.103 |
2.6% |
85% |
False |
False |
33,802 |
| 80 |
4.156 |
2.658 |
1.498 |
37.7% |
0.092 |
2.3% |
88% |
False |
False |
30,862 |
| 100 |
4.156 |
2.608 |
1.548 |
39.0% |
0.088 |
2.2% |
88% |
False |
False |
28,637 |
| 120 |
4.156 |
2.608 |
1.548 |
39.0% |
0.088 |
2.2% |
88% |
False |
False |
28,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.806 |
|
2.618 |
4.506 |
|
1.618 |
4.322 |
|
1.000 |
4.208 |
|
0.618 |
4.138 |
|
HIGH |
4.024 |
|
0.618 |
3.954 |
|
0.500 |
3.932 |
|
0.382 |
3.910 |
|
LOW |
3.840 |
|
0.618 |
3.726 |
|
1.000 |
3.656 |
|
1.618 |
3.542 |
|
2.618 |
3.358 |
|
4.250 |
3.058 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.957 |
3.998 |
| PP |
3.944 |
3.988 |
| S1 |
3.932 |
3.979 |
|