NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.841 |
3.885 |
0.044 |
1.1% |
3.860 |
| High |
3.893 |
3.967 |
0.074 |
1.9% |
4.002 |
| Low |
3.751 |
3.849 |
0.098 |
2.6% |
3.751 |
| Close |
3.844 |
3.866 |
0.022 |
0.6% |
3.866 |
| Range |
0.142 |
0.118 |
-0.024 |
-16.9% |
0.251 |
| ATR |
0.135 |
0.134 |
-0.001 |
-0.6% |
0.000 |
| Volume |
92,439 |
93,118 |
679 |
0.7% |
368,998 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.248 |
4.175 |
3.931 |
|
| R3 |
4.130 |
4.057 |
3.898 |
|
| R2 |
4.012 |
4.012 |
3.888 |
|
| R1 |
3.939 |
3.939 |
3.877 |
3.917 |
| PP |
3.894 |
3.894 |
3.894 |
3.883 |
| S1 |
3.821 |
3.821 |
3.855 |
3.799 |
| S2 |
3.776 |
3.776 |
3.844 |
|
| S3 |
3.658 |
3.703 |
3.834 |
|
| S4 |
3.540 |
3.585 |
3.801 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.626 |
4.497 |
4.004 |
|
| R3 |
4.375 |
4.246 |
3.935 |
|
| R2 |
4.124 |
4.124 |
3.912 |
|
| R1 |
3.995 |
3.995 |
3.889 |
4.060 |
| PP |
3.873 |
3.873 |
3.873 |
3.905 |
| S1 |
3.744 |
3.744 |
3.843 |
3.809 |
| S2 |
3.622 |
3.622 |
3.820 |
|
| S3 |
3.371 |
3.493 |
3.797 |
|
| S4 |
3.120 |
3.242 |
3.728 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.002 |
3.751 |
0.251 |
6.5% |
0.134 |
3.5% |
46% |
False |
False |
73,799 |
| 10 |
4.194 |
3.751 |
0.443 |
11.5% |
0.137 |
3.5% |
26% |
False |
False |
77,929 |
| 20 |
4.211 |
3.751 |
0.460 |
11.9% |
0.143 |
3.7% |
25% |
False |
False |
65,967 |
| 40 |
4.211 |
3.416 |
0.795 |
20.6% |
0.137 |
3.6% |
57% |
False |
False |
53,613 |
| 60 |
4.211 |
2.954 |
1.257 |
32.5% |
0.122 |
3.2% |
73% |
False |
False |
46,448 |
| 80 |
4.211 |
2.945 |
1.266 |
32.7% |
0.109 |
2.8% |
73% |
False |
False |
40,994 |
| 100 |
4.211 |
2.658 |
1.553 |
40.2% |
0.099 |
2.6% |
78% |
False |
False |
37,132 |
| 120 |
4.211 |
2.608 |
1.603 |
41.5% |
0.094 |
2.4% |
78% |
False |
False |
34,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.276 |
|
1.618 |
4.158 |
|
1.000 |
4.085 |
|
0.618 |
4.040 |
|
HIGH |
3.967 |
|
0.618 |
3.922 |
|
0.500 |
3.908 |
|
0.382 |
3.894 |
|
LOW |
3.849 |
|
0.618 |
3.776 |
|
1.000 |
3.731 |
|
1.618 |
3.658 |
|
2.618 |
3.540 |
|
4.250 |
3.348 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.908 |
3.864 |
| PP |
3.894 |
3.861 |
| S1 |
3.880 |
3.859 |
|