NYMEX Natural Gas Future March 2022

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	3.833	3.901	0.068	1.8%	3.611
High	3.953	3.908	-0.045	-1.1%	3.857
Low	3.833	3.780	-0.053	-1.4%	3.593
Close	3.896	3.804	-0.092	-2.4%	3.856
Range	0.120	0.128	0.008	6.7%	0.264
ATR	0.084	0.087	0.003	3.8%	0.000
Volume	12,850	13,338	488	3.8%	67,713

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4.215	4.137	3.874
R3	4.087	4.009	3.839
R2	3.959	3.959	3.827
R1	3.881	3.881	3.816	3.856
PP	3.831	3.831	3.831	3.818
S1	3.753	3.753	3.792	3.728
S2	3.703	3.703	3.781
S3	3.575	3.625	3.769
S4	3.447	3.497	3.734

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	4.561	4.472	4.001
R3	4.297	4.208	3.929
R2	4.033	4.033	3.904
R1	3.944	3.944	3.880	3.989
PP	3.769	3.769	3.769	3.791
S1	3.680	3.680	3.832	3.725
S2	3.505	3.505	3.808
S3	3.241	3.416	3.783
S4	2.977	3.152	3.711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.953	3.733	0.220	5.8%	0.087	2.3%	32%	False	False	13,881
10	3.953	3.536	0.417	11.0%	0.084	2.2%	64%	False	False	13,333
20	3.953	3.430	0.523	13.7%	0.094	2.5%	72%	False	False	17,195
40	3.953	3.038	0.915	24.1%	0.080	2.1%	84%	False	False	18,977

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.452
2.618	4.243
1.618	4.115
1.000	4.036
0.618	3.987
HIGH	3.908
0.618	3.859
0.500	3.844
0.382	3.829
LOW	3.780
0.618	3.701
1.000	3.652
1.618	3.573
2.618	3.445
4.250	3.236

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	3.844	3.867
PP	3.831	3.846
S1	3.817	3.825

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols