NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.050 |
4.125 |
0.075 |
1.9% |
3.975 |
| High |
4.139 |
4.142 |
0.003 |
0.1% |
4.211 |
| Low |
4.032 |
3.995 |
-0.037 |
-0.9% |
3.921 |
| Close |
4.103 |
4.071 |
-0.032 |
-0.8% |
4.154 |
| Range |
0.107 |
0.147 |
0.040 |
37.4% |
0.290 |
| ATR |
0.134 |
0.135 |
0.001 |
0.7% |
0.000 |
| Volume |
73,422 |
81,434 |
8,012 |
10.9% |
291,600 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.510 |
4.438 |
4.152 |
|
| R3 |
4.363 |
4.291 |
4.111 |
|
| R2 |
4.216 |
4.216 |
4.098 |
|
| R1 |
4.144 |
4.144 |
4.084 |
4.107 |
| PP |
4.069 |
4.069 |
4.069 |
4.051 |
| S1 |
3.997 |
3.997 |
4.058 |
3.960 |
| S2 |
3.922 |
3.922 |
4.044 |
|
| S3 |
3.775 |
3.850 |
4.031 |
|
| S4 |
3.628 |
3.703 |
3.990 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.965 |
4.850 |
4.314 |
|
| R3 |
4.675 |
4.560 |
4.234 |
|
| R2 |
4.385 |
4.385 |
4.207 |
|
| R1 |
4.270 |
4.270 |
4.181 |
4.328 |
| PP |
4.095 |
4.095 |
4.095 |
4.124 |
| S1 |
3.980 |
3.980 |
4.127 |
4.038 |
| S2 |
3.805 |
3.805 |
4.101 |
|
| S3 |
3.515 |
3.690 |
4.074 |
|
| S4 |
3.225 |
3.400 |
3.995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.211 |
3.995 |
0.216 |
5.3% |
0.122 |
3.0% |
35% |
False |
True |
74,165 |
| 10 |
4.211 |
3.865 |
0.346 |
8.5% |
0.138 |
3.4% |
60% |
False |
False |
64,974 |
| 20 |
4.211 |
3.583 |
0.628 |
15.4% |
0.132 |
3.2% |
78% |
False |
False |
50,628 |
| 40 |
4.211 |
3.171 |
1.040 |
25.5% |
0.130 |
3.2% |
87% |
False |
False |
44,730 |
| 60 |
4.211 |
2.945 |
1.266 |
31.1% |
0.115 |
2.8% |
89% |
False |
False |
40,599 |
| 80 |
4.211 |
2.849 |
1.362 |
33.5% |
0.102 |
2.5% |
90% |
False |
False |
36,269 |
| 100 |
4.211 |
2.658 |
1.553 |
38.1% |
0.094 |
2.3% |
91% |
False |
False |
32,816 |
| 120 |
4.211 |
2.608 |
1.603 |
39.4% |
0.091 |
2.2% |
91% |
False |
False |
31,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.767 |
|
2.618 |
4.527 |
|
1.618 |
4.380 |
|
1.000 |
4.289 |
|
0.618 |
4.233 |
|
HIGH |
4.142 |
|
0.618 |
4.086 |
|
0.500 |
4.069 |
|
0.382 |
4.051 |
|
LOW |
3.995 |
|
0.618 |
3.904 |
|
1.000 |
3.848 |
|
1.618 |
3.757 |
|
2.618 |
3.610 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.070 |
4.095 |
| PP |
4.069 |
4.087 |
| S1 |
4.069 |
4.079 |
|