NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
3.867 |
-0.018 |
-0.5% |
3.860 |
| High |
3.967 |
3.970 |
0.003 |
0.1% |
4.002 |
| Low |
3.849 |
3.852 |
0.003 |
0.1% |
3.751 |
| Close |
3.866 |
3.960 |
0.094 |
2.4% |
3.866 |
| Range |
0.118 |
0.118 |
0.000 |
0.0% |
0.251 |
| ATR |
0.134 |
0.133 |
-0.001 |
-0.9% |
0.000 |
| Volume |
93,118 |
84,446 |
-8,672 |
-9.3% |
368,998 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.281 |
4.239 |
4.025 |
|
| R3 |
4.163 |
4.121 |
3.992 |
|
| R2 |
4.045 |
4.045 |
3.982 |
|
| R1 |
4.003 |
4.003 |
3.971 |
4.024 |
| PP |
3.927 |
3.927 |
3.927 |
3.938 |
| S1 |
3.885 |
3.885 |
3.949 |
3.906 |
| S2 |
3.809 |
3.809 |
3.938 |
|
| S3 |
3.691 |
3.767 |
3.928 |
|
| S4 |
3.573 |
3.649 |
3.895 |
|
|
| 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 |
3.970 |
3.751 |
0.219 |
5.5% |
0.124 |
3.1% |
95% |
True |
False |
79,486 |
| 10 |
4.142 |
3.751 |
0.391 |
9.9% |
0.131 |
3.3% |
53% |
False |
False |
77,634 |
| 20 |
4.211 |
3.751 |
0.460 |
11.6% |
0.140 |
3.5% |
45% |
False |
False |
68,173 |
| 40 |
4.211 |
3.492 |
0.719 |
18.2% |
0.138 |
3.5% |
65% |
False |
False |
54,425 |
| 60 |
4.211 |
2.989 |
1.222 |
30.9% |
0.123 |
3.1% |
79% |
False |
False |
47,352 |
| 80 |
4.211 |
2.945 |
1.266 |
32.0% |
0.109 |
2.8% |
80% |
False |
False |
41,793 |
| 100 |
4.211 |
2.658 |
1.553 |
39.2% |
0.100 |
2.5% |
84% |
False |
False |
37,811 |
| 120 |
4.211 |
2.608 |
1.603 |
40.5% |
0.095 |
2.4% |
84% |
False |
False |
34,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.472 |
|
2.618 |
4.279 |
|
1.618 |
4.161 |
|
1.000 |
4.088 |
|
0.618 |
4.043 |
|
HIGH |
3.970 |
|
0.618 |
3.925 |
|
0.500 |
3.911 |
|
0.382 |
3.897 |
|
LOW |
3.852 |
|
0.618 |
3.779 |
|
1.000 |
3.734 |
|
1.618 |
3.661 |
|
2.618 |
3.543 |
|
4.250 |
3.351 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.944 |
3.927 |
| PP |
3.927 |
3.894 |
| S1 |
3.911 |
3.861 |
|