NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.439 |
3.525 |
0.086 |
2.5% |
3.225 |
| High |
3.538 |
3.653 |
0.115 |
3.3% |
3.538 |
| Low |
3.430 |
3.505 |
0.075 |
2.2% |
3.165 |
| Close |
3.520 |
3.593 |
0.073 |
2.1% |
3.520 |
| Range |
0.108 |
0.148 |
0.040 |
37.0% |
0.373 |
| ATR |
0.098 |
0.101 |
0.004 |
3.7% |
0.000 |
| Volume |
137,646 |
163,568 |
25,922 |
18.8% |
509,989 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.028 |
3.958 |
3.674 |
|
| R3 |
3.880 |
3.810 |
3.634 |
|
| R2 |
3.732 |
3.732 |
3.620 |
|
| R1 |
3.662 |
3.662 |
3.607 |
3.697 |
| PP |
3.584 |
3.584 |
3.584 |
3.601 |
| S1 |
3.514 |
3.514 |
3.579 |
3.549 |
| S2 |
3.436 |
3.436 |
3.566 |
|
| S3 |
3.288 |
3.366 |
3.552 |
|
| S4 |
3.140 |
3.218 |
3.512 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.527 |
4.396 |
3.725 |
|
| R3 |
4.154 |
4.023 |
3.623 |
|
| R2 |
3.781 |
3.781 |
3.588 |
|
| R1 |
3.650 |
3.650 |
3.554 |
3.716 |
| PP |
3.408 |
3.408 |
3.408 |
3.440 |
| S1 |
3.277 |
3.277 |
3.486 |
3.343 |
| S2 |
3.035 |
3.035 |
3.452 |
|
| S3 |
2.662 |
2.904 |
3.417 |
|
| S4 |
2.289 |
2.531 |
3.315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.653 |
3.212 |
0.441 |
12.3% |
0.125 |
3.5% |
86% |
True |
False |
121,334 |
| 10 |
3.653 |
3.165 |
0.488 |
13.6% |
0.110 |
3.1% |
88% |
True |
False |
91,401 |
| 20 |
3.653 |
3.031 |
0.622 |
17.3% |
0.103 |
2.9% |
90% |
True |
False |
73,054 |
| 40 |
3.653 |
2.924 |
0.729 |
20.3% |
0.088 |
2.5% |
92% |
True |
False |
50,299 |
| 60 |
3.653 |
2.647 |
1.006 |
28.0% |
0.080 |
2.2% |
94% |
True |
False |
39,762 |
| 80 |
3.653 |
2.605 |
1.048 |
29.2% |
0.078 |
2.2% |
94% |
True |
False |
32,566 |
| 100 |
3.653 |
2.605 |
1.048 |
29.2% |
0.081 |
2.2% |
94% |
True |
False |
28,980 |
| 120 |
3.653 |
2.605 |
1.048 |
29.2% |
0.081 |
2.3% |
94% |
True |
False |
25,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.282 |
|
2.618 |
4.040 |
|
1.618 |
3.892 |
|
1.000 |
3.801 |
|
0.618 |
3.744 |
|
HIGH |
3.653 |
|
0.618 |
3.596 |
|
0.500 |
3.579 |
|
0.382 |
3.562 |
|
LOW |
3.505 |
|
0.618 |
3.414 |
|
1.000 |
3.357 |
|
1.618 |
3.266 |
|
2.618 |
3.118 |
|
4.250 |
2.876 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.588 |
3.557 |
| PP |
3.584 |
3.521 |
| S1 |
3.579 |
3.486 |
|