NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.238 |
3.382 |
0.144 |
4.4% |
3.191 |
| High |
3.393 |
3.426 |
0.033 |
1.0% |
3.393 |
| Low |
3.236 |
3.352 |
0.116 |
3.6% |
3.132 |
| Close |
3.369 |
3.417 |
0.048 |
1.4% |
3.369 |
| Range |
0.157 |
0.074 |
-0.083 |
-52.9% |
0.261 |
| ATR |
0.076 |
0.076 |
0.000 |
-0.2% |
0.000 |
| Volume |
28,049 |
13,636 |
-14,413 |
-51.4% |
102,863 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.593 |
3.458 |
|
| R3 |
3.546 |
3.519 |
3.437 |
|
| R2 |
3.472 |
3.472 |
3.431 |
|
| R1 |
3.445 |
3.445 |
3.424 |
3.459 |
| PP |
3.398 |
3.398 |
3.398 |
3.405 |
| S1 |
3.371 |
3.371 |
3.410 |
3.385 |
| S2 |
3.324 |
3.324 |
3.403 |
|
| S3 |
3.250 |
3.297 |
3.397 |
|
| S4 |
3.176 |
3.223 |
3.376 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.081 |
3.986 |
3.513 |
|
| R3 |
3.820 |
3.725 |
3.441 |
|
| R2 |
3.559 |
3.559 |
3.417 |
|
| R1 |
3.464 |
3.464 |
3.393 |
3.512 |
| PP |
3.298 |
3.298 |
3.298 |
3.322 |
| S1 |
3.203 |
3.203 |
3.345 |
3.251 |
| S2 |
3.037 |
3.037 |
3.321 |
|
| S3 |
2.776 |
2.942 |
3.297 |
|
| S4 |
2.515 |
2.681 |
3.225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.426 |
3.188 |
0.238 |
7.0% |
0.084 |
2.4% |
96% |
True |
False |
19,745 |
| 10 |
3.426 |
3.101 |
0.325 |
9.5% |
0.081 |
2.4% |
97% |
True |
False |
17,870 |
| 20 |
3.426 |
3.021 |
0.405 |
11.9% |
0.075 |
2.2% |
98% |
True |
False |
15,065 |
| 40 |
3.426 |
2.933 |
0.493 |
14.4% |
0.064 |
1.9% |
98% |
True |
False |
12,819 |
| 60 |
3.426 |
2.710 |
0.716 |
21.0% |
0.062 |
1.8% |
99% |
True |
False |
11,019 |
| 80 |
3.426 |
2.687 |
0.739 |
21.6% |
0.065 |
1.9% |
99% |
True |
False |
10,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.741 |
|
2.618 |
3.620 |
|
1.618 |
3.546 |
|
1.000 |
3.500 |
|
0.618 |
3.472 |
|
HIGH |
3.426 |
|
0.618 |
3.398 |
|
0.500 |
3.389 |
|
0.382 |
3.380 |
|
LOW |
3.352 |
|
0.618 |
3.306 |
|
1.000 |
3.278 |
|
1.618 |
3.232 |
|
2.618 |
3.158 |
|
4.250 |
3.038 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.408 |
3.386 |
| PP |
3.398 |
3.355 |
| S1 |
3.389 |
3.324 |
|