NYMEX Natural Gas Future July 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jun-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jun-2021 | 28-Jun-2021 | Change | Change % | Previous Week |  
                        | Open | 3.425 | 3.502 | 0.077 | 2.2% | 3.206 |  
                        | High | 3.511 | 3.631 | 0.120 | 3.4% | 3.511 |  
                        | Low | 3.415 | 3.485 | 0.070 | 2.0% | 3.137 |  
                        | Close | 3.496 | 3.617 | 0.121 | 3.5% | 3.496 |  
                        | Range | 0.096 | 0.146 | 0.050 | 52.1% | 0.374 |  
                        | ATR | 0.099 | 0.103 | 0.003 | 3.4% | 0.000 |  
                        | Volume | 39,078 | 6,622 | -32,456 | -83.1% | 344,000 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jun-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.016 | 3.962 | 3.697 |  |  
                | R3 | 3.870 | 3.816 | 3.657 |  |  
                | R2 | 3.724 | 3.724 | 3.644 |  |  
                | R1 | 3.670 | 3.670 | 3.630 | 3.697 |  
                | PP | 3.578 | 3.578 | 3.578 | 3.591 |  
                | S1 | 3.524 | 3.524 | 3.604 | 3.551 |  
                | S2 | 3.432 | 3.432 | 3.590 |  |  
                | S3 | 3.286 | 3.378 | 3.577 |  |  
                | S4 | 3.140 | 3.232 | 3.537 |  |  | 
        
            | Weekly Pivots for week ending 25-Jun-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.503 | 4.374 | 3.702 |  |  
                | R3 | 4.129 | 4.000 | 3.599 |  |  
                | R2 | 3.755 | 3.755 | 3.565 |  |  
                | R1 | 3.626 | 3.626 | 3.530 | 3.691 |  
                | PP | 3.381 | 3.381 | 3.381 | 3.414 |  
                | S1 | 3.252 | 3.252 | 3.462 | 3.317 |  
                | S2 | 3.007 | 3.007 | 3.427 |  |  
                | S3 | 2.633 | 2.878 | 3.393 |  |  
                | S4 | 2.259 | 2.504 | 3.290 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.631 | 3.188 | 0.443 | 12.2% | 0.122 | 3.4% | 97% | True | False | 49,516 |  
                | 10 | 3.631 | 3.137 | 0.494 | 13.7% | 0.110 | 3.0% | 97% | True | False | 87,131 |  
                | 20 | 3.631 | 3.010 | 0.621 | 17.2% | 0.103 | 2.9% | 98% | True | False | 116,828 |  
                | 40 | 3.631 | 2.903 | 0.728 | 20.1% | 0.091 | 2.5% | 98% | True | False | 97,599 |  
                | 60 | 3.631 | 2.616 | 1.015 | 28.1% | 0.083 | 2.3% | 99% | True | False | 80,833 |  
                | 80 | 3.631 | 2.585 | 1.046 | 28.9% | 0.081 | 2.2% | 99% | True | False | 66,739 |  
                | 100 | 3.631 | 2.585 | 1.046 | 28.9% | 0.084 | 2.3% | 99% | True | False | 59,294 |  
                | 120 | 3.631 | 2.585 | 1.046 | 28.9% | 0.084 | 2.3% | 99% | True | False | 52,710 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.252 |  
            | 2.618 | 4.013 |  
            | 1.618 | 3.867 |  
            | 1.000 | 3.777 |  
            | 0.618 | 3.721 |  
            | HIGH | 3.631 |  
            | 0.618 | 3.575 |  
            | 0.500 | 3.558 |  
            | 0.382 | 3.541 |  
            | LOW | 3.485 |  
            | 0.618 | 3.395 |  
            | 1.000 | 3.339 |  
            | 1.618 | 3.249 |  
            | 2.618 | 3.103 |  
            | 4.250 | 2.865 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jun-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.597 | 3.567 |  
                                | PP | 3.578 | 3.516 |  
                                | S1 | 3.558 | 3.466 |  |