NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.583 |
3.651 |
0.068 |
1.9% |
3.225 |
| High |
3.811 |
3.814 |
0.003 |
0.1% |
3.538 |
| Low |
3.571 |
3.604 |
0.033 |
0.9% |
3.165 |
| Close |
3.630 |
3.650 |
0.020 |
0.6% |
3.520 |
| Range |
0.240 |
0.210 |
-0.030 |
-12.5% |
0.373 |
| ATR |
0.111 |
0.118 |
0.007 |
6.3% |
0.000 |
| Volume |
205,478 |
187,005 |
-18,473 |
-9.0% |
509,989 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.319 |
4.195 |
3.766 |
|
| R3 |
4.109 |
3.985 |
3.708 |
|
| R2 |
3.899 |
3.899 |
3.689 |
|
| R1 |
3.775 |
3.775 |
3.669 |
3.732 |
| PP |
3.689 |
3.689 |
3.689 |
3.668 |
| S1 |
3.565 |
3.565 |
3.631 |
3.522 |
| S2 |
3.479 |
3.479 |
3.612 |
|
| S3 |
3.269 |
3.355 |
3.592 |
|
| S4 |
3.059 |
3.145 |
3.535 |
|
|
| 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 |
3.814 |
3.318 |
0.496 |
13.6% |
0.170 |
4.6% |
67% |
True |
False |
163,732 |
| 10 |
3.814 |
3.165 |
0.649 |
17.8% |
0.131 |
3.6% |
75% |
True |
False |
118,528 |
| 20 |
3.814 |
3.031 |
0.783 |
21.5% |
0.115 |
3.1% |
79% |
True |
False |
86,917 |
| 40 |
3.814 |
2.924 |
0.890 |
24.4% |
0.096 |
2.6% |
82% |
True |
False |
59,005 |
| 60 |
3.814 |
2.650 |
1.164 |
31.9% |
0.084 |
2.3% |
86% |
True |
False |
45,701 |
| 80 |
3.814 |
2.605 |
1.209 |
33.1% |
0.082 |
2.2% |
86% |
True |
False |
37,238 |
| 100 |
3.814 |
2.605 |
1.209 |
33.1% |
0.083 |
2.3% |
86% |
True |
False |
32,545 |
| 120 |
3.814 |
2.605 |
1.209 |
33.1% |
0.084 |
2.3% |
86% |
True |
False |
28,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.707 |
|
2.618 |
4.364 |
|
1.618 |
4.154 |
|
1.000 |
4.024 |
|
0.618 |
3.944 |
|
HIGH |
3.814 |
|
0.618 |
3.734 |
|
0.500 |
3.709 |
|
0.382 |
3.684 |
|
LOW |
3.604 |
|
0.618 |
3.474 |
|
1.000 |
3.394 |
|
1.618 |
3.264 |
|
2.618 |
3.054 |
|
4.250 |
2.712 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.660 |
| PP |
3.689 |
3.656 |
| S1 |
3.670 |
3.653 |
|