NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 3.061 3.119 0.058 1.9% 2.967
High 3.168 3.144 -0.024 -0.8% 3.072
Low 3.043 3.077 0.034 1.1% 2.945
Close 3.130 3.102 -0.028 -0.9% 3.017
Range 0.125 0.067 -0.058 -46.4% 0.127
ATR 0.078 0.077 -0.001 -1.0% 0.000
Volume 57,865 33,088 -24,777 -42.8% 125,500
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 3.309 3.272 3.139
R3 3.242 3.205 3.120
R2 3.175 3.175 3.114
R1 3.138 3.138 3.108 3.123
PP 3.108 3.108 3.108 3.100
S1 3.071 3.071 3.096 3.056
S2 3.041 3.041 3.090
S3 2.974 3.004 3.084
S4 2.907 2.937 3.065
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 3.392 3.332 3.087
R3 3.265 3.205 3.052
R2 3.138 3.138 3.040
R1 3.078 3.078 3.029 3.108
PP 3.011 3.011 3.011 3.027
S1 2.951 2.951 3.005 2.981
S2 2.884 2.884 2.994
S3 2.757 2.824 2.982
S4 2.630 2.697 2.947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.168 2.954 0.214 6.9% 0.086 2.8% 69% False False 35,815
10 3.168 2.945 0.223 7.2% 0.075 2.4% 70% False False 29,675
20 3.202 2.945 0.257 8.3% 0.073 2.4% 61% False False 27,696
40 3.202 2.661 0.541 17.4% 0.065 2.1% 82% False False 24,534
60 3.202 2.608 0.594 19.1% 0.067 2.2% 83% False False 23,046
80 3.202 2.608 0.594 19.1% 0.072 2.3% 83% False False 24,542
100 3.202 2.608 0.594 19.1% 0.074 2.4% 83% False False 24,987
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.429
2.618 3.319
1.618 3.252
1.000 3.211
0.618 3.185
HIGH 3.144
0.618 3.118
0.500 3.111
0.382 3.103
LOW 3.077
0.618 3.036
1.000 3.010
1.618 2.969
2.618 2.902
4.250 2.792
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 3.111 3.094
PP 3.108 3.086
S1 3.105 3.079

These figures are updated between 7pm and 10pm EST after a trading day.

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