NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.664 |
3.761 |
0.097 |
2.6% |
3.298 |
| High |
3.800 |
3.761 |
-0.039 |
-1.0% |
3.559 |
| Low |
3.625 |
3.609 |
-0.016 |
-0.4% |
3.236 |
| Close |
3.658 |
3.665 |
0.007 |
0.2% |
3.551 |
| Range |
0.175 |
0.152 |
-0.023 |
-13.1% |
0.323 |
| ATR |
0.103 |
0.107 |
0.003 |
3.4% |
0.000 |
| Volume |
29,107 |
22,330 |
-6,777 |
-23.3% |
70,295 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.052 |
3.749 |
|
| R3 |
3.982 |
3.900 |
3.707 |
|
| R2 |
3.830 |
3.830 |
3.693 |
|
| R1 |
3.748 |
3.748 |
3.679 |
3.713 |
| PP |
3.678 |
3.678 |
3.678 |
3.661 |
| S1 |
3.596 |
3.596 |
3.651 |
3.561 |
| S2 |
3.526 |
3.526 |
3.637 |
|
| S3 |
3.374 |
3.444 |
3.623 |
|
| S4 |
3.222 |
3.292 |
3.581 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.418 |
4.307 |
3.729 |
|
| R3 |
4.095 |
3.984 |
3.640 |
|
| R2 |
3.772 |
3.772 |
3.610 |
|
| R1 |
3.661 |
3.661 |
3.581 |
3.717 |
| PP |
3.449 |
3.449 |
3.449 |
3.476 |
| S1 |
3.338 |
3.338 |
3.521 |
3.394 |
| S2 |
3.126 |
3.126 |
3.492 |
|
| S3 |
2.803 |
3.015 |
3.462 |
|
| S4 |
2.480 |
2.692 |
3.373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.465 |
0.357 |
9.7% |
0.155 |
4.2% |
56% |
False |
False |
24,480 |
| 10 |
3.822 |
3.236 |
0.586 |
16.0% |
0.124 |
3.4% |
73% |
False |
False |
18,186 |
| 20 |
3.822 |
3.108 |
0.714 |
19.5% |
0.105 |
2.9% |
78% |
False |
False |
17,979 |
| 40 |
3.822 |
3.011 |
0.811 |
22.1% |
0.085 |
2.3% |
81% |
False |
False |
15,745 |
| 60 |
3.822 |
2.783 |
1.039 |
28.3% |
0.074 |
2.0% |
85% |
False |
False |
13,564 |
| 80 |
3.822 |
2.687 |
1.135 |
31.0% |
0.072 |
2.0% |
86% |
False |
False |
11,646 |
| 100 |
3.822 |
2.687 |
1.135 |
31.0% |
0.074 |
2.0% |
86% |
False |
False |
11,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.407 |
|
2.618 |
4.159 |
|
1.618 |
4.007 |
|
1.000 |
3.913 |
|
0.618 |
3.855 |
|
HIGH |
3.761 |
|
0.618 |
3.703 |
|
0.500 |
3.685 |
|
0.382 |
3.667 |
|
LOW |
3.609 |
|
0.618 |
3.515 |
|
1.000 |
3.457 |
|
1.618 |
3.363 |
|
2.618 |
3.211 |
|
4.250 |
2.963 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.711 |
| PP |
3.678 |
3.696 |
| S1 |
3.672 |
3.680 |
|