NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.198 |
3.257 |
0.059 |
1.8% |
3.315 |
| High |
3.281 |
3.383 |
0.102 |
3.1% |
3.369 |
| Low |
3.188 |
3.250 |
0.062 |
1.9% |
3.166 |
| Close |
3.258 |
3.333 |
0.075 |
2.3% |
3.215 |
| Range |
0.093 |
0.133 |
0.040 |
43.0% |
0.203 |
| ATR |
0.093 |
0.096 |
0.003 |
3.0% |
0.000 |
| Volume |
77,088 |
75,394 |
-1,694 |
-2.2% |
633,808 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.721 |
3.660 |
3.406 |
|
| R3 |
3.588 |
3.527 |
3.370 |
|
| R2 |
3.455 |
3.455 |
3.357 |
|
| R1 |
3.394 |
3.394 |
3.345 |
3.425 |
| PP |
3.322 |
3.322 |
3.322 |
3.337 |
| S1 |
3.261 |
3.261 |
3.321 |
3.292 |
| S2 |
3.189 |
3.189 |
3.309 |
|
| S3 |
3.056 |
3.128 |
3.296 |
|
| S4 |
2.923 |
2.995 |
3.260 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.740 |
3.327 |
|
| R3 |
3.656 |
3.537 |
3.271 |
|
| R2 |
3.453 |
3.453 |
3.252 |
|
| R1 |
3.334 |
3.334 |
3.234 |
3.292 |
| PP |
3.250 |
3.250 |
3.250 |
3.229 |
| S1 |
3.131 |
3.131 |
3.196 |
3.089 |
| S2 |
3.047 |
3.047 |
3.178 |
|
| S3 |
2.844 |
2.928 |
3.159 |
|
| S4 |
2.641 |
2.725 |
3.103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.383 |
3.137 |
0.246 |
7.4% |
0.094 |
2.8% |
80% |
True |
False |
102,101 |
| 10 |
3.383 |
3.131 |
0.252 |
7.6% |
0.106 |
3.2% |
80% |
True |
False |
123,538 |
| 20 |
3.383 |
2.914 |
0.469 |
14.1% |
0.098 |
2.9% |
89% |
True |
False |
129,770 |
| 40 |
3.383 |
2.903 |
0.480 |
14.4% |
0.086 |
2.6% |
90% |
True |
False |
98,860 |
| 60 |
3.383 |
2.616 |
0.767 |
23.0% |
0.080 |
2.4% |
93% |
True |
False |
80,420 |
| 80 |
3.383 |
2.585 |
0.798 |
23.9% |
0.079 |
2.4% |
94% |
True |
False |
66,417 |
| 100 |
3.383 |
2.585 |
0.798 |
23.9% |
0.082 |
2.5% |
94% |
True |
False |
59,285 |
| 120 |
3.383 |
2.585 |
0.798 |
23.9% |
0.083 |
2.5% |
94% |
True |
False |
52,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.948 |
|
2.618 |
3.731 |
|
1.618 |
3.598 |
|
1.000 |
3.516 |
|
0.618 |
3.465 |
|
HIGH |
3.383 |
|
0.618 |
3.332 |
|
0.500 |
3.317 |
|
0.382 |
3.301 |
|
LOW |
3.250 |
|
0.618 |
3.168 |
|
1.000 |
3.117 |
|
1.618 |
3.035 |
|
2.618 |
2.902 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.328 |
3.309 |
| PP |
3.322 |
3.284 |
| S1 |
3.317 |
3.260 |
|