NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.084 |
3.125 |
0.041 |
1.3% |
3.055 |
| High |
3.137 |
3.131 |
-0.006 |
-0.2% |
3.169 |
| Low |
3.031 |
3.053 |
0.022 |
0.7% |
3.031 |
| Close |
3.114 |
3.089 |
-0.025 |
-0.8% |
3.114 |
| Range |
0.106 |
0.078 |
-0.028 |
-26.4% |
0.138 |
| ATR |
0.082 |
0.082 |
0.000 |
-0.4% |
0.000 |
| Volume |
39,137 |
50,426 |
11,289 |
28.8% |
186,733 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.325 |
3.285 |
3.132 |
|
| R3 |
3.247 |
3.207 |
3.110 |
|
| R2 |
3.169 |
3.169 |
3.103 |
|
| R1 |
3.129 |
3.129 |
3.096 |
3.110 |
| PP |
3.091 |
3.091 |
3.091 |
3.082 |
| S1 |
3.051 |
3.051 |
3.082 |
3.032 |
| S2 |
3.013 |
3.013 |
3.075 |
|
| S3 |
2.935 |
2.973 |
3.068 |
|
| S4 |
2.857 |
2.895 |
3.046 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.519 |
3.454 |
3.190 |
|
| R3 |
3.381 |
3.316 |
3.152 |
|
| R2 |
3.243 |
3.243 |
3.139 |
|
| R1 |
3.178 |
3.178 |
3.127 |
3.211 |
| PP |
3.105 |
3.105 |
3.105 |
3.121 |
| S1 |
3.040 |
3.040 |
3.101 |
3.073 |
| S2 |
2.967 |
2.967 |
3.089 |
|
| S3 |
2.829 |
2.902 |
3.076 |
|
| S4 |
2.691 |
2.764 |
3.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.169 |
3.031 |
0.138 |
4.5% |
0.090 |
2.9% |
42% |
False |
False |
47,431 |
| 10 |
3.169 |
2.924 |
0.245 |
7.9% |
0.082 |
2.6% |
67% |
False |
False |
40,135 |
| 20 |
3.208 |
2.924 |
0.284 |
9.2% |
0.080 |
2.6% |
58% |
False |
False |
33,741 |
| 40 |
3.208 |
2.725 |
0.483 |
15.6% |
0.072 |
2.3% |
75% |
False |
False |
26,703 |
| 60 |
3.208 |
2.605 |
0.603 |
19.5% |
0.071 |
2.3% |
80% |
False |
False |
22,167 |
| 80 |
3.208 |
2.605 |
0.603 |
19.5% |
0.074 |
2.4% |
80% |
False |
False |
19,935 |
| 100 |
3.208 |
2.605 |
0.603 |
19.5% |
0.077 |
2.5% |
80% |
False |
False |
18,097 |
| 120 |
3.208 |
2.500 |
0.708 |
22.9% |
0.077 |
2.5% |
83% |
False |
False |
16,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.463 |
|
2.618 |
3.335 |
|
1.618 |
3.257 |
|
1.000 |
3.209 |
|
0.618 |
3.179 |
|
HIGH |
3.131 |
|
0.618 |
3.101 |
|
0.500 |
3.092 |
|
0.382 |
3.083 |
|
LOW |
3.053 |
|
0.618 |
3.005 |
|
1.000 |
2.975 |
|
1.618 |
2.927 |
|
2.618 |
2.849 |
|
4.250 |
2.722 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.092 |
3.087 |
| PP |
3.091 |
3.086 |
| S1 |
3.090 |
3.084 |
|