NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2.984 |
3.055 |
0.071 |
2.4% |
2.948 |
| High |
3.058 |
3.169 |
0.111 |
3.6% |
3.064 |
| Low |
2.975 |
3.034 |
0.059 |
2.0% |
2.924 |
| Close |
3.007 |
3.126 |
0.119 |
4.0% |
3.007 |
| Range |
0.083 |
0.135 |
0.052 |
62.7% |
0.140 |
| ATR |
0.077 |
0.083 |
0.006 |
7.9% |
0.000 |
| Volume |
38,132 |
71,843 |
33,711 |
88.4% |
164,196 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.455 |
3.200 |
|
| R3 |
3.380 |
3.320 |
3.163 |
|
| R2 |
3.245 |
3.245 |
3.151 |
|
| R1 |
3.185 |
3.185 |
3.138 |
3.215 |
| PP |
3.110 |
3.110 |
3.110 |
3.125 |
| S1 |
3.050 |
3.050 |
3.114 |
3.080 |
| S2 |
2.975 |
2.975 |
3.101 |
|
| S3 |
2.840 |
2.915 |
3.089 |
|
| S4 |
2.705 |
2.780 |
3.052 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.418 |
3.353 |
3.084 |
|
| R3 |
3.278 |
3.213 |
3.046 |
|
| R2 |
3.138 |
3.138 |
3.033 |
|
| R1 |
3.073 |
3.073 |
3.020 |
3.106 |
| PP |
2.998 |
2.998 |
2.998 |
3.015 |
| S1 |
2.933 |
2.933 |
2.994 |
2.966 |
| S2 |
2.858 |
2.858 |
2.981 |
|
| S3 |
2.718 |
2.793 |
2.969 |
|
| S4 |
2.578 |
2.653 |
2.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.169 |
2.938 |
0.231 |
7.4% |
0.088 |
2.8% |
81% |
True |
False |
41,405 |
| 10 |
3.196 |
2.924 |
0.272 |
8.7% |
0.083 |
2.7% |
74% |
False |
False |
35,255 |
| 20 |
3.208 |
2.924 |
0.284 |
9.1% |
0.078 |
2.5% |
71% |
False |
False |
30,051 |
| 40 |
3.208 |
2.647 |
0.561 |
17.9% |
0.070 |
2.2% |
85% |
False |
False |
24,458 |
| 60 |
3.208 |
2.605 |
0.603 |
19.3% |
0.071 |
2.3% |
86% |
False |
False |
20,110 |
| 80 |
3.208 |
2.605 |
0.603 |
19.3% |
0.075 |
2.4% |
86% |
False |
False |
18,654 |
| 100 |
3.208 |
2.605 |
0.603 |
19.3% |
0.077 |
2.5% |
86% |
False |
False |
16,766 |
| 120 |
3.208 |
2.500 |
0.708 |
22.6% |
0.078 |
2.5% |
88% |
False |
False |
14,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.743 |
|
2.618 |
3.522 |
|
1.618 |
3.387 |
|
1.000 |
3.304 |
|
0.618 |
3.252 |
|
HIGH |
3.169 |
|
0.618 |
3.117 |
|
0.500 |
3.102 |
|
0.382 |
3.086 |
|
LOW |
3.034 |
|
0.618 |
2.951 |
|
1.000 |
2.899 |
|
1.618 |
2.816 |
|
2.618 |
2.681 |
|
4.250 |
2.460 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.118 |
3.102 |
| PP |
3.110 |
3.078 |
| S1 |
3.102 |
3.054 |
|