NYMEX Natural Gas Future December 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.481 |
3.521 |
0.040 |
1.1% |
3.310 |
| High |
3.529 |
3.534 |
0.005 |
0.1% |
3.492 |
| Low |
3.456 |
3.401 |
-0.055 |
-1.6% |
3.256 |
| Close |
3.519 |
3.421 |
-0.098 |
-2.8% |
3.472 |
| Range |
0.073 |
0.133 |
0.060 |
82.2% |
0.236 |
| ATR |
0.070 |
0.075 |
0.004 |
6.4% |
0.000 |
| Volume |
12,112 |
16,661 |
4,549 |
37.6% |
69,590 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.769 |
3.494 |
|
| R3 |
3.718 |
3.636 |
3.458 |
|
| R2 |
3.585 |
3.585 |
3.445 |
|
| R1 |
3.503 |
3.503 |
3.433 |
3.478 |
| PP |
3.452 |
3.452 |
3.452 |
3.439 |
| S1 |
3.370 |
3.370 |
3.409 |
3.345 |
| S2 |
3.319 |
3.319 |
3.397 |
|
| S3 |
3.186 |
3.237 |
3.384 |
|
| S4 |
3.053 |
3.104 |
3.348 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.115 |
4.029 |
3.602 |
|
| R3 |
3.879 |
3.793 |
3.537 |
|
| R2 |
3.643 |
3.643 |
3.515 |
|
| R1 |
3.557 |
3.557 |
3.494 |
3.600 |
| PP |
3.407 |
3.407 |
3.407 |
3.428 |
| S1 |
3.321 |
3.321 |
3.450 |
3.364 |
| S2 |
3.171 |
3.171 |
3.429 |
|
| S3 |
2.935 |
3.085 |
3.407 |
|
| S4 |
2.699 |
2.849 |
3.342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.534 |
3.319 |
0.215 |
6.3% |
0.090 |
2.6% |
47% |
True |
False |
14,381 |
| 10 |
3.534 |
3.237 |
0.297 |
8.7% |
0.077 |
2.2% |
62% |
True |
False |
13,158 |
| 20 |
3.534 |
3.152 |
0.382 |
11.2% |
0.071 |
2.1% |
70% |
True |
False |
11,061 |
| 40 |
3.534 |
3.081 |
0.453 |
13.2% |
0.062 |
1.8% |
75% |
True |
False |
9,383 |
| 60 |
3.534 |
2.872 |
0.662 |
19.4% |
0.058 |
1.7% |
83% |
True |
False |
8,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.099 |
|
2.618 |
3.882 |
|
1.618 |
3.749 |
|
1.000 |
3.667 |
|
0.618 |
3.616 |
|
HIGH |
3.534 |
|
0.618 |
3.483 |
|
0.500 |
3.468 |
|
0.382 |
3.452 |
|
LOW |
3.401 |
|
0.618 |
3.319 |
|
1.000 |
3.268 |
|
1.618 |
3.186 |
|
2.618 |
3.053 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.468 |
3.440 |
| PP |
3.452 |
3.433 |
| S1 |
3.437 |
3.427 |
|