NYMEX Natural Gas Future September 2023

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	2.670	2.663	-0.007	-0.3%	2.596
High	2.685	2.663	-0.022	-0.8%	2.635
Low	2.668	2.643	-0.025	-0.9%	2.596
Close	2.668	2.643	-0.025	-0.9%	2.625
Range	0.017	0.020	0.003	17.6%	0.039
ATR	0.013	0.014	0.001	6.8%	0.000
Volume	8	9	1	12.5%	360

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.710	2.696	2.654
R3	2.690	2.676	2.649
R2	2.670	2.670	2.647
R1	2.656	2.656	2.645	2.653
PP	2.650	2.650	2.650	2.648
S1	2.636	2.636	2.641	2.633
S2	2.630	2.630	2.639
S3	2.610	2.616	2.638
S4	2.590	2.596	2.632

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.736	2.719	2.646
R3	2.697	2.680	2.636
R2	2.658	2.658	2.632
R1	2.641	2.641	2.629	2.650
PP	2.619	2.619	2.619	2.623
S1	2.602	2.602	2.621	2.611
S2	2.580	2.580	2.618
S3	2.541	2.563	2.614
S4	2.502	2.524	2.604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.685	2.625	0.060	2.3%	0.010	0.4%	30%	False	False	120
10	2.685	2.596	0.089	3.4%	0.007	0.2%	53%	False	False	95
20	2.685	2.579	0.106	4.0%	0.006	0.2%	60%	False	False	77
40	2.685	2.472	0.213	8.1%	0.004	0.2%	80%	False	False	42
60	2.685	2.416	0.269	10.2%	0.005	0.2%	84%	False	False	31
80	2.685	2.382	0.303	11.5%	0.004	0.2%	86%	False	False	24
100	2.685	2.379	0.306	11.6%	0.004	0.2%	86%	False	False	21
120	2.685	2.363	0.322	12.2%	0.005	0.2%	87%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	2.748
2.618	2.715
1.618	2.695
1.000	2.683
0.618	2.675
HIGH	2.663
0.618	2.655
0.500	2.653
0.382	2.651
LOW	2.643
0.618	2.631
1.000	2.623
1.618	2.611
2.618	2.591
4.250	2.558

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	2.653	2.664
PP	2.650	2.657
S1	2.646	2.650

Download as Excel Spreadsheet

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

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