NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.324 |
3.368 |
0.044 |
1.3% |
3.125 |
| High |
3.378 |
3.385 |
0.007 |
0.2% |
3.344 |
| Low |
3.289 |
3.230 |
-0.059 |
-1.8% |
3.053 |
| Close |
3.367 |
3.256 |
-0.111 |
-3.3% |
3.311 |
| Range |
0.089 |
0.155 |
0.066 |
74.2% |
0.291 |
| ATR |
0.089 |
0.094 |
0.005 |
5.3% |
0.000 |
| Volume |
56,278 |
70,234 |
13,956 |
24.8% |
304,073 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.661 |
3.341 |
|
| R3 |
3.600 |
3.506 |
3.299 |
|
| R2 |
3.445 |
3.445 |
3.284 |
|
| R1 |
3.351 |
3.351 |
3.270 |
3.321 |
| PP |
3.290 |
3.290 |
3.290 |
3.275 |
| S1 |
3.196 |
3.196 |
3.242 |
3.166 |
| S2 |
3.135 |
3.135 |
3.228 |
|
| S3 |
2.980 |
3.041 |
3.213 |
|
| S4 |
2.825 |
2.886 |
3.171 |
|
|
| 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 |
3.385 |
3.120 |
0.265 |
8.1% |
0.110 |
3.4% |
51% |
True |
False |
60,428 |
| 10 |
3.385 |
3.031 |
0.354 |
10.9% |
0.097 |
3.0% |
64% |
True |
False |
54,547 |
| 20 |
3.385 |
2.924 |
0.461 |
14.2% |
0.090 |
2.8% |
72% |
True |
False |
44,901 |
| 40 |
3.385 |
2.841 |
0.544 |
16.7% |
0.079 |
2.4% |
76% |
True |
False |
33,746 |
| 60 |
3.385 |
2.647 |
0.738 |
22.7% |
0.074 |
2.3% |
83% |
True |
False |
27,244 |
| 80 |
3.385 |
2.605 |
0.780 |
24.0% |
0.075 |
2.3% |
83% |
True |
False |
23,406 |
| 100 |
3.385 |
2.605 |
0.780 |
24.0% |
0.078 |
2.4% |
83% |
True |
False |
21,435 |
| 120 |
3.385 |
2.500 |
0.885 |
27.2% |
0.080 |
2.5% |
85% |
True |
False |
19,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.044 |
|
2.618 |
3.791 |
|
1.618 |
3.636 |
|
1.000 |
3.540 |
|
0.618 |
3.481 |
|
HIGH |
3.385 |
|
0.618 |
3.326 |
|
0.500 |
3.308 |
|
0.382 |
3.289 |
|
LOW |
3.230 |
|
0.618 |
3.134 |
|
1.000 |
3.075 |
|
1.618 |
2.979 |
|
2.618 |
2.824 |
|
4.250 |
2.571 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.308 |
3.275 |
| PP |
3.290 |
3.268 |
| S1 |
3.273 |
3.262 |
|