NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
4.465 |
4.535 |
0.070 |
1.6% |
4.044 |
| High |
4.556 |
4.833 |
0.277 |
6.1% |
4.549 |
| Low |
4.366 |
4.523 |
0.157 |
3.6% |
4.027 |
| Close |
4.515 |
4.749 |
0.234 |
5.2% |
4.522 |
| Range |
0.190 |
0.310 |
0.120 |
63.2% |
0.522 |
| ATR |
0.150 |
0.162 |
0.012 |
8.0% |
0.000 |
| Volume |
30,124 |
41,711 |
11,587 |
38.5% |
129,634 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.632 |
5.500 |
4.920 |
|
| R3 |
5.322 |
5.190 |
4.834 |
|
| R2 |
5.012 |
5.012 |
4.806 |
|
| R1 |
4.880 |
4.880 |
4.777 |
4.946 |
| PP |
4.702 |
4.702 |
4.702 |
4.735 |
| S1 |
4.570 |
4.570 |
4.721 |
4.636 |
| S2 |
4.392 |
4.392 |
4.692 |
|
| S3 |
4.082 |
4.260 |
4.664 |
|
| S4 |
3.772 |
3.950 |
4.579 |
|
|
| 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 |
4.833 |
4.114 |
0.719 |
15.1% |
0.248 |
5.2% |
88% |
True |
False |
34,527 |
| 10 |
4.833 |
3.944 |
0.889 |
18.7% |
0.178 |
3.8% |
91% |
True |
False |
26,706 |
| 20 |
4.833 |
3.944 |
0.889 |
18.7% |
0.150 |
3.2% |
91% |
True |
False |
22,305 |
| 40 |
4.833 |
3.686 |
1.147 |
24.2% |
0.136 |
2.9% |
93% |
True |
False |
18,263 |
| 60 |
4.833 |
3.319 |
1.514 |
31.9% |
0.128 |
2.7% |
94% |
True |
False |
16,773 |
| 80 |
4.833 |
3.137 |
1.696 |
35.7% |
0.112 |
2.4% |
95% |
True |
False |
15,001 |
| 100 |
4.833 |
2.996 |
1.837 |
38.7% |
0.099 |
2.1% |
95% |
True |
False |
13,559 |
| 120 |
4.833 |
2.825 |
2.008 |
42.3% |
0.092 |
1.9% |
96% |
True |
False |
12,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.151 |
|
2.618 |
5.645 |
|
1.618 |
5.335 |
|
1.000 |
5.143 |
|
0.618 |
5.025 |
|
HIGH |
4.833 |
|
0.618 |
4.715 |
|
0.500 |
4.678 |
|
0.382 |
4.641 |
|
LOW |
4.523 |
|
0.618 |
4.331 |
|
1.000 |
4.213 |
|
1.618 |
4.021 |
|
2.618 |
3.711 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4.725 |
4.699 |
| PP |
4.702 |
4.649 |
| S1 |
4.678 |
4.600 |
|