NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.266 |
3.319 |
0.053 |
1.6% |
3.317 |
| High |
3.386 |
3.437 |
0.051 |
1.5% |
3.370 |
| Low |
3.258 |
3.300 |
0.042 |
1.3% |
3.178 |
| Close |
3.333 |
3.415 |
0.082 |
2.5% |
3.222 |
| Range |
0.128 |
0.137 |
0.009 |
7.0% |
0.192 |
| ATR |
0.090 |
0.094 |
0.003 |
3.7% |
0.000 |
| Volume |
37,761 |
45,181 |
7,420 |
19.6% |
148,094 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.795 |
3.742 |
3.490 |
|
| R3 |
3.658 |
3.605 |
3.453 |
|
| R2 |
3.521 |
3.521 |
3.440 |
|
| R1 |
3.468 |
3.468 |
3.428 |
3.495 |
| PP |
3.384 |
3.384 |
3.384 |
3.397 |
| S1 |
3.331 |
3.331 |
3.402 |
3.358 |
| S2 |
3.247 |
3.247 |
3.390 |
|
| S3 |
3.110 |
3.194 |
3.377 |
|
| S4 |
2.973 |
3.057 |
3.340 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.833 |
3.719 |
3.328 |
|
| R3 |
3.641 |
3.527 |
3.275 |
|
| R2 |
3.449 |
3.449 |
3.257 |
|
| R1 |
3.335 |
3.335 |
3.240 |
3.296 |
| PP |
3.257 |
3.257 |
3.257 |
3.237 |
| S1 |
3.143 |
3.143 |
3.204 |
3.104 |
| S2 |
3.065 |
3.065 |
3.187 |
|
| S3 |
2.873 |
2.951 |
3.169 |
|
| S4 |
2.681 |
2.759 |
3.116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.437 |
3.154 |
0.283 |
8.3% |
0.102 |
3.0% |
92% |
True |
False |
30,692 |
| 10 |
3.437 |
3.154 |
0.283 |
8.3% |
0.108 |
3.2% |
92% |
True |
False |
35,787 |
| 20 |
3.437 |
2.936 |
0.501 |
14.7% |
0.096 |
2.8% |
96% |
True |
False |
39,559 |
| 40 |
3.437 |
2.922 |
0.515 |
15.1% |
0.082 |
2.4% |
96% |
True |
False |
30,933 |
| 60 |
3.437 |
2.639 |
0.798 |
23.4% |
0.075 |
2.2% |
97% |
True |
False |
25,910 |
| 80 |
3.437 |
2.594 |
0.843 |
24.7% |
0.074 |
2.2% |
97% |
True |
False |
21,923 |
| 100 |
3.437 |
2.594 |
0.843 |
24.7% |
0.078 |
2.3% |
97% |
True |
False |
21,034 |
| 120 |
3.437 |
2.594 |
0.843 |
24.7% |
0.078 |
2.3% |
97% |
True |
False |
19,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.019 |
|
2.618 |
3.796 |
|
1.618 |
3.659 |
|
1.000 |
3.574 |
|
0.618 |
3.522 |
|
HIGH |
3.437 |
|
0.618 |
3.385 |
|
0.500 |
3.369 |
|
0.382 |
3.352 |
|
LOW |
3.300 |
|
0.618 |
3.215 |
|
1.000 |
3.163 |
|
1.618 |
3.078 |
|
2.618 |
2.941 |
|
4.250 |
2.718 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.383 |
| PP |
3.384 |
3.350 |
| S1 |
3.369 |
3.318 |
|