NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
3.021 |
0.026 |
0.9% |
3.072 |
| High |
3.046 |
3.024 |
-0.022 |
-0.7% |
3.204 |
| Low |
2.975 |
2.914 |
-0.061 |
-2.1% |
2.962 |
| Close |
3.027 |
2.958 |
-0.069 |
-2.3% |
2.977 |
| Range |
0.071 |
0.110 |
0.039 |
54.9% |
0.242 |
| ATR |
0.078 |
0.080 |
0.003 |
3.2% |
0.000 |
| Volume |
120,871 |
123,065 |
2,194 |
1.8% |
494,603 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.237 |
3.019 |
|
| R3 |
3.185 |
3.127 |
2.988 |
|
| R2 |
3.075 |
3.075 |
2.978 |
|
| R1 |
3.017 |
3.017 |
2.968 |
2.991 |
| PP |
2.965 |
2.965 |
2.965 |
2.953 |
| S1 |
2.907 |
2.907 |
2.948 |
2.881 |
| S2 |
2.855 |
2.855 |
2.938 |
|
| S3 |
2.745 |
2.797 |
2.928 |
|
| S4 |
2.635 |
2.687 |
2.898 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.774 |
3.617 |
3.110 |
|
| R3 |
3.532 |
3.375 |
3.044 |
|
| R2 |
3.290 |
3.290 |
3.021 |
|
| R1 |
3.133 |
3.133 |
2.999 |
3.091 |
| PP |
3.048 |
3.048 |
3.048 |
3.026 |
| S1 |
2.891 |
2.891 |
2.955 |
2.849 |
| S2 |
2.806 |
2.806 |
2.933 |
|
| S3 |
2.564 |
2.649 |
2.910 |
|
| S4 |
2.322 |
2.407 |
2.844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.046 |
2.903 |
0.143 |
4.8% |
0.076 |
2.6% |
38% |
False |
False |
105,294 |
| 10 |
3.204 |
2.903 |
0.301 |
10.2% |
0.086 |
2.9% |
18% |
False |
False |
99,779 |
| 20 |
3.204 |
2.903 |
0.301 |
10.2% |
0.077 |
2.6% |
18% |
False |
False |
75,490 |
| 40 |
3.204 |
2.616 |
0.588 |
19.9% |
0.073 |
2.5% |
58% |
False |
False |
60,757 |
| 60 |
3.204 |
2.585 |
0.619 |
20.9% |
0.073 |
2.5% |
60% |
False |
False |
48,718 |
| 80 |
3.204 |
2.585 |
0.619 |
20.9% |
0.078 |
2.6% |
60% |
False |
False |
43,813 |
| 100 |
3.204 |
2.585 |
0.619 |
20.9% |
0.080 |
2.7% |
60% |
False |
False |
39,006 |
| 120 |
3.204 |
2.472 |
0.732 |
24.7% |
0.081 |
2.7% |
66% |
False |
False |
34,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.492 |
|
2.618 |
3.312 |
|
1.618 |
3.202 |
|
1.000 |
3.134 |
|
0.618 |
3.092 |
|
HIGH |
3.024 |
|
0.618 |
2.982 |
|
0.500 |
2.969 |
|
0.382 |
2.956 |
|
LOW |
2.914 |
|
0.618 |
2.846 |
|
1.000 |
2.804 |
|
1.618 |
2.736 |
|
2.618 |
2.626 |
|
4.250 |
2.447 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.969 |
2.980 |
| PP |
2.965 |
2.973 |
| S1 |
2.962 |
2.965 |
|