NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4.170 |
4.236 |
0.066 |
1.6% |
3.860 |
| High |
4.305 |
4.246 |
-0.059 |
-1.4% |
4.189 |
| Low |
4.150 |
4.064 |
-0.086 |
-2.1% |
3.853 |
| Close |
4.234 |
4.100 |
-0.134 |
-3.2% |
4.185 |
| Range |
0.155 |
0.182 |
0.027 |
17.4% |
0.336 |
| ATR |
0.110 |
0.115 |
0.005 |
4.7% |
0.000 |
| Volume |
11,958 |
15,205 |
3,247 |
27.2% |
57,835 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.683 |
4.573 |
4.200 |
|
| R3 |
4.501 |
4.391 |
4.150 |
|
| R2 |
4.319 |
4.319 |
4.133 |
|
| R1 |
4.209 |
4.209 |
4.117 |
4.173 |
| PP |
4.137 |
4.137 |
4.137 |
4.119 |
| S1 |
4.027 |
4.027 |
4.083 |
3.991 |
| S2 |
3.955 |
3.955 |
4.067 |
|
| S3 |
3.773 |
3.845 |
4.050 |
|
| S4 |
3.591 |
3.663 |
4.000 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.084 |
4.970 |
4.370 |
|
| R3 |
4.748 |
4.634 |
4.277 |
|
| R2 |
4.412 |
4.412 |
4.247 |
|
| R1 |
4.298 |
4.298 |
4.216 |
4.355 |
| PP |
4.076 |
4.076 |
4.076 |
4.104 |
| S1 |
3.962 |
3.962 |
4.154 |
4.019 |
| S2 |
3.740 |
3.740 |
4.123 |
|
| S3 |
3.404 |
3.626 |
4.093 |
|
| S4 |
3.068 |
3.290 |
4.000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.305 |
4.010 |
0.295 |
7.2% |
0.118 |
2.9% |
31% |
False |
False |
11,241 |
| 10 |
4.305 |
3.767 |
0.538 |
13.1% |
0.111 |
2.7% |
62% |
False |
False |
11,896 |
| 20 |
4.305 |
3.651 |
0.654 |
16.0% |
0.127 |
3.1% |
69% |
False |
False |
14,584 |
| 40 |
4.305 |
3.214 |
1.091 |
26.6% |
0.105 |
2.6% |
81% |
False |
False |
13,360 |
| 60 |
4.305 |
3.137 |
1.168 |
28.5% |
0.089 |
2.2% |
82% |
False |
False |
11,777 |
| 80 |
4.305 |
2.880 |
1.425 |
34.8% |
0.080 |
1.9% |
86% |
False |
False |
10,875 |
| 100 |
4.305 |
2.825 |
1.480 |
36.1% |
0.076 |
1.8% |
86% |
False |
False |
9,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.020 |
|
2.618 |
4.722 |
|
1.618 |
4.540 |
|
1.000 |
4.428 |
|
0.618 |
4.358 |
|
HIGH |
4.246 |
|
0.618 |
4.176 |
|
0.500 |
4.155 |
|
0.382 |
4.134 |
|
LOW |
4.064 |
|
0.618 |
3.952 |
|
1.000 |
3.882 |
|
1.618 |
3.770 |
|
2.618 |
3.588 |
|
4.250 |
3.291 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.155 |
4.185 |
| PP |
4.137 |
4.156 |
| S1 |
4.118 |
4.128 |
|