NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.106 |
3.085 |
-0.021 |
-0.7% |
2.948 |
| High |
3.134 |
3.096 |
-0.038 |
-1.2% |
3.057 |
| Low |
3.062 |
3.042 |
-0.020 |
-0.7% |
2.922 |
| Close |
3.086 |
3.052 |
-0.034 |
-1.1% |
3.002 |
| Range |
0.072 |
0.054 |
-0.018 |
-25.0% |
0.135 |
| ATR |
0.079 |
0.078 |
-0.002 |
-2.3% |
0.000 |
| Volume |
28,831 |
23,328 |
-5,503 |
-19.1% |
122,529 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.225 |
3.193 |
3.082 |
|
| R3 |
3.171 |
3.139 |
3.067 |
|
| R2 |
3.117 |
3.117 |
3.062 |
|
| R1 |
3.085 |
3.085 |
3.057 |
3.074 |
| PP |
3.063 |
3.063 |
3.063 |
3.058 |
| S1 |
3.031 |
3.031 |
3.047 |
3.020 |
| S2 |
3.009 |
3.009 |
3.042 |
|
| S3 |
2.955 |
2.977 |
3.037 |
|
| S4 |
2.901 |
2.923 |
3.022 |
|
|
| 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 |
7.3% |
0.088 |
2.9% |
52% |
False |
False |
31,060 |
| 10 |
3.158 |
2.922 |
0.236 |
7.7% |
0.076 |
2.5% |
55% |
False |
False |
27,954 |
| 20 |
3.192 |
2.922 |
0.270 |
8.8% |
0.074 |
2.4% |
48% |
False |
False |
24,781 |
| 40 |
3.192 |
2.672 |
0.520 |
17.0% |
0.066 |
2.2% |
73% |
False |
False |
21,049 |
| 60 |
3.192 |
2.594 |
0.598 |
19.6% |
0.068 |
2.2% |
77% |
False |
False |
17,534 |
| 80 |
3.192 |
2.594 |
0.598 |
19.6% |
0.072 |
2.4% |
77% |
False |
False |
17,216 |
| 100 |
3.192 |
2.594 |
0.598 |
19.6% |
0.075 |
2.5% |
77% |
False |
False |
16,153 |
| 120 |
3.192 |
2.517 |
0.675 |
22.1% |
0.076 |
2.5% |
79% |
False |
False |
14,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.326 |
|
2.618 |
3.237 |
|
1.618 |
3.183 |
|
1.000 |
3.150 |
|
0.618 |
3.129 |
|
HIGH |
3.096 |
|
0.618 |
3.075 |
|
0.500 |
3.069 |
|
0.382 |
3.063 |
|
LOW |
3.042 |
|
0.618 |
3.009 |
|
1.000 |
2.988 |
|
1.618 |
2.955 |
|
2.618 |
2.901 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.069 |
3.093 |
| PP |
3.063 |
3.079 |
| S1 |
3.058 |
3.066 |
|