NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.975 |
3.965 |
-0.010 |
-0.3% |
4.000 |
| High |
4.042 |
4.079 |
0.037 |
0.9% |
4.156 |
| Low |
3.930 |
3.921 |
-0.009 |
-0.2% |
3.840 |
| Close |
3.938 |
4.032 |
0.094 |
2.4% |
3.920 |
| Range |
0.112 |
0.158 |
0.046 |
41.1% |
0.316 |
| ATR |
0.136 |
0.137 |
0.002 |
1.2% |
0.000 |
| Volume |
40,596 |
60,973 |
20,377 |
50.2% |
248,450 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.485 |
4.416 |
4.119 |
|
| R3 |
4.327 |
4.258 |
4.075 |
|
| R2 |
4.169 |
4.169 |
4.061 |
|
| R1 |
4.100 |
4.100 |
4.046 |
4.135 |
| PP |
4.011 |
4.011 |
4.011 |
4.028 |
| S1 |
3.942 |
3.942 |
4.018 |
3.977 |
| S2 |
3.853 |
3.853 |
4.003 |
|
| S3 |
3.695 |
3.784 |
3.989 |
|
| S4 |
3.537 |
3.626 |
3.945 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.920 |
4.736 |
4.094 |
|
| R3 |
4.604 |
4.420 |
4.007 |
|
| R2 |
4.288 |
4.288 |
3.978 |
|
| R1 |
4.104 |
4.104 |
3.949 |
4.038 |
| PP |
3.972 |
3.972 |
3.972 |
3.939 |
| S1 |
3.788 |
3.788 |
3.891 |
3.722 |
| S2 |
3.656 |
3.656 |
3.862 |
|
| S3 |
3.340 |
3.472 |
3.833 |
|
| S4 |
3.024 |
3.156 |
3.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.096 |
3.840 |
0.256 |
6.3% |
0.162 |
4.0% |
75% |
False |
False |
53,019 |
| 10 |
4.156 |
3.840 |
0.316 |
7.8% |
0.145 |
3.6% |
61% |
False |
False |
44,784 |
| 20 |
4.156 |
3.496 |
0.660 |
16.4% |
0.133 |
3.3% |
81% |
False |
False |
40,111 |
| 40 |
4.156 |
3.118 |
1.038 |
25.7% |
0.126 |
3.1% |
88% |
False |
False |
39,807 |
| 60 |
4.156 |
2.945 |
1.211 |
30.0% |
0.110 |
2.7% |
90% |
False |
False |
35,862 |
| 80 |
4.156 |
2.735 |
1.421 |
35.2% |
0.097 |
2.4% |
91% |
False |
False |
32,359 |
| 100 |
4.156 |
2.608 |
1.548 |
38.4% |
0.091 |
2.3% |
92% |
False |
False |
29,991 |
| 120 |
4.156 |
2.608 |
1.548 |
38.4% |
0.089 |
2.2% |
92% |
False |
False |
29,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.751 |
|
2.618 |
4.493 |
|
1.618 |
4.335 |
|
1.000 |
4.237 |
|
0.618 |
4.177 |
|
HIGH |
4.079 |
|
0.618 |
4.019 |
|
0.500 |
4.000 |
|
0.382 |
3.981 |
|
LOW |
3.921 |
|
0.618 |
3.823 |
|
1.000 |
3.763 |
|
1.618 |
3.665 |
|
2.618 |
3.507 |
|
4.250 |
3.250 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.021 |
4.012 |
| PP |
4.011 |
3.992 |
| S1 |
4.000 |
3.972 |
|