NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.085 |
3.075 |
-0.010 |
-0.3% |
3.048 |
| High |
3.096 |
3.128 |
0.032 |
1.0% |
3.158 |
| Low |
3.042 |
3.025 |
-0.017 |
-0.6% |
3.025 |
| Close |
3.052 |
3.105 |
0.053 |
1.7% |
3.105 |
| Range |
0.054 |
0.103 |
0.049 |
90.7% |
0.133 |
| ATR |
0.078 |
0.079 |
0.002 |
2.3% |
0.000 |
| Volume |
23,328 |
24,181 |
853 |
3.7% |
130,816 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.353 |
3.162 |
|
| R3 |
3.292 |
3.250 |
3.133 |
|
| R2 |
3.189 |
3.189 |
3.124 |
|
| R1 |
3.147 |
3.147 |
3.114 |
3.168 |
| PP |
3.086 |
3.086 |
3.086 |
3.097 |
| S1 |
3.044 |
3.044 |
3.096 |
3.065 |
| S2 |
2.983 |
2.983 |
3.086 |
|
| S3 |
2.880 |
2.941 |
3.077 |
|
| S4 |
2.777 |
2.838 |
3.048 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.495 |
3.433 |
3.178 |
|
| R3 |
3.362 |
3.300 |
3.142 |
|
| R2 |
3.229 |
3.229 |
3.129 |
|
| R1 |
3.167 |
3.167 |
3.117 |
3.198 |
| PP |
3.096 |
3.096 |
3.096 |
3.112 |
| S1 |
3.034 |
3.034 |
3.093 |
3.065 |
| S2 |
2.963 |
2.963 |
3.081 |
|
| S3 |
2.830 |
2.901 |
3.068 |
|
| S4 |
2.697 |
2.768 |
3.032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.158 |
2.971 |
0.187 |
6.0% |
0.088 |
2.8% |
72% |
False |
False |
30,845 |
| 10 |
3.158 |
2.922 |
0.236 |
7.6% |
0.079 |
2.6% |
78% |
False |
False |
27,842 |
| 20 |
3.192 |
2.922 |
0.270 |
8.7% |
0.077 |
2.5% |
68% |
False |
False |
25,038 |
| 40 |
3.192 |
2.700 |
0.492 |
15.8% |
0.068 |
2.2% |
82% |
False |
False |
21,227 |
| 60 |
3.192 |
2.594 |
0.598 |
19.3% |
0.069 |
2.2% |
85% |
False |
False |
17,723 |
| 80 |
3.192 |
2.594 |
0.598 |
19.3% |
0.072 |
2.3% |
85% |
False |
False |
17,260 |
| 100 |
3.192 |
2.594 |
0.598 |
19.3% |
0.075 |
2.4% |
85% |
False |
False |
16,301 |
| 120 |
3.192 |
2.517 |
0.675 |
21.7% |
0.075 |
2.4% |
87% |
False |
False |
14,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.566 |
|
2.618 |
3.398 |
|
1.618 |
3.295 |
|
1.000 |
3.231 |
|
0.618 |
3.192 |
|
HIGH |
3.128 |
|
0.618 |
3.089 |
|
0.500 |
3.077 |
|
0.382 |
3.064 |
|
LOW |
3.025 |
|
0.618 |
2.961 |
|
1.000 |
2.922 |
|
1.618 |
2.858 |
|
2.618 |
2.755 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.096 |
3.097 |
| PP |
3.086 |
3.088 |
| S1 |
3.077 |
3.080 |
|