NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.019 |
2.978 |
-0.041 |
-1.4% |
2.995 |
| High |
3.021 |
3.021 |
0.000 |
0.0% |
3.051 |
| Low |
2.957 |
2.939 |
-0.018 |
-0.6% |
2.964 |
| Close |
2.986 |
3.007 |
0.021 |
0.7% |
3.011 |
| Range |
0.064 |
0.082 |
0.018 |
28.1% |
0.087 |
| ATR |
0.066 |
0.068 |
0.001 |
1.7% |
0.000 |
| Volume |
21,951 |
24,590 |
2,639 |
12.0% |
113,202 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.235 |
3.203 |
3.052 |
|
| R3 |
3.153 |
3.121 |
3.030 |
|
| R2 |
3.071 |
3.071 |
3.022 |
|
| R1 |
3.039 |
3.039 |
3.015 |
3.055 |
| PP |
2.989 |
2.989 |
2.989 |
2.997 |
| S1 |
2.957 |
2.957 |
2.999 |
2.973 |
| S2 |
2.907 |
2.907 |
2.992 |
|
| S3 |
2.825 |
2.875 |
2.984 |
|
| S4 |
2.743 |
2.793 |
2.962 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.227 |
3.059 |
|
| R3 |
3.183 |
3.140 |
3.035 |
|
| R2 |
3.096 |
3.096 |
3.027 |
|
| R1 |
3.053 |
3.053 |
3.019 |
3.075 |
| PP |
3.009 |
3.009 |
3.009 |
3.019 |
| S1 |
2.966 |
2.966 |
3.003 |
2.988 |
| S2 |
2.922 |
2.922 |
2.995 |
|
| S3 |
2.835 |
2.879 |
2.987 |
|
| S4 |
2.748 |
2.792 |
2.963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.040 |
2.939 |
0.101 |
3.4% |
0.069 |
2.3% |
67% |
False |
True |
23,103 |
| 10 |
3.051 |
2.939 |
0.112 |
3.7% |
0.067 |
2.2% |
61% |
False |
True |
22,863 |
| 20 |
3.051 |
2.770 |
0.281 |
9.3% |
0.063 |
2.1% |
84% |
False |
False |
20,094 |
| 40 |
3.051 |
2.605 |
0.446 |
14.8% |
0.066 |
2.2% |
90% |
False |
False |
16,840 |
| 60 |
3.136 |
2.605 |
0.531 |
17.7% |
0.071 |
2.4% |
76% |
False |
False |
15,614 |
| 80 |
3.136 |
2.605 |
0.531 |
17.7% |
0.076 |
2.5% |
76% |
False |
False |
14,575 |
| 100 |
3.136 |
2.500 |
0.636 |
21.2% |
0.077 |
2.6% |
80% |
False |
False |
12,993 |
| 120 |
3.136 |
2.500 |
0.636 |
21.2% |
0.078 |
2.6% |
80% |
False |
False |
12,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.370 |
|
2.618 |
3.236 |
|
1.618 |
3.154 |
|
1.000 |
3.103 |
|
0.618 |
3.072 |
|
HIGH |
3.021 |
|
0.618 |
2.990 |
|
0.500 |
2.980 |
|
0.382 |
2.970 |
|
LOW |
2.939 |
|
0.618 |
2.888 |
|
1.000 |
2.857 |
|
1.618 |
2.806 |
|
2.618 |
2.724 |
|
4.250 |
2.591 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.998 |
3.001 |
| PP |
2.989 |
2.994 |
| S1 |
2.980 |
2.988 |
|