NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.117 |
3.091 |
-0.026 |
-0.8% |
2.948 |
| High |
3.145 |
3.106 |
-0.039 |
-1.2% |
3.064 |
| Low |
3.070 |
3.050 |
-0.020 |
-0.7% |
2.924 |
| Close |
3.094 |
3.059 |
-0.035 |
-1.1% |
3.007 |
| Range |
0.075 |
0.056 |
-0.019 |
-25.3% |
0.140 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.3% |
0.000 |
| Volume |
43,392 |
32,361 |
-11,031 |
-25.4% |
164,196 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.205 |
3.090 |
|
| R3 |
3.184 |
3.149 |
3.074 |
|
| R2 |
3.128 |
3.128 |
3.069 |
|
| R1 |
3.093 |
3.093 |
3.064 |
3.083 |
| PP |
3.072 |
3.072 |
3.072 |
3.066 |
| S1 |
3.037 |
3.037 |
3.054 |
3.027 |
| S2 |
3.016 |
3.016 |
3.049 |
|
| S3 |
2.960 |
2.981 |
3.044 |
|
| S4 |
2.904 |
2.925 |
3.028 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.418 |
3.353 |
3.084 |
|
| R3 |
3.278 |
3.213 |
3.046 |
|
| R2 |
3.138 |
3.138 |
3.033 |
|
| R1 |
3.073 |
3.073 |
3.020 |
3.106 |
| PP |
2.998 |
2.998 |
2.998 |
3.015 |
| S1 |
2.933 |
2.933 |
2.994 |
2.966 |
| S2 |
2.858 |
2.858 |
2.981 |
|
| S3 |
2.718 |
2.793 |
2.969 |
|
| S4 |
2.578 |
2.653 |
2.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.169 |
2.938 |
0.231 |
7.6% |
0.091 |
3.0% |
52% |
False |
False |
44,427 |
| 10 |
3.169 |
2.924 |
0.245 |
8.0% |
0.078 |
2.5% |
55% |
False |
False |
36,640 |
| 20 |
3.208 |
2.924 |
0.284 |
9.3% |
0.078 |
2.5% |
48% |
False |
False |
31,555 |
| 40 |
3.208 |
2.677 |
0.531 |
17.4% |
0.069 |
2.3% |
72% |
False |
False |
25,461 |
| 60 |
3.208 |
2.605 |
0.603 |
19.7% |
0.071 |
2.3% |
75% |
False |
False |
20,991 |
| 80 |
3.208 |
2.605 |
0.603 |
19.7% |
0.075 |
2.4% |
75% |
False |
False |
19,177 |
| 100 |
3.208 |
2.605 |
0.603 |
19.7% |
0.077 |
2.5% |
75% |
False |
False |
17,395 |
| 120 |
3.208 |
2.500 |
0.708 |
23.1% |
0.078 |
2.5% |
79% |
False |
False |
15,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.344 |
|
2.618 |
3.253 |
|
1.618 |
3.197 |
|
1.000 |
3.162 |
|
0.618 |
3.141 |
|
HIGH |
3.106 |
|
0.618 |
3.085 |
|
0.500 |
3.078 |
|
0.382 |
3.071 |
|
LOW |
3.050 |
|
0.618 |
3.015 |
|
1.000 |
2.994 |
|
1.618 |
2.959 |
|
2.618 |
2.903 |
|
4.250 |
2.812 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.078 |
3.102 |
| PP |
3.072 |
3.087 |
| S1 |
3.065 |
3.073 |
|