NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.073 |
3.063 |
-0.010 |
-0.3% |
3.036 |
| High |
3.090 |
3.121 |
0.031 |
1.0% |
3.150 |
| Low |
3.032 |
3.010 |
-0.022 |
-0.7% |
3.010 |
| Close |
3.041 |
3.097 |
0.056 |
1.8% |
3.097 |
| Range |
0.058 |
0.111 |
0.053 |
91.4% |
0.140 |
| ATR |
0.084 |
0.086 |
0.002 |
2.3% |
0.000 |
| Volume |
100,521 |
118,036 |
17,515 |
17.4% |
526,945 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.364 |
3.158 |
|
| R3 |
3.298 |
3.253 |
3.128 |
|
| R2 |
3.187 |
3.187 |
3.117 |
|
| R1 |
3.142 |
3.142 |
3.107 |
3.165 |
| PP |
3.076 |
3.076 |
3.076 |
3.087 |
| S1 |
3.031 |
3.031 |
3.087 |
3.054 |
| S2 |
2.965 |
2.965 |
3.077 |
|
| S3 |
2.854 |
2.920 |
3.066 |
|
| S4 |
2.743 |
2.809 |
3.036 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.506 |
3.441 |
3.174 |
|
| R3 |
3.366 |
3.301 |
3.136 |
|
| R2 |
3.226 |
3.226 |
3.123 |
|
| R1 |
3.161 |
3.161 |
3.110 |
3.194 |
| PP |
3.086 |
3.086 |
3.086 |
3.102 |
| S1 |
3.021 |
3.021 |
3.084 |
3.054 |
| S2 |
2.946 |
2.946 |
3.071 |
|
| S3 |
2.806 |
2.881 |
3.059 |
|
| S4 |
2.666 |
2.741 |
3.020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.150 |
2.955 |
0.195 |
6.3% |
0.093 |
3.0% |
73% |
False |
False |
127,389 |
| 10 |
3.150 |
2.903 |
0.247 |
8.0% |
0.085 |
2.7% |
79% |
False |
False |
116,342 |
| 20 |
3.204 |
2.903 |
0.301 |
9.7% |
0.084 |
2.7% |
64% |
False |
False |
96,274 |
| 40 |
3.204 |
2.674 |
0.530 |
17.1% |
0.074 |
2.4% |
80% |
False |
False |
71,528 |
| 60 |
3.204 |
2.585 |
0.619 |
20.0% |
0.074 |
2.4% |
83% |
False |
False |
57,011 |
| 80 |
3.204 |
2.585 |
0.619 |
20.0% |
0.078 |
2.5% |
83% |
False |
False |
50,111 |
| 100 |
3.204 |
2.585 |
0.619 |
20.0% |
0.080 |
2.6% |
83% |
False |
False |
44,531 |
| 120 |
3.204 |
2.472 |
0.732 |
23.6% |
0.081 |
2.6% |
85% |
False |
False |
39,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.593 |
|
2.618 |
3.412 |
|
1.618 |
3.301 |
|
1.000 |
3.232 |
|
0.618 |
3.190 |
|
HIGH |
3.121 |
|
0.618 |
3.079 |
|
0.500 |
3.066 |
|
0.382 |
3.052 |
|
LOW |
3.010 |
|
0.618 |
2.941 |
|
1.000 |
2.899 |
|
1.618 |
2.830 |
|
2.618 |
2.719 |
|
4.250 |
2.538 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.087 |
| PP |
3.076 |
3.078 |
| S1 |
3.066 |
3.068 |
|