NYMEX Natural Gas Future July 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.257 |
3.316 |
0.059 |
1.8% |
3.315 |
| High |
3.383 |
3.442 |
0.059 |
1.7% |
3.369 |
| Low |
3.250 |
3.301 |
0.051 |
1.6% |
3.166 |
| Close |
3.333 |
3.418 |
0.085 |
2.6% |
3.215 |
| Range |
0.133 |
0.141 |
0.008 |
6.0% |
0.203 |
| ATR |
0.096 |
0.099 |
0.003 |
3.3% |
0.000 |
| Volume |
75,394 |
49,402 |
-25,992 |
-34.5% |
633,808 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.810 |
3.755 |
3.496 |
|
| R3 |
3.669 |
3.614 |
3.457 |
|
| R2 |
3.528 |
3.528 |
3.444 |
|
| R1 |
3.473 |
3.473 |
3.431 |
3.501 |
| PP |
3.387 |
3.387 |
3.387 |
3.401 |
| S1 |
3.332 |
3.332 |
3.405 |
3.360 |
| S2 |
3.246 |
3.246 |
3.392 |
|
| S3 |
3.105 |
3.191 |
3.379 |
|
| S4 |
2.964 |
3.050 |
3.340 |
|
|
| 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 |
3.442 |
3.137 |
0.305 |
8.9% |
0.107 |
3.1% |
92% |
True |
False |
81,971 |
| 10 |
3.442 |
3.137 |
0.305 |
8.9% |
0.113 |
3.3% |
92% |
True |
False |
113,321 |
| 20 |
3.442 |
2.914 |
0.528 |
15.4% |
0.101 |
3.0% |
95% |
True |
False |
126,196 |
| 40 |
3.442 |
2.903 |
0.539 |
15.8% |
0.089 |
2.6% |
96% |
True |
False |
98,888 |
| 60 |
3.442 |
2.616 |
0.826 |
24.2% |
0.081 |
2.4% |
97% |
True |
False |
80,966 |
| 80 |
3.442 |
2.585 |
0.857 |
25.1% |
0.080 |
2.3% |
97% |
True |
False |
66,762 |
| 100 |
3.442 |
2.585 |
0.857 |
25.1% |
0.083 |
2.4% |
97% |
True |
False |
59,473 |
| 120 |
3.442 |
2.585 |
0.857 |
25.1% |
0.083 |
2.4% |
97% |
True |
False |
52,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.041 |
|
2.618 |
3.811 |
|
1.618 |
3.670 |
|
1.000 |
3.583 |
|
0.618 |
3.529 |
|
HIGH |
3.442 |
|
0.618 |
3.388 |
|
0.500 |
3.372 |
|
0.382 |
3.355 |
|
LOW |
3.301 |
|
0.618 |
3.214 |
|
1.000 |
3.160 |
|
1.618 |
3.073 |
|
2.618 |
2.932 |
|
4.250 |
2.702 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.403 |
3.384 |
| PP |
3.387 |
3.349 |
| S1 |
3.372 |
3.315 |
|