NYMEX Natural Gas Future July 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 2.963 3.036 0.073 2.5% 2.920
High 3.042 3.150 0.108 3.6% 3.046
Low 2.955 3.015 0.060 2.0% 2.903
Close 2.986 3.104 0.118 4.0% 2.986
Range 0.087 0.135 0.048 55.2% 0.143
ATR 0.081 0.087 0.006 7.4% 0.000
Volume 110,003 193,404 83,401 75.8% 556,103
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 3.495 3.434 3.178
R3 3.360 3.299 3.141
R2 3.225 3.225 3.129
R1 3.164 3.164 3.116 3.195
PP 3.090 3.090 3.090 3.105
S1 3.029 3.029 3.092 3.060
S2 2.955 2.955 3.079
S3 2.820 2.894 3.067
S4 2.685 2.759 3.030
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 3.407 3.340 3.065
R3 3.264 3.197 3.025
R2 3.121 3.121 3.012
R1 3.054 3.054 2.999 3.088
PP 2.978 2.978 2.978 2.995
S1 2.911 2.911 2.973 2.945
S2 2.835 2.835 2.960
S3 2.692 2.768 2.947
S4 2.549 2.625 2.907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.150 2.914 0.236 7.6% 0.091 2.9% 81% True False 129,401
10 3.191 2.903 0.288 9.3% 0.088 2.8% 70% False False 111,166
20 3.204 2.903 0.301 9.7% 0.082 2.6% 67% False False 85,678
40 3.204 2.616 0.588 18.9% 0.074 2.4% 83% False False 66,684
60 3.204 2.585 0.619 19.9% 0.074 2.4% 84% False False 52,730
80 3.204 2.585 0.619 19.9% 0.078 2.5% 84% False False 46,974
100 3.204 2.585 0.619 19.9% 0.080 2.6% 84% False False 41,673
120 3.204 2.472 0.732 23.6% 0.081 2.6% 86% False False 36,605
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 0.015
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 3.724
2.618 3.503
1.618 3.368
1.000 3.285
0.618 3.233
HIGH 3.150
0.618 3.098
0.500 3.083
0.382 3.067
LOW 3.015
0.618 2.932
1.000 2.880
1.618 2.797
2.618 2.662
4.250 2.441
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 3.097 3.080
PP 3.090 3.056
S1 3.083 3.032

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

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