NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.048 |
3.106 |
0.058 |
1.9% |
2.948 |
| High |
3.158 |
3.134 |
-0.024 |
-0.8% |
3.057 |
| Low |
3.027 |
3.062 |
0.035 |
1.2% |
2.922 |
| Close |
3.118 |
3.086 |
-0.032 |
-1.0% |
3.002 |
| Range |
0.131 |
0.072 |
-0.059 |
-45.0% |
0.135 |
| ATR |
0.080 |
0.079 |
-0.001 |
-0.7% |
0.000 |
| Volume |
54,476 |
28,831 |
-25,645 |
-47.1% |
122,529 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.270 |
3.126 |
|
| R3 |
3.238 |
3.198 |
3.106 |
|
| R2 |
3.166 |
3.166 |
3.099 |
|
| R1 |
3.126 |
3.126 |
3.093 |
3.110 |
| PP |
3.094 |
3.094 |
3.094 |
3.086 |
| S1 |
3.054 |
3.054 |
3.079 |
3.038 |
| S2 |
3.022 |
3.022 |
3.073 |
|
| S3 |
2.950 |
2.982 |
3.066 |
|
| S4 |
2.878 |
2.910 |
3.046 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.399 |
3.335 |
3.076 |
|
| R3 |
3.264 |
3.200 |
3.039 |
|
| R2 |
3.129 |
3.129 |
3.027 |
|
| R1 |
3.065 |
3.065 |
3.014 |
3.097 |
| PP |
2.994 |
2.994 |
2.994 |
3.010 |
| S1 |
2.930 |
2.930 |
2.990 |
2.962 |
| S2 |
2.859 |
2.859 |
2.977 |
|
| S3 |
2.724 |
2.795 |
2.965 |
|
| S4 |
2.589 |
2.660 |
2.928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.158 |
2.936 |
0.222 |
7.2% |
0.090 |
2.9% |
68% |
False |
False |
32,999 |
| 10 |
3.158 |
2.922 |
0.236 |
7.6% |
0.077 |
2.5% |
69% |
False |
False |
27,583 |
| 20 |
3.192 |
2.922 |
0.270 |
8.7% |
0.075 |
2.4% |
61% |
False |
False |
24,631 |
| 40 |
3.192 |
2.642 |
0.550 |
17.8% |
0.067 |
2.2% |
81% |
False |
False |
20,907 |
| 60 |
3.192 |
2.594 |
0.598 |
19.4% |
0.068 |
2.2% |
82% |
False |
False |
17,380 |
| 80 |
3.192 |
2.594 |
0.598 |
19.4% |
0.073 |
2.4% |
82% |
False |
False |
17,221 |
| 100 |
3.192 |
2.594 |
0.598 |
19.4% |
0.075 |
2.4% |
82% |
False |
False |
15,991 |
| 120 |
3.192 |
2.517 |
0.675 |
21.9% |
0.076 |
2.5% |
84% |
False |
False |
14,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.440 |
|
2.618 |
3.322 |
|
1.618 |
3.250 |
|
1.000 |
3.206 |
|
0.618 |
3.178 |
|
HIGH |
3.134 |
|
0.618 |
3.106 |
|
0.500 |
3.098 |
|
0.382 |
3.090 |
|
LOW |
3.062 |
|
0.618 |
3.018 |
|
1.000 |
2.990 |
|
1.618 |
2.946 |
|
2.618 |
2.874 |
|
4.250 |
2.756 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.098 |
3.079 |
| PP |
3.094 |
3.072 |
| S1 |
3.090 |
3.065 |
|