NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.122 |
4.194 |
0.072 |
1.7% |
4.030 |
| High |
4.207 |
4.209 |
0.002 |
0.0% |
4.268 |
| Low |
4.103 |
4.065 |
-0.038 |
-0.9% |
3.981 |
| Close |
4.172 |
4.143 |
-0.029 |
-0.7% |
4.219 |
| Range |
0.104 |
0.144 |
0.040 |
38.5% |
0.287 |
| ATR |
0.129 |
0.130 |
0.001 |
0.8% |
0.000 |
| Volume |
49,804 |
63,795 |
13,991 |
28.1% |
152,170 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.571 |
4.501 |
4.222 |
|
| R3 |
4.427 |
4.357 |
4.183 |
|
| R2 |
4.283 |
4.283 |
4.169 |
|
| R1 |
4.213 |
4.213 |
4.156 |
4.176 |
| PP |
4.139 |
4.139 |
4.139 |
4.121 |
| S1 |
4.069 |
4.069 |
4.130 |
4.032 |
| S2 |
3.995 |
3.995 |
4.117 |
|
| S3 |
3.851 |
3.925 |
4.103 |
|
| S4 |
3.707 |
3.781 |
4.064 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.017 |
4.905 |
4.377 |
|
| R3 |
4.730 |
4.618 |
4.298 |
|
| R2 |
4.443 |
4.443 |
4.272 |
|
| R1 |
4.331 |
4.331 |
4.245 |
4.387 |
| PP |
4.156 |
4.156 |
4.156 |
4.184 |
| S1 |
4.044 |
4.044 |
4.193 |
4.100 |
| S2 |
3.869 |
3.869 |
4.166 |
|
| S3 |
3.582 |
3.757 |
4.140 |
|
| S4 |
3.295 |
3.470 |
4.061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.268 |
4.065 |
0.203 |
4.9% |
0.118 |
2.9% |
38% |
False |
True |
52,108 |
| 10 |
4.268 |
3.930 |
0.338 |
8.2% |
0.134 |
3.2% |
63% |
False |
False |
38,141 |
| 20 |
4.268 |
3.655 |
0.613 |
14.8% |
0.128 |
3.1% |
80% |
False |
False |
29,241 |
| 40 |
4.268 |
3.236 |
1.032 |
24.9% |
0.124 |
3.0% |
88% |
False |
False |
23,826 |
| 60 |
4.268 |
3.021 |
1.247 |
30.1% |
0.108 |
2.6% |
90% |
False |
False |
20,928 |
| 80 |
4.268 |
2.933 |
1.335 |
32.2% |
0.096 |
2.3% |
91% |
False |
False |
18,534 |
| 100 |
4.268 |
2.735 |
1.533 |
37.0% |
0.088 |
2.1% |
92% |
False |
False |
16,349 |
| 120 |
4.268 |
2.687 |
1.581 |
38.2% |
0.085 |
2.0% |
92% |
False |
False |
14,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.821 |
|
2.618 |
4.586 |
|
1.618 |
4.442 |
|
1.000 |
4.353 |
|
0.618 |
4.298 |
|
HIGH |
4.209 |
|
0.618 |
4.154 |
|
0.500 |
4.137 |
|
0.382 |
4.120 |
|
LOW |
4.065 |
|
0.618 |
3.976 |
|
1.000 |
3.921 |
|
1.618 |
3.832 |
|
2.618 |
3.688 |
|
4.250 |
3.453 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.141 |
4.160 |
| PP |
4.139 |
4.154 |
| S1 |
4.137 |
4.149 |
|