NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
3.117 |
0.062 |
2.0% |
2.948 |
| High |
3.169 |
3.145 |
-0.024 |
-0.8% |
3.064 |
| Low |
3.034 |
3.070 |
0.036 |
1.2% |
2.924 |
| Close |
3.126 |
3.094 |
-0.032 |
-1.0% |
3.007 |
| Range |
0.135 |
0.075 |
-0.060 |
-44.4% |
0.140 |
| ATR |
0.083 |
0.082 |
-0.001 |
-0.7% |
0.000 |
| Volume |
71,843 |
43,392 |
-28,451 |
-39.6% |
164,196 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.286 |
3.135 |
|
| R3 |
3.253 |
3.211 |
3.115 |
|
| R2 |
3.178 |
3.178 |
3.108 |
|
| R1 |
3.136 |
3.136 |
3.101 |
3.120 |
| PP |
3.103 |
3.103 |
3.103 |
3.095 |
| S1 |
3.061 |
3.061 |
3.087 |
3.045 |
| S2 |
3.028 |
3.028 |
3.080 |
|
| S3 |
2.953 |
2.986 |
3.073 |
|
| S4 |
2.878 |
2.911 |
3.053 |
|
|
| 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 |
7.5% |
0.093 |
3.0% |
68% |
False |
False |
45,838 |
| 10 |
3.169 |
2.924 |
0.245 |
7.9% |
0.080 |
2.6% |
69% |
False |
False |
36,381 |
| 20 |
3.208 |
2.924 |
0.284 |
9.2% |
0.078 |
2.5% |
60% |
False |
False |
31,094 |
| 40 |
3.208 |
2.650 |
0.558 |
18.0% |
0.069 |
2.2% |
80% |
False |
False |
25,092 |
| 60 |
3.208 |
2.605 |
0.603 |
19.5% |
0.071 |
2.3% |
81% |
False |
False |
20,679 |
| 80 |
3.208 |
2.605 |
0.603 |
19.5% |
0.075 |
2.4% |
81% |
False |
False |
18,953 |
| 100 |
3.208 |
2.605 |
0.603 |
19.5% |
0.077 |
2.5% |
81% |
False |
False |
17,134 |
| 120 |
3.208 |
2.500 |
0.708 |
22.9% |
0.078 |
2.5% |
84% |
False |
False |
15,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.464 |
|
2.618 |
3.341 |
|
1.618 |
3.266 |
|
1.000 |
3.220 |
|
0.618 |
3.191 |
|
HIGH |
3.145 |
|
0.618 |
3.116 |
|
0.500 |
3.108 |
|
0.382 |
3.099 |
|
LOW |
3.070 |
|
0.618 |
3.024 |
|
1.000 |
2.995 |
|
1.618 |
2.949 |
|
2.618 |
2.874 |
|
4.250 |
2.751 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.108 |
3.087 |
| PP |
3.103 |
3.079 |
| S1 |
3.099 |
3.072 |
|