NYMEX Natural Gas Future November 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 |
3.347 |
3.371 |
0.024 |
0.7% |
3.382 |
| High |
3.446 |
3.489 |
0.043 |
1.2% |
3.431 |
| Low |
3.331 |
3.363 |
0.032 |
1.0% |
3.256 |
| Close |
3.394 |
3.469 |
0.075 |
2.2% |
3.294 |
| Range |
0.115 |
0.126 |
0.011 |
9.6% |
0.175 |
| ATR |
0.081 |
0.084 |
0.003 |
4.0% |
0.000 |
| Volume |
13,665 |
15,951 |
2,286 |
16.7% |
70,570 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.818 |
3.770 |
3.538 |
|
| R3 |
3.692 |
3.644 |
3.504 |
|
| R2 |
3.566 |
3.566 |
3.492 |
|
| R1 |
3.518 |
3.518 |
3.481 |
3.542 |
| PP |
3.440 |
3.440 |
3.440 |
3.453 |
| S1 |
3.392 |
3.392 |
3.457 |
3.416 |
| S2 |
3.314 |
3.314 |
3.446 |
|
| S3 |
3.188 |
3.266 |
3.434 |
|
| S4 |
3.062 |
3.140 |
3.400 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.852 |
3.748 |
3.390 |
|
| R3 |
3.677 |
3.573 |
3.342 |
|
| R2 |
3.502 |
3.502 |
3.326 |
|
| R1 |
3.398 |
3.398 |
3.310 |
3.363 |
| PP |
3.327 |
3.327 |
3.327 |
3.309 |
| S1 |
3.223 |
3.223 |
3.278 |
3.188 |
| S2 |
3.152 |
3.152 |
3.262 |
|
| S3 |
2.977 |
3.048 |
3.246 |
|
| S4 |
2.802 |
2.873 |
3.198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.489 |
3.236 |
0.253 |
7.3% |
0.093 |
2.7% |
92% |
True |
False |
11,893 |
| 10 |
3.489 |
3.236 |
0.253 |
7.3% |
0.098 |
2.8% |
92% |
True |
False |
14,692 |
| 20 |
3.489 |
3.028 |
0.461 |
13.3% |
0.085 |
2.5% |
96% |
True |
False |
15,317 |
| 40 |
3.489 |
3.011 |
0.478 |
13.8% |
0.073 |
2.1% |
96% |
True |
False |
13,859 |
| 60 |
3.489 |
2.743 |
0.746 |
21.5% |
0.067 |
1.9% |
97% |
True |
False |
12,189 |
| 80 |
3.489 |
2.687 |
0.802 |
23.1% |
0.067 |
1.9% |
98% |
True |
False |
10,626 |
| 100 |
3.489 |
2.687 |
0.802 |
23.1% |
0.071 |
2.0% |
98% |
True |
False |
10,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.025 |
|
2.618 |
3.819 |
|
1.618 |
3.693 |
|
1.000 |
3.615 |
|
0.618 |
3.567 |
|
HIGH |
3.489 |
|
0.618 |
3.441 |
|
0.500 |
3.426 |
|
0.382 |
3.411 |
|
LOW |
3.363 |
|
0.618 |
3.285 |
|
1.000 |
3.237 |
|
1.618 |
3.159 |
|
2.618 |
3.033 |
|
4.250 |
2.828 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.440 |
| PP |
3.440 |
3.410 |
| S1 |
3.426 |
3.381 |
|