NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
4.007 |
0.068 |
1.7% |
3.943 |
| High |
4.032 |
4.052 |
0.020 |
0.5% |
4.075 |
| Low |
3.921 |
3.970 |
0.049 |
1.2% |
3.828 |
| Close |
4.024 |
3.982 |
-0.042 |
-1.0% |
3.932 |
| Range |
0.111 |
0.082 |
-0.029 |
-26.1% |
0.247 |
| ATR |
0.128 |
0.125 |
-0.003 |
-2.6% |
0.000 |
| Volume |
27,339 |
29,116 |
1,777 |
6.5% |
155,337 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.197 |
4.027 |
|
| R3 |
4.165 |
4.115 |
4.005 |
|
| R2 |
4.083 |
4.083 |
3.997 |
|
| R1 |
4.033 |
4.033 |
3.990 |
4.017 |
| PP |
4.001 |
4.001 |
4.001 |
3.994 |
| S1 |
3.951 |
3.951 |
3.974 |
3.935 |
| S2 |
3.919 |
3.919 |
3.967 |
|
| S3 |
3.837 |
3.869 |
3.959 |
|
| S4 |
3.755 |
3.787 |
3.937 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.686 |
4.556 |
4.068 |
|
| R3 |
4.439 |
4.309 |
4.000 |
|
| R2 |
4.192 |
4.192 |
3.977 |
|
| R1 |
4.062 |
4.062 |
3.955 |
4.004 |
| PP |
3.945 |
3.945 |
3.945 |
3.916 |
| S1 |
3.815 |
3.815 |
3.909 |
3.757 |
| S2 |
3.698 |
3.698 |
3.887 |
|
| S3 |
3.451 |
3.568 |
3.864 |
|
| S4 |
3.204 |
3.321 |
3.796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.052 |
3.828 |
0.224 |
5.6% |
0.103 |
2.6% |
69% |
True |
False |
30,648 |
| 10 |
4.209 |
3.828 |
0.381 |
9.6% |
0.124 |
3.1% |
40% |
False |
False |
37,864 |
| 20 |
4.268 |
3.828 |
0.440 |
11.0% |
0.131 |
3.3% |
35% |
False |
False |
35,980 |
| 40 |
4.268 |
3.553 |
0.715 |
18.0% |
0.131 |
3.3% |
60% |
False |
False |
28,568 |
| 60 |
4.268 |
3.101 |
1.167 |
29.3% |
0.117 |
2.9% |
75% |
False |
False |
24,503 |
| 80 |
4.268 |
3.011 |
1.257 |
31.6% |
0.103 |
2.6% |
77% |
False |
False |
21,536 |
| 100 |
4.268 |
2.743 |
1.525 |
38.3% |
0.094 |
2.3% |
81% |
False |
False |
19,050 |
| 120 |
4.268 |
2.687 |
1.581 |
39.7% |
0.089 |
2.2% |
82% |
False |
False |
16,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.401 |
|
2.618 |
4.267 |
|
1.618 |
4.185 |
|
1.000 |
4.134 |
|
0.618 |
4.103 |
|
HIGH |
4.052 |
|
0.618 |
4.021 |
|
0.500 |
4.011 |
|
0.382 |
4.001 |
|
LOW |
3.970 |
|
0.618 |
3.919 |
|
1.000 |
3.888 |
|
1.618 |
3.837 |
|
2.618 |
3.755 |
|
4.250 |
3.622 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.011 |
3.984 |
| PP |
4.001 |
3.983 |
| S1 |
3.992 |
3.983 |
|