NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.167 |
3.169 |
0.002 |
0.1% |
3.125 |
| High |
3.213 |
3.344 |
0.131 |
4.1% |
3.344 |
| Low |
3.148 |
3.164 |
0.016 |
0.5% |
3.053 |
| Close |
3.166 |
3.311 |
0.145 |
4.6% |
3.311 |
| Range |
0.065 |
0.180 |
0.115 |
176.9% |
0.291 |
| ATR |
0.082 |
0.089 |
0.007 |
8.5% |
0.000 |
| Volume |
51,461 |
80,885 |
29,424 |
57.2% |
304,073 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.813 |
3.742 |
3.410 |
|
| R3 |
3.633 |
3.562 |
3.361 |
|
| R2 |
3.453 |
3.453 |
3.344 |
|
| R1 |
3.382 |
3.382 |
3.328 |
3.418 |
| PP |
3.273 |
3.273 |
3.273 |
3.291 |
| S1 |
3.202 |
3.202 |
3.295 |
3.238 |
| S2 |
3.093 |
3.093 |
3.278 |
|
| S3 |
2.913 |
3.022 |
3.262 |
|
| S4 |
2.733 |
2.842 |
3.212 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.109 |
4.001 |
3.471 |
|
| R3 |
3.818 |
3.710 |
3.391 |
|
| R2 |
3.527 |
3.527 |
3.364 |
|
| R1 |
3.419 |
3.419 |
3.338 |
3.473 |
| PP |
3.236 |
3.236 |
3.236 |
3.263 |
| S1 |
3.128 |
3.128 |
3.284 |
3.182 |
| S2 |
2.945 |
2.945 |
3.258 |
|
| S3 |
2.654 |
2.837 |
3.231 |
|
| S4 |
2.363 |
2.546 |
3.151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.344 |
3.053 |
0.291 |
8.8% |
0.097 |
2.9% |
89% |
True |
False |
60,814 |
| 10 |
3.344 |
2.975 |
0.369 |
11.1% |
0.094 |
2.8% |
91% |
True |
False |
52,893 |
| 20 |
3.344 |
2.924 |
0.420 |
12.7% |
0.087 |
2.6% |
92% |
True |
False |
41,813 |
| 40 |
3.344 |
2.832 |
0.512 |
15.5% |
0.075 |
2.3% |
94% |
True |
False |
31,373 |
| 60 |
3.344 |
2.605 |
0.739 |
22.3% |
0.073 |
2.2% |
96% |
True |
False |
25,522 |
| 80 |
3.344 |
2.605 |
0.739 |
22.3% |
0.074 |
2.2% |
96% |
True |
False |
22,220 |
| 100 |
3.344 |
2.605 |
0.739 |
22.3% |
0.077 |
2.3% |
96% |
True |
False |
20,294 |
| 120 |
3.344 |
2.500 |
0.844 |
25.5% |
0.079 |
2.4% |
96% |
True |
False |
18,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.109 |
|
2.618 |
3.815 |
|
1.618 |
3.635 |
|
1.000 |
3.524 |
|
0.618 |
3.455 |
|
HIGH |
3.344 |
|
0.618 |
3.275 |
|
0.500 |
3.254 |
|
0.382 |
3.233 |
|
LOW |
3.164 |
|
0.618 |
3.053 |
|
1.000 |
2.984 |
|
1.618 |
2.873 |
|
2.618 |
2.693 |
|
4.250 |
2.399 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.292 |
3.285 |
| PP |
3.273 |
3.258 |
| S1 |
3.254 |
3.232 |
|