NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4.124 |
4.380 |
0.256 |
6.2% |
4.044 |
| High |
4.401 |
4.549 |
0.148 |
3.4% |
4.549 |
| Low |
4.114 |
4.368 |
0.254 |
6.2% |
4.027 |
| Close |
4.360 |
4.522 |
0.162 |
3.7% |
4.522 |
| Range |
0.287 |
0.181 |
-0.106 |
-36.9% |
0.522 |
| ATR |
0.133 |
0.137 |
0.004 |
3.0% |
0.000 |
| Volume |
36,743 |
42,180 |
5,437 |
14.8% |
129,634 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.023 |
4.953 |
4.622 |
|
| R3 |
4.842 |
4.772 |
4.572 |
|
| R2 |
4.661 |
4.661 |
4.555 |
|
| R1 |
4.591 |
4.591 |
4.539 |
4.626 |
| PP |
4.480 |
4.480 |
4.480 |
4.497 |
| S1 |
4.410 |
4.410 |
4.505 |
4.445 |
| S2 |
4.299 |
4.299 |
4.489 |
|
| S3 |
4.118 |
4.229 |
4.472 |
|
| S4 |
3.937 |
4.048 |
4.422 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.932 |
5.749 |
4.809 |
|
| R3 |
5.410 |
5.227 |
4.666 |
|
| R2 |
4.888 |
4.888 |
4.618 |
|
| R1 |
4.705 |
4.705 |
4.570 |
4.797 |
| PP |
4.366 |
4.366 |
4.366 |
4.412 |
| S1 |
4.183 |
4.183 |
4.474 |
4.275 |
| S2 |
3.844 |
3.844 |
4.426 |
|
| S3 |
3.322 |
3.661 |
4.378 |
|
| S4 |
2.800 |
3.139 |
4.235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.549 |
4.027 |
0.522 |
11.5% |
0.157 |
3.5% |
95% |
True |
False |
25,926 |
| 10 |
4.549 |
3.944 |
0.605 |
13.4% |
0.140 |
3.1% |
96% |
True |
False |
22,263 |
| 20 |
4.549 |
3.944 |
0.605 |
13.4% |
0.131 |
2.9% |
96% |
True |
False |
19,993 |
| 40 |
4.549 |
3.651 |
0.898 |
19.9% |
0.128 |
2.8% |
97% |
True |
False |
16,965 |
| 60 |
4.549 |
3.237 |
1.312 |
29.0% |
0.119 |
2.6% |
98% |
True |
False |
15,827 |
| 80 |
4.549 |
3.137 |
1.412 |
31.2% |
0.104 |
2.3% |
98% |
True |
False |
14,184 |
| 100 |
4.549 |
2.933 |
1.616 |
35.7% |
0.093 |
2.0% |
98% |
True |
False |
12,958 |
| 120 |
4.549 |
2.825 |
1.724 |
38.1% |
0.088 |
1.9% |
98% |
True |
False |
11,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.318 |
|
2.618 |
5.023 |
|
1.618 |
4.842 |
|
1.000 |
4.730 |
|
0.618 |
4.661 |
|
HIGH |
4.549 |
|
0.618 |
4.480 |
|
0.500 |
4.459 |
|
0.382 |
4.437 |
|
LOW |
4.368 |
|
0.618 |
4.256 |
|
1.000 |
4.187 |
|
1.618 |
4.075 |
|
2.618 |
3.894 |
|
4.250 |
3.599 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.501 |
4.449 |
| PP |
4.480 |
4.376 |
| S1 |
4.459 |
4.304 |
|