NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.125 |
4.070 |
-0.055 |
-1.3% |
3.975 |
| High |
4.142 |
4.078 |
-0.064 |
-1.5% |
4.211 |
| Low |
3.995 |
3.915 |
-0.080 |
-2.0% |
3.921 |
| Close |
4.071 |
3.948 |
-0.123 |
-3.0% |
4.154 |
| Range |
0.147 |
0.163 |
0.016 |
10.9% |
0.290 |
| ATR |
0.135 |
0.137 |
0.002 |
1.5% |
0.000 |
| Volume |
81,434 |
102,197 |
20,763 |
25.5% |
291,600 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.469 |
4.372 |
4.038 |
|
| R3 |
4.306 |
4.209 |
3.993 |
|
| R2 |
4.143 |
4.143 |
3.978 |
|
| R1 |
4.046 |
4.046 |
3.963 |
4.013 |
| PP |
3.980 |
3.980 |
3.980 |
3.964 |
| S1 |
3.883 |
3.883 |
3.933 |
3.850 |
| S2 |
3.817 |
3.817 |
3.918 |
|
| S3 |
3.654 |
3.720 |
3.903 |
|
| S4 |
3.491 |
3.557 |
3.858 |
|
|
| 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 |
4.201 |
3.915 |
0.286 |
7.2% |
0.138 |
3.5% |
12% |
False |
True |
84,148 |
| 10 |
4.211 |
3.865 |
0.346 |
8.8% |
0.138 |
3.5% |
24% |
False |
False |
70,702 |
| 20 |
4.211 |
3.583 |
0.628 |
15.9% |
0.137 |
3.5% |
58% |
False |
False |
53,963 |
| 40 |
4.211 |
3.171 |
1.040 |
26.3% |
0.132 |
3.3% |
75% |
False |
False |
46,683 |
| 60 |
4.211 |
2.945 |
1.266 |
32.1% |
0.116 |
2.9% |
79% |
False |
False |
41,739 |
| 80 |
4.211 |
2.849 |
1.362 |
34.5% |
0.104 |
2.6% |
81% |
False |
False |
37,234 |
| 100 |
4.211 |
2.658 |
1.553 |
39.3% |
0.095 |
2.4% |
83% |
False |
False |
33,677 |
| 120 |
4.211 |
2.608 |
1.603 |
40.6% |
0.091 |
2.3% |
84% |
False |
False |
31,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.771 |
|
2.618 |
4.505 |
|
1.618 |
4.342 |
|
1.000 |
4.241 |
|
0.618 |
4.179 |
|
HIGH |
4.078 |
|
0.618 |
4.016 |
|
0.500 |
3.997 |
|
0.382 |
3.977 |
|
LOW |
3.915 |
|
0.618 |
3.814 |
|
1.000 |
3.752 |
|
1.618 |
3.651 |
|
2.618 |
3.488 |
|
4.250 |
3.222 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.997 |
4.029 |
| PP |
3.980 |
4.002 |
| S1 |
3.964 |
3.975 |
|