NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.068 |
4.155 |
0.087 |
2.1% |
4.000 |
| High |
4.207 |
4.211 |
0.004 |
0.1% |
4.156 |
| Low |
4.060 |
4.125 |
0.065 |
1.6% |
3.840 |
| Close |
4.163 |
4.148 |
-0.015 |
-0.4% |
3.920 |
| Range |
0.147 |
0.086 |
-0.061 |
-41.5% |
0.316 |
| ATR |
0.140 |
0.136 |
-0.004 |
-2.8% |
0.000 |
| Volume |
61,459 |
52,278 |
-9,181 |
-14.9% |
248,450 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.419 |
4.370 |
4.195 |
|
| R3 |
4.333 |
4.284 |
4.172 |
|
| R2 |
4.247 |
4.247 |
4.164 |
|
| R1 |
4.198 |
4.198 |
4.156 |
4.180 |
| PP |
4.161 |
4.161 |
4.161 |
4.152 |
| S1 |
4.112 |
4.112 |
4.140 |
4.094 |
| S2 |
4.075 |
4.075 |
4.132 |
|
| S3 |
3.989 |
4.026 |
4.124 |
|
| S4 |
3.903 |
3.940 |
4.101 |
|
|
| 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 |
4.211 |
3.865 |
0.346 |
8.3% |
0.138 |
3.3% |
82% |
True |
False |
57,255 |
| 10 |
4.211 |
3.840 |
0.371 |
8.9% |
0.149 |
3.6% |
83% |
True |
False |
49,361 |
| 20 |
4.211 |
3.583 |
0.628 |
15.1% |
0.127 |
3.1% |
90% |
True |
False |
41,486 |
| 40 |
4.211 |
3.159 |
1.052 |
25.4% |
0.128 |
3.1% |
94% |
True |
False |
40,611 |
| 60 |
4.211 |
2.945 |
1.266 |
30.5% |
0.111 |
2.7% |
95% |
True |
False |
37,056 |
| 80 |
4.211 |
2.774 |
1.437 |
34.6% |
0.098 |
2.4% |
96% |
True |
False |
33,246 |
| 100 |
4.211 |
2.608 |
1.603 |
38.6% |
0.092 |
2.2% |
96% |
True |
False |
30,529 |
| 120 |
4.211 |
2.608 |
1.603 |
38.6% |
0.090 |
2.2% |
96% |
True |
False |
29,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.577 |
|
2.618 |
4.436 |
|
1.618 |
4.350 |
|
1.000 |
4.297 |
|
0.618 |
4.264 |
|
HIGH |
4.211 |
|
0.618 |
4.178 |
|
0.500 |
4.168 |
|
0.382 |
4.158 |
|
LOW |
4.125 |
|
0.618 |
4.072 |
|
1.000 |
4.039 |
|
1.618 |
3.986 |
|
2.618 |
3.900 |
|
4.250 |
3.760 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.168 |
4.121 |
| PP |
4.161 |
4.093 |
| S1 |
4.155 |
4.066 |
|