NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.030 |
4.031 |
0.001 |
0.0% |
4.070 |
| High |
4.101 |
4.134 |
0.033 |
0.8% |
4.213 |
| Low |
3.990 |
3.981 |
-0.009 |
-0.2% |
3.905 |
| Close |
3.998 |
4.089 |
0.091 |
2.3% |
3.982 |
| Range |
0.111 |
0.153 |
0.042 |
37.8% |
0.308 |
| ATR |
0.130 |
0.131 |
0.002 |
1.3% |
0.000 |
| Volume |
21,695 |
20,900 |
-795 |
-3.7% |
124,496 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.527 |
4.461 |
4.173 |
|
| R3 |
4.374 |
4.308 |
4.131 |
|
| R2 |
4.221 |
4.221 |
4.117 |
|
| R1 |
4.155 |
4.155 |
4.103 |
4.188 |
| PP |
4.068 |
4.068 |
4.068 |
4.085 |
| S1 |
4.002 |
4.002 |
4.075 |
4.035 |
| S2 |
3.915 |
3.915 |
4.061 |
|
| S3 |
3.762 |
3.849 |
4.047 |
|
| S4 |
3.609 |
3.696 |
4.005 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.957 |
4.778 |
4.151 |
|
| R3 |
4.649 |
4.470 |
4.067 |
|
| R2 |
4.341 |
4.341 |
4.038 |
|
| R1 |
4.162 |
4.162 |
4.010 |
4.098 |
| PP |
4.033 |
4.033 |
4.033 |
4.001 |
| S1 |
3.854 |
3.854 |
3.954 |
3.790 |
| S2 |
3.725 |
3.725 |
3.926 |
|
| S3 |
3.417 |
3.546 |
3.897 |
|
| S4 |
3.109 |
3.238 |
3.813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.153 |
3.905 |
0.248 |
6.1% |
0.156 |
3.8% |
74% |
False |
False |
23,407 |
| 10 |
4.213 |
3.905 |
0.308 |
7.5% |
0.140 |
3.4% |
60% |
False |
False |
22,965 |
| 20 |
4.213 |
3.553 |
0.660 |
16.1% |
0.127 |
3.1% |
81% |
False |
False |
21,118 |
| 40 |
4.213 |
3.188 |
1.025 |
25.1% |
0.120 |
2.9% |
88% |
False |
False |
19,691 |
| 60 |
4.213 |
3.011 |
1.202 |
29.4% |
0.103 |
2.5% |
90% |
False |
False |
17,764 |
| 80 |
4.213 |
2.822 |
1.391 |
34.0% |
0.090 |
2.2% |
91% |
False |
False |
15,688 |
| 100 |
4.213 |
2.687 |
1.526 |
37.3% |
0.085 |
2.1% |
92% |
False |
False |
13,820 |
| 120 |
4.213 |
2.687 |
1.526 |
37.3% |
0.083 |
2.0% |
92% |
False |
False |
12,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.784 |
|
2.618 |
4.535 |
|
1.618 |
4.382 |
|
1.000 |
4.287 |
|
0.618 |
4.229 |
|
HIGH |
4.134 |
|
0.618 |
4.076 |
|
0.500 |
4.058 |
|
0.382 |
4.039 |
|
LOW |
3.981 |
|
0.618 |
3.886 |
|
1.000 |
3.828 |
|
1.618 |
3.733 |
|
2.618 |
3.580 |
|
4.250 |
3.331 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.079 |
4.070 |
| PP |
4.068 |
4.051 |
| S1 |
4.058 |
4.032 |
|