NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.058 |
4.044 |
-0.014 |
-0.3% |
4.063 |
| High |
4.127 |
4.134 |
0.007 |
0.2% |
4.191 |
| Low |
4.021 |
4.027 |
0.006 |
0.1% |
3.944 |
| Close |
4.039 |
4.126 |
0.087 |
2.2% |
4.039 |
| Range |
0.106 |
0.107 |
0.001 |
0.9% |
0.247 |
| ATR |
0.124 |
0.123 |
-0.001 |
-1.0% |
0.000 |
| Volume |
20,943 |
15,347 |
-5,596 |
-26.7% |
93,003 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.378 |
4.185 |
|
| R3 |
4.310 |
4.271 |
4.155 |
|
| R2 |
4.203 |
4.203 |
4.146 |
|
| R1 |
4.164 |
4.164 |
4.136 |
4.184 |
| PP |
4.096 |
4.096 |
4.096 |
4.105 |
| S1 |
4.057 |
4.057 |
4.116 |
4.077 |
| S2 |
3.989 |
3.989 |
4.106 |
|
| S3 |
3.882 |
3.950 |
4.097 |
|
| S4 |
3.775 |
3.843 |
4.067 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.799 |
4.666 |
4.175 |
|
| R3 |
4.552 |
4.419 |
4.107 |
|
| R2 |
4.305 |
4.305 |
4.084 |
|
| R1 |
4.172 |
4.172 |
4.062 |
4.115 |
| PP |
4.058 |
4.058 |
4.058 |
4.030 |
| S1 |
3.925 |
3.925 |
4.016 |
3.868 |
| S2 |
3.811 |
3.811 |
3.994 |
|
| S3 |
3.564 |
3.678 |
3.971 |
|
| S4 |
3.317 |
3.431 |
3.903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.153 |
3.944 |
0.209 |
5.1% |
0.111 |
2.7% |
87% |
False |
False |
18,467 |
| 10 |
4.316 |
3.944 |
0.372 |
9.0% |
0.121 |
2.9% |
49% |
False |
False |
18,219 |
| 20 |
4.376 |
3.944 |
0.432 |
10.5% |
0.131 |
3.2% |
42% |
False |
False |
17,702 |
| 40 |
4.376 |
3.630 |
0.746 |
18.1% |
0.128 |
3.1% |
66% |
False |
False |
16,177 |
| 60 |
4.376 |
3.176 |
1.200 |
29.1% |
0.112 |
2.7% |
79% |
False |
False |
14,659 |
| 80 |
4.376 |
3.137 |
1.239 |
30.0% |
0.098 |
2.4% |
80% |
False |
False |
13,166 |
| 100 |
4.376 |
2.880 |
1.496 |
36.3% |
0.089 |
2.1% |
83% |
False |
False |
12,157 |
| 120 |
4.376 |
2.825 |
1.551 |
37.6% |
0.084 |
2.0% |
84% |
False |
False |
10,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.589 |
|
2.618 |
4.414 |
|
1.618 |
4.307 |
|
1.000 |
4.241 |
|
0.618 |
4.200 |
|
HIGH |
4.134 |
|
0.618 |
4.093 |
|
0.500 |
4.081 |
|
0.382 |
4.068 |
|
LOW |
4.027 |
|
0.618 |
3.961 |
|
1.000 |
3.920 |
|
1.618 |
3.854 |
|
2.618 |
3.747 |
|
4.250 |
3.572 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.111 |
4.097 |
| PP |
4.096 |
4.068 |
| S1 |
4.081 |
4.039 |
|