NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.704 |
3.713 |
0.009 |
0.2% |
3.697 |
| High |
3.761 |
3.796 |
0.035 |
0.9% |
3.807 |
| Low |
3.695 |
3.675 |
-0.020 |
-0.5% |
3.553 |
| Close |
3.716 |
3.790 |
0.074 |
2.0% |
3.716 |
| Range |
0.066 |
0.121 |
0.055 |
83.3% |
0.254 |
| ATR |
0.116 |
0.116 |
0.000 |
0.3% |
0.000 |
| Volume |
21,819 |
20,634 |
-1,185 |
-5.4% |
84,816 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.117 |
4.074 |
3.857 |
|
| R3 |
3.996 |
3.953 |
3.823 |
|
| R2 |
3.875 |
3.875 |
3.812 |
|
| R1 |
3.832 |
3.832 |
3.801 |
3.854 |
| PP |
3.754 |
3.754 |
3.754 |
3.764 |
| S1 |
3.711 |
3.711 |
3.779 |
3.733 |
| S2 |
3.633 |
3.633 |
3.768 |
|
| S3 |
3.512 |
3.590 |
3.757 |
|
| S4 |
3.391 |
3.469 |
3.723 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.454 |
4.339 |
3.856 |
|
| R3 |
4.200 |
4.085 |
3.786 |
|
| R2 |
3.946 |
3.946 |
3.763 |
|
| R1 |
3.831 |
3.831 |
3.739 |
3.889 |
| PP |
3.692 |
3.692 |
3.692 |
3.721 |
| S1 |
3.577 |
3.577 |
3.693 |
3.635 |
| S2 |
3.438 |
3.438 |
3.669 |
|
| S3 |
3.184 |
3.323 |
3.646 |
|
| S4 |
2.930 |
3.069 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.807 |
3.553 |
0.254 |
6.7% |
0.138 |
3.6% |
93% |
False |
False |
21,090 |
| 10 |
3.822 |
3.536 |
0.286 |
7.5% |
0.150 |
4.0% |
89% |
False |
False |
22,547 |
| 20 |
3.822 |
3.236 |
0.586 |
15.5% |
0.121 |
3.2% |
95% |
False |
False |
18,317 |
| 40 |
3.822 |
3.021 |
0.801 |
21.1% |
0.097 |
2.6% |
96% |
False |
False |
16,588 |
| 60 |
3.822 |
2.905 |
0.917 |
24.2% |
0.083 |
2.2% |
97% |
False |
False |
14,577 |
| 80 |
3.822 |
2.687 |
1.135 |
29.9% |
0.077 |
2.0% |
97% |
False |
False |
12,750 |
| 100 |
3.822 |
2.687 |
1.135 |
29.9% |
0.076 |
2.0% |
97% |
False |
False |
11,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.310 |
|
2.618 |
4.113 |
|
1.618 |
3.992 |
|
1.000 |
3.917 |
|
0.618 |
3.871 |
|
HIGH |
3.796 |
|
0.618 |
3.750 |
|
0.500 |
3.736 |
|
0.382 |
3.721 |
|
LOW |
3.675 |
|
0.618 |
3.600 |
|
1.000 |
3.554 |
|
1.618 |
3.479 |
|
2.618 |
3.358 |
|
4.250 |
3.161 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.772 |
3.757 |
| PP |
3.754 |
3.724 |
| S1 |
3.736 |
3.692 |
|