NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.036 |
3.093 |
0.057 |
1.9% |
2.920 |
| High |
3.150 |
3.126 |
-0.024 |
-0.8% |
3.046 |
| Low |
3.015 |
3.050 |
0.035 |
1.2% |
2.903 |
| Close |
3.104 |
3.075 |
-0.029 |
-0.9% |
2.986 |
| Range |
0.135 |
0.076 |
-0.059 |
-43.7% |
0.143 |
| ATR |
0.087 |
0.086 |
-0.001 |
-0.9% |
0.000 |
| Volume |
193,404 |
114,984 |
-78,420 |
-40.5% |
556,103 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.312 |
3.269 |
3.117 |
|
| R3 |
3.236 |
3.193 |
3.096 |
|
| R2 |
3.160 |
3.160 |
3.089 |
|
| R1 |
3.117 |
3.117 |
3.082 |
3.101 |
| PP |
3.084 |
3.084 |
3.084 |
3.075 |
| S1 |
3.041 |
3.041 |
3.068 |
3.025 |
| S2 |
3.008 |
3.008 |
3.061 |
|
| S3 |
2.932 |
2.965 |
3.054 |
|
| S4 |
2.856 |
2.889 |
3.033 |
|
|
| 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 |
7.7% |
0.096 |
3.1% |
68% |
False |
False |
132,465 |
| 10 |
3.150 |
2.903 |
0.247 |
8.0% |
0.083 |
2.7% |
70% |
False |
False |
112,298 |
| 20 |
3.204 |
2.903 |
0.301 |
9.8% |
0.082 |
2.7% |
57% |
False |
False |
89,178 |
| 40 |
3.204 |
2.620 |
0.584 |
19.0% |
0.073 |
2.4% |
78% |
False |
False |
68,571 |
| 60 |
3.204 |
2.585 |
0.619 |
20.1% |
0.074 |
2.4% |
79% |
False |
False |
54,224 |
| 80 |
3.204 |
2.585 |
0.619 |
20.1% |
0.078 |
2.5% |
79% |
False |
False |
47,938 |
| 100 |
3.204 |
2.585 |
0.619 |
20.1% |
0.081 |
2.6% |
79% |
False |
False |
42,695 |
| 120 |
3.204 |
2.472 |
0.732 |
23.8% |
0.081 |
2.6% |
82% |
False |
False |
37,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.449 |
|
2.618 |
3.325 |
|
1.618 |
3.249 |
|
1.000 |
3.202 |
|
0.618 |
3.173 |
|
HIGH |
3.126 |
|
0.618 |
3.097 |
|
0.500 |
3.088 |
|
0.382 |
3.079 |
|
LOW |
3.050 |
|
0.618 |
3.003 |
|
1.000 |
2.974 |
|
1.618 |
2.927 |
|
2.618 |
2.851 |
|
4.250 |
2.727 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.088 |
3.068 |
| PP |
3.084 |
3.060 |
| S1 |
3.079 |
3.053 |
|