NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.004 |
2.964 |
-0.040 |
-1.3% |
2.966 |
| High |
3.004 |
3.007 |
0.003 |
0.1% |
3.032 |
| Low |
2.945 |
2.926 |
-0.019 |
-0.6% |
2.951 |
| Close |
2.973 |
2.994 |
0.021 |
0.7% |
2.997 |
| Range |
0.059 |
0.081 |
0.022 |
37.3% |
0.081 |
| ATR |
0.064 |
0.065 |
0.001 |
1.9% |
0.000 |
| Volume |
18,490 |
18,655 |
165 |
0.9% |
103,517 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.187 |
3.039 |
|
| R3 |
3.138 |
3.106 |
3.016 |
|
| R2 |
3.057 |
3.057 |
3.009 |
|
| R1 |
3.025 |
3.025 |
3.001 |
3.041 |
| PP |
2.976 |
2.976 |
2.976 |
2.984 |
| S1 |
2.944 |
2.944 |
2.987 |
2.960 |
| S2 |
2.895 |
2.895 |
2.979 |
|
| S3 |
2.814 |
2.863 |
2.972 |
|
| S4 |
2.733 |
2.782 |
2.949 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.236 |
3.198 |
3.042 |
|
| R3 |
3.155 |
3.117 |
3.019 |
|
| R2 |
3.074 |
3.074 |
3.012 |
|
| R1 |
3.036 |
3.036 |
3.004 |
3.055 |
| PP |
2.993 |
2.993 |
2.993 |
3.003 |
| S1 |
2.955 |
2.955 |
2.990 |
2.974 |
| S2 |
2.912 |
2.912 |
2.982 |
|
| S3 |
2.831 |
2.874 |
2.975 |
|
| S4 |
2.750 |
2.793 |
2.952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.023 |
2.926 |
0.097 |
3.2% |
0.066 |
2.2% |
70% |
False |
True |
20,318 |
| 10 |
3.033 |
2.926 |
0.107 |
3.6% |
0.064 |
2.1% |
64% |
False |
True |
20,797 |
| 20 |
3.033 |
2.756 |
0.277 |
9.3% |
0.060 |
2.0% |
86% |
False |
False |
17,828 |
| 40 |
3.033 |
2.594 |
0.439 |
14.7% |
0.063 |
2.1% |
91% |
False |
False |
14,678 |
| 60 |
3.115 |
2.594 |
0.521 |
17.4% |
0.069 |
2.3% |
77% |
False |
False |
14,473 |
| 80 |
3.115 |
2.594 |
0.521 |
17.4% |
0.074 |
2.5% |
77% |
False |
False |
14,604 |
| 100 |
3.115 |
2.517 |
0.598 |
20.0% |
0.075 |
2.5% |
80% |
False |
False |
12,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.351 |
|
2.618 |
3.219 |
|
1.618 |
3.138 |
|
1.000 |
3.088 |
|
0.618 |
3.057 |
|
HIGH |
3.007 |
|
0.618 |
2.976 |
|
0.500 |
2.967 |
|
0.382 |
2.957 |
|
LOW |
2.926 |
|
0.618 |
2.876 |
|
1.000 |
2.845 |
|
1.618 |
2.795 |
|
2.618 |
2.714 |
|
4.250 |
2.582 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.985 |
2.987 |
| PP |
2.976 |
2.980 |
| S1 |
2.967 |
2.973 |
|