NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.230 |
3.258 |
0.028 |
0.9% |
3.119 |
| High |
3.281 |
3.273 |
-0.008 |
-0.2% |
3.331 |
| Low |
3.197 |
3.199 |
0.002 |
0.1% |
3.046 |
| Close |
3.259 |
3.260 |
0.001 |
0.0% |
3.301 |
| Range |
0.084 |
0.074 |
-0.010 |
-11.9% |
0.285 |
| ATR |
0.090 |
0.089 |
-0.001 |
-1.3% |
0.000 |
| Volume |
23,867 |
34,824 |
10,957 |
45.9% |
334,786 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.466 |
3.437 |
3.301 |
|
| R3 |
3.392 |
3.363 |
3.280 |
|
| R2 |
3.318 |
3.318 |
3.274 |
|
| R1 |
3.289 |
3.289 |
3.267 |
3.304 |
| PP |
3.244 |
3.244 |
3.244 |
3.251 |
| S1 |
3.215 |
3.215 |
3.253 |
3.230 |
| S2 |
3.170 |
3.170 |
3.246 |
|
| S3 |
3.096 |
3.141 |
3.240 |
|
| S4 |
3.022 |
3.067 |
3.219 |
|
|
| 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 |
3.370 |
3.158 |
0.212 |
6.5% |
0.114 |
3.5% |
48% |
False |
False |
40,883 |
| 10 |
3.370 |
3.025 |
0.345 |
10.6% |
0.097 |
3.0% |
68% |
False |
False |
48,242 |
| 20 |
3.370 |
2.922 |
0.448 |
13.7% |
0.086 |
2.6% |
75% |
False |
False |
38,098 |
| 40 |
3.370 |
2.830 |
0.540 |
16.6% |
0.078 |
2.4% |
80% |
False |
False |
29,114 |
| 60 |
3.370 |
2.639 |
0.731 |
22.4% |
0.071 |
2.2% |
85% |
False |
False |
24,018 |
| 80 |
3.370 |
2.594 |
0.776 |
23.8% |
0.072 |
2.2% |
86% |
False |
False |
20,838 |
| 100 |
3.370 |
2.594 |
0.776 |
23.8% |
0.076 |
2.3% |
86% |
False |
False |
20,091 |
| 120 |
3.370 |
2.517 |
0.853 |
26.2% |
0.077 |
2.4% |
87% |
False |
False |
18,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.467 |
|
1.618 |
3.393 |
|
1.000 |
3.347 |
|
0.618 |
3.319 |
|
HIGH |
3.273 |
|
0.618 |
3.245 |
|
0.500 |
3.236 |
|
0.382 |
3.227 |
|
LOW |
3.199 |
|
0.618 |
3.153 |
|
1.000 |
3.125 |
|
1.618 |
3.079 |
|
2.618 |
3.005 |
|
4.250 |
2.885 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.252 |
3.284 |
| PP |
3.244 |
3.276 |
| S1 |
3.236 |
3.268 |
|