NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.010 |
3.036 |
0.026 |
0.9% |
3.073 |
| High |
3.057 |
3.037 |
-0.020 |
-0.7% |
3.192 |
| Low |
2.992 |
2.936 |
-0.056 |
-1.9% |
2.976 |
| Close |
3.040 |
2.975 |
-0.065 |
-2.1% |
2.993 |
| Range |
0.065 |
0.101 |
0.036 |
55.4% |
0.216 |
| ATR |
0.071 |
0.074 |
0.002 |
3.3% |
0.000 |
| Volume |
33,022 |
25,260 |
-7,762 |
-23.5% |
128,853 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.286 |
3.231 |
3.031 |
|
| R3 |
3.185 |
3.130 |
3.003 |
|
| R2 |
3.084 |
3.084 |
2.994 |
|
| R1 |
3.029 |
3.029 |
2.984 |
3.006 |
| PP |
2.983 |
2.983 |
2.983 |
2.971 |
| S1 |
2.928 |
2.928 |
2.966 |
2.905 |
| S2 |
2.882 |
2.882 |
2.956 |
|
| S3 |
2.781 |
2.827 |
2.947 |
|
| S4 |
2.680 |
2.726 |
2.919 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.563 |
3.112 |
|
| R3 |
3.486 |
3.347 |
3.052 |
|
| R2 |
3.270 |
3.270 |
3.033 |
|
| R1 |
3.131 |
3.131 |
3.013 |
3.093 |
| PP |
3.054 |
3.054 |
3.054 |
3.034 |
| S1 |
2.915 |
2.915 |
2.973 |
2.877 |
| S2 |
2.838 |
2.838 |
2.953 |
|
| S3 |
2.622 |
2.699 |
2.934 |
|
| S4 |
2.406 |
2.483 |
2.874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.057 |
2.922 |
0.135 |
4.5% |
0.070 |
2.4% |
39% |
False |
False |
24,840 |
| 10 |
3.192 |
2.922 |
0.270 |
9.1% |
0.078 |
2.6% |
20% |
False |
False |
24,397 |
| 20 |
3.192 |
2.922 |
0.270 |
9.1% |
0.070 |
2.3% |
20% |
False |
False |
22,504 |
| 40 |
3.192 |
2.639 |
0.553 |
18.6% |
0.066 |
2.2% |
61% |
False |
False |
19,446 |
| 60 |
3.192 |
2.594 |
0.598 |
20.1% |
0.068 |
2.3% |
64% |
False |
False |
16,331 |
| 80 |
3.192 |
2.594 |
0.598 |
20.1% |
0.073 |
2.5% |
64% |
False |
False |
16,450 |
| 100 |
3.192 |
2.594 |
0.598 |
20.1% |
0.075 |
2.5% |
64% |
False |
False |
15,150 |
| 120 |
3.192 |
2.516 |
0.676 |
22.7% |
0.075 |
2.5% |
68% |
False |
False |
13,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.466 |
|
2.618 |
3.301 |
|
1.618 |
3.200 |
|
1.000 |
3.138 |
|
0.618 |
3.099 |
|
HIGH |
3.037 |
|
0.618 |
2.998 |
|
0.500 |
2.987 |
|
0.382 |
2.975 |
|
LOW |
2.936 |
|
0.618 |
2.874 |
|
1.000 |
2.835 |
|
1.618 |
2.773 |
|
2.618 |
2.672 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.987 |
2.997 |
| PP |
2.983 |
2.989 |
| S1 |
2.979 |
2.982 |
|