NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.075 |
3.119 |
0.044 |
1.4% |
3.048 |
| High |
3.128 |
3.121 |
-0.007 |
-0.2% |
3.158 |
| Low |
3.025 |
3.046 |
0.021 |
0.7% |
3.025 |
| Close |
3.105 |
3.082 |
-0.023 |
-0.7% |
3.105 |
| Range |
0.103 |
0.075 |
-0.028 |
-27.2% |
0.133 |
| ATR |
0.079 |
0.079 |
0.000 |
-0.4% |
0.000 |
| Volume |
24,181 |
53,657 |
29,476 |
121.9% |
130,816 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.308 |
3.270 |
3.123 |
|
| R3 |
3.233 |
3.195 |
3.103 |
|
| R2 |
3.158 |
3.158 |
3.096 |
|
| R1 |
3.120 |
3.120 |
3.089 |
3.102 |
| PP |
3.083 |
3.083 |
3.083 |
3.074 |
| S1 |
3.045 |
3.045 |
3.075 |
3.027 |
| S2 |
3.008 |
3.008 |
3.068 |
|
| S3 |
2.933 |
2.970 |
3.061 |
|
| S4 |
2.858 |
2.895 |
3.041 |
|
|
| 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 |
3.025 |
0.133 |
4.3% |
0.087 |
2.8% |
43% |
False |
False |
36,894 |
| 10 |
3.158 |
2.922 |
0.236 |
7.7% |
0.079 |
2.6% |
68% |
False |
False |
30,700 |
| 20 |
3.192 |
2.922 |
0.270 |
8.8% |
0.077 |
2.5% |
59% |
False |
False |
26,467 |
| 40 |
3.192 |
2.717 |
0.475 |
15.4% |
0.069 |
2.2% |
77% |
False |
False |
22,120 |
| 60 |
3.192 |
2.594 |
0.598 |
19.4% |
0.069 |
2.2% |
82% |
False |
False |
18,411 |
| 80 |
3.192 |
2.594 |
0.598 |
19.4% |
0.072 |
2.3% |
82% |
False |
False |
17,629 |
| 100 |
3.192 |
2.594 |
0.598 |
19.4% |
0.075 |
2.4% |
82% |
False |
False |
16,737 |
| 120 |
3.192 |
2.517 |
0.675 |
21.9% |
0.075 |
2.4% |
84% |
False |
False |
15,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.440 |
|
2.618 |
3.317 |
|
1.618 |
3.242 |
|
1.000 |
3.196 |
|
0.618 |
3.167 |
|
HIGH |
3.121 |
|
0.618 |
3.092 |
|
0.500 |
3.084 |
|
0.382 |
3.075 |
|
LOW |
3.046 |
|
0.618 |
3.000 |
|
1.000 |
2.971 |
|
1.618 |
2.925 |
|
2.618 |
2.850 |
|
4.250 |
2.727 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.084 |
3.080 |
| PP |
3.083 |
3.078 |
| S1 |
3.083 |
3.077 |
|