NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.014 |
3.041 |
0.027 |
0.9% |
3.082 |
| High |
3.064 |
3.043 |
-0.021 |
-0.7% |
3.208 |
| Low |
2.995 |
2.938 |
-0.057 |
-1.9% |
2.981 |
| Close |
3.045 |
2.978 |
-0.067 |
-2.2% |
2.996 |
| Range |
0.069 |
0.105 |
0.036 |
52.2% |
0.227 |
| ATR |
0.074 |
0.076 |
0.002 |
3.2% |
0.000 |
| Volume |
39,415 |
36,411 |
-3,004 |
-7.6% |
160,105 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.245 |
3.036 |
|
| R3 |
3.196 |
3.140 |
3.007 |
|
| R2 |
3.091 |
3.091 |
2.997 |
|
| R1 |
3.035 |
3.035 |
2.988 |
3.011 |
| PP |
2.986 |
2.986 |
2.986 |
2.974 |
| S1 |
2.930 |
2.930 |
2.968 |
2.906 |
| S2 |
2.881 |
2.881 |
2.959 |
|
| S3 |
2.776 |
2.825 |
2.949 |
|
| S4 |
2.671 |
2.720 |
2.920 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.596 |
3.121 |
|
| R3 |
3.516 |
3.369 |
3.058 |
|
| R2 |
3.289 |
3.289 |
3.038 |
|
| R1 |
3.142 |
3.142 |
3.017 |
3.102 |
| PP |
3.062 |
3.062 |
3.062 |
3.042 |
| S1 |
2.915 |
2.915 |
2.975 |
2.875 |
| S2 |
2.835 |
2.835 |
2.954 |
|
| S3 |
2.608 |
2.688 |
2.934 |
|
| S4 |
2.381 |
2.461 |
2.871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.064 |
2.924 |
0.140 |
4.7% |
0.072 |
2.4% |
39% |
False |
False |
30,047 |
| 10 |
3.208 |
2.924 |
0.284 |
9.5% |
0.081 |
2.7% |
19% |
False |
False |
30,734 |
| 20 |
3.208 |
2.924 |
0.284 |
9.5% |
0.073 |
2.4% |
19% |
False |
False |
26,813 |
| 40 |
3.208 |
2.647 |
0.561 |
18.8% |
0.069 |
2.3% |
59% |
False |
False |
22,581 |
| 60 |
3.208 |
2.605 |
0.603 |
20.2% |
0.070 |
2.4% |
62% |
False |
False |
18,683 |
| 80 |
3.208 |
2.605 |
0.603 |
20.2% |
0.075 |
2.5% |
62% |
False |
False |
17,600 |
| 100 |
3.208 |
2.605 |
0.603 |
20.2% |
0.077 |
2.6% |
62% |
False |
False |
15,850 |
| 120 |
3.208 |
2.500 |
0.708 |
23.8% |
0.077 |
2.6% |
68% |
False |
False |
14,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.489 |
|
2.618 |
3.318 |
|
1.618 |
3.213 |
|
1.000 |
3.148 |
|
0.618 |
3.108 |
|
HIGH |
3.043 |
|
0.618 |
3.003 |
|
0.500 |
2.991 |
|
0.382 |
2.978 |
|
LOW |
2.938 |
|
0.618 |
2.873 |
|
1.000 |
2.833 |
|
1.618 |
2.768 |
|
2.618 |
2.663 |
|
4.250 |
2.492 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.991 |
3.001 |
| PP |
2.986 |
2.993 |
| S1 |
2.982 |
2.986 |
|