NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2.963 |
3.036 |
0.073 |
2.5% |
2.920 |
| High |
3.042 |
3.150 |
0.108 |
3.6% |
3.046 |
| Low |
2.955 |
3.015 |
0.060 |
2.0% |
2.903 |
| Close |
2.986 |
3.104 |
0.118 |
4.0% |
2.986 |
| Range |
0.087 |
0.135 |
0.048 |
55.2% |
0.143 |
| ATR |
0.081 |
0.087 |
0.006 |
7.4% |
0.000 |
| Volume |
110,003 |
193,404 |
83,401 |
75.8% |
556,103 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.495 |
3.434 |
3.178 |
|
| R3 |
3.360 |
3.299 |
3.141 |
|
| R2 |
3.225 |
3.225 |
3.129 |
|
| R1 |
3.164 |
3.164 |
3.116 |
3.195 |
| PP |
3.090 |
3.090 |
3.090 |
3.105 |
| S1 |
3.029 |
3.029 |
3.092 |
3.060 |
| S2 |
2.955 |
2.955 |
3.079 |
|
| S3 |
2.820 |
2.894 |
3.067 |
|
| S4 |
2.685 |
2.759 |
3.030 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.407 |
3.340 |
3.065 |
|
| R3 |
3.264 |
3.197 |
3.025 |
|
| R2 |
3.121 |
3.121 |
3.012 |
|
| R1 |
3.054 |
3.054 |
2.999 |
3.088 |
| PP |
2.978 |
2.978 |
2.978 |
2.995 |
| S1 |
2.911 |
2.911 |
2.973 |
2.945 |
| S2 |
2.835 |
2.835 |
2.960 |
|
| S3 |
2.692 |
2.768 |
2.947 |
|
| S4 |
2.549 |
2.625 |
2.907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.150 |
2.914 |
0.236 |
7.6% |
0.091 |
2.9% |
81% |
True |
False |
129,401 |
| 10 |
3.191 |
2.903 |
0.288 |
9.3% |
0.088 |
2.8% |
70% |
False |
False |
111,166 |
| 20 |
3.204 |
2.903 |
0.301 |
9.7% |
0.082 |
2.6% |
67% |
False |
False |
85,678 |
| 40 |
3.204 |
2.616 |
0.588 |
18.9% |
0.074 |
2.4% |
83% |
False |
False |
66,684 |
| 60 |
3.204 |
2.585 |
0.619 |
19.9% |
0.074 |
2.4% |
84% |
False |
False |
52,730 |
| 80 |
3.204 |
2.585 |
0.619 |
19.9% |
0.078 |
2.5% |
84% |
False |
False |
46,974 |
| 100 |
3.204 |
2.585 |
0.619 |
19.9% |
0.080 |
2.6% |
84% |
False |
False |
41,673 |
| 120 |
3.204 |
2.472 |
0.732 |
23.6% |
0.081 |
2.6% |
86% |
False |
False |
36,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.724 |
|
2.618 |
3.503 |
|
1.618 |
3.368 |
|
1.000 |
3.285 |
|
0.618 |
3.233 |
|
HIGH |
3.150 |
|
0.618 |
3.098 |
|
0.500 |
3.083 |
|
0.382 |
3.067 |
|
LOW |
3.015 |
|
0.618 |
2.932 |
|
1.000 |
2.880 |
|
1.618 |
2.797 |
|
2.618 |
2.662 |
|
4.250 |
2.441 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.097 |
3.080 |
| PP |
3.090 |
3.056 |
| S1 |
3.083 |
3.032 |
|