NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.161 |
3.160 |
-0.001 |
0.0% |
3.119 |
| High |
3.201 |
3.331 |
0.130 |
4.1% |
3.331 |
| Low |
3.139 |
3.158 |
0.019 |
0.6% |
3.046 |
| Close |
3.158 |
3.301 |
0.143 |
4.5% |
3.301 |
| Range |
0.062 |
0.173 |
0.111 |
179.0% |
0.285 |
| ATR |
0.079 |
0.086 |
0.007 |
8.5% |
0.000 |
| Volume |
60,122 |
80,960 |
20,838 |
34.7% |
334,786 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.782 |
3.715 |
3.396 |
|
| R3 |
3.609 |
3.542 |
3.349 |
|
| R2 |
3.436 |
3.436 |
3.333 |
|
| R1 |
3.369 |
3.369 |
3.317 |
3.403 |
| PP |
3.263 |
3.263 |
3.263 |
3.280 |
| S1 |
3.196 |
3.196 |
3.285 |
3.230 |
| S2 |
3.090 |
3.090 |
3.269 |
|
| S3 |
2.917 |
3.023 |
3.253 |
|
| S4 |
2.744 |
2.850 |
3.206 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.081 |
3.976 |
3.458 |
|
| R3 |
3.796 |
3.691 |
3.379 |
|
| R2 |
3.511 |
3.511 |
3.353 |
|
| R1 |
3.406 |
3.406 |
3.327 |
3.459 |
| PP |
3.226 |
3.226 |
3.226 |
3.252 |
| S1 |
3.121 |
3.121 |
3.275 |
3.174 |
| S2 |
2.941 |
2.941 |
3.249 |
|
| S3 |
2.656 |
2.836 |
3.223 |
|
| S4 |
2.371 |
2.551 |
3.144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.331 |
3.046 |
0.285 |
8.6% |
0.094 |
2.8% |
89% |
True |
False |
66,957 |
| 10 |
3.331 |
2.971 |
0.360 |
10.9% |
0.091 |
2.8% |
92% |
True |
False |
48,901 |
| 20 |
3.331 |
2.922 |
0.409 |
12.4% |
0.084 |
2.6% |
93% |
True |
False |
36,649 |
| 40 |
3.331 |
2.818 |
0.513 |
15.5% |
0.072 |
2.2% |
94% |
True |
False |
27,435 |
| 60 |
3.331 |
2.594 |
0.737 |
22.3% |
0.070 |
2.1% |
96% |
True |
False |
22,452 |
| 80 |
3.331 |
2.594 |
0.737 |
22.3% |
0.072 |
2.2% |
96% |
True |
False |
20,029 |
| 100 |
3.331 |
2.594 |
0.737 |
22.3% |
0.075 |
2.3% |
96% |
True |
False |
19,174 |
| 120 |
3.331 |
2.517 |
0.814 |
24.7% |
0.076 |
2.3% |
96% |
True |
False |
17,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.066 |
|
2.618 |
3.784 |
|
1.618 |
3.611 |
|
1.000 |
3.504 |
|
0.618 |
3.438 |
|
HIGH |
3.331 |
|
0.618 |
3.265 |
|
0.500 |
3.245 |
|
0.382 |
3.224 |
|
LOW |
3.158 |
|
0.618 |
3.051 |
|
1.000 |
2.985 |
|
1.618 |
2.878 |
|
2.618 |
2.705 |
|
4.250 |
2.423 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.282 |
3.275 |
| PP |
3.263 |
3.248 |
| S1 |
3.245 |
3.222 |
|