NYMEX Natural Gas Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2.970 |
2.927 |
-0.043 |
-1.4% |
2.938 |
| High |
2.971 |
2.970 |
-0.001 |
0.0% |
3.001 |
| Low |
2.898 |
2.881 |
-0.017 |
-0.6% |
2.900 |
| Close |
2.932 |
2.955 |
0.023 |
0.8% |
2.958 |
| Range |
0.073 |
0.089 |
0.016 |
21.9% |
0.101 |
| ATR |
0.075 |
0.076 |
0.001 |
1.3% |
0.000 |
| Volume |
92,283 |
107,218 |
14,935 |
16.2% |
479,983 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.202 |
3.168 |
3.004 |
|
| R3 |
3.113 |
3.079 |
2.979 |
|
| R2 |
3.024 |
3.024 |
2.971 |
|
| R1 |
2.990 |
2.990 |
2.963 |
3.007 |
| PP |
2.935 |
2.935 |
2.935 |
2.944 |
| S1 |
2.901 |
2.901 |
2.947 |
2.918 |
| S2 |
2.846 |
2.846 |
2.939 |
|
| S3 |
2.757 |
2.812 |
2.931 |
|
| S4 |
2.668 |
2.723 |
2.906 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.208 |
3.014 |
|
| R3 |
3.155 |
3.107 |
2.986 |
|
| R2 |
3.054 |
3.054 |
2.977 |
|
| R1 |
3.006 |
3.006 |
2.967 |
3.030 |
| PP |
2.953 |
2.953 |
2.953 |
2.965 |
| S1 |
2.905 |
2.905 |
2.949 |
2.929 |
| S2 |
2.852 |
2.852 |
2.939 |
|
| S3 |
2.751 |
2.804 |
2.930 |
|
| S4 |
2.650 |
2.703 |
2.902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.991 |
2.881 |
0.110 |
3.7% |
0.077 |
2.6% |
67% |
False |
True |
95,279 |
| 10 |
3.001 |
2.881 |
0.120 |
4.1% |
0.075 |
2.5% |
62% |
False |
True |
103,529 |
| 20 |
3.001 |
2.659 |
0.342 |
11.6% |
0.072 |
2.4% |
87% |
False |
False |
93,683 |
| 40 |
3.001 |
2.521 |
0.480 |
16.2% |
0.074 |
2.5% |
90% |
False |
False |
66,005 |
| 60 |
3.084 |
2.521 |
0.563 |
19.1% |
0.078 |
2.6% |
77% |
False |
False |
55,121 |
| 80 |
3.084 |
2.521 |
0.563 |
19.1% |
0.083 |
2.8% |
77% |
False |
False |
47,713 |
| 100 |
3.084 |
2.411 |
0.673 |
22.8% |
0.085 |
2.9% |
81% |
False |
False |
41,117 |
| 120 |
3.084 |
2.411 |
0.673 |
22.8% |
0.085 |
2.9% |
81% |
False |
False |
36,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.203 |
|
1.618 |
3.114 |
|
1.000 |
3.059 |
|
0.618 |
3.025 |
|
HIGH |
2.970 |
|
0.618 |
2.936 |
|
0.500 |
2.926 |
|
0.382 |
2.915 |
|
LOW |
2.881 |
|
0.618 |
2.826 |
|
1.000 |
2.792 |
|
1.618 |
2.737 |
|
2.618 |
2.648 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.948 |
| PP |
2.935 |
2.942 |
| S1 |
2.926 |
2.935 |
|