NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.221 |
3.281 |
0.060 |
1.9% |
3.324 |
| High |
3.304 |
3.406 |
0.102 |
3.1% |
3.385 |
| Low |
3.212 |
3.272 |
0.060 |
1.9% |
3.192 |
| Close |
3.277 |
3.352 |
0.075 |
2.3% |
3.236 |
| Range |
0.092 |
0.134 |
0.042 |
45.7% |
0.193 |
| ATR |
0.091 |
0.094 |
0.003 |
3.4% |
0.000 |
| Volume |
66,842 |
113,654 |
46,812 |
70.0% |
296,736 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.683 |
3.426 |
|
| R3 |
3.611 |
3.549 |
3.389 |
|
| R2 |
3.477 |
3.477 |
3.377 |
|
| R1 |
3.415 |
3.415 |
3.364 |
3.446 |
| PP |
3.343 |
3.343 |
3.343 |
3.359 |
| S1 |
3.281 |
3.281 |
3.340 |
3.312 |
| S2 |
3.209 |
3.209 |
3.327 |
|
| S3 |
3.075 |
3.147 |
3.315 |
|
| S4 |
2.941 |
3.013 |
3.278 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.850 |
3.736 |
3.342 |
|
| R3 |
3.657 |
3.543 |
3.289 |
|
| R2 |
3.464 |
3.464 |
3.271 |
|
| R1 |
3.350 |
3.350 |
3.254 |
3.311 |
| PP |
3.271 |
3.271 |
3.271 |
3.251 |
| S1 |
3.157 |
3.157 |
3.218 |
3.118 |
| S2 |
3.078 |
3.078 |
3.201 |
|
| S3 |
2.885 |
2.964 |
3.183 |
|
| S4 |
2.692 |
2.771 |
3.130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.406 |
3.165 |
0.241 |
7.2% |
0.093 |
2.8% |
78% |
True |
False |
73,324 |
| 10 |
3.406 |
3.148 |
0.258 |
7.7% |
0.104 |
3.1% |
79% |
True |
False |
67,646 |
| 20 |
3.406 |
2.938 |
0.468 |
14.0% |
0.095 |
2.8% |
88% |
True |
False |
57,444 |
| 40 |
3.406 |
2.924 |
0.482 |
14.4% |
0.083 |
2.5% |
89% |
True |
False |
41,367 |
| 60 |
3.406 |
2.647 |
0.759 |
22.6% |
0.077 |
2.3% |
93% |
True |
False |
33,270 |
| 80 |
3.406 |
2.605 |
0.801 |
23.9% |
0.076 |
2.3% |
93% |
True |
False |
27,632 |
| 100 |
3.406 |
2.605 |
0.801 |
23.9% |
0.079 |
2.4% |
93% |
True |
False |
25,156 |
| 120 |
3.406 |
2.605 |
0.801 |
23.9% |
0.080 |
2.4% |
93% |
True |
False |
22,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.976 |
|
2.618 |
3.757 |
|
1.618 |
3.623 |
|
1.000 |
3.540 |
|
0.618 |
3.489 |
|
HIGH |
3.406 |
|
0.618 |
3.355 |
|
0.500 |
3.339 |
|
0.382 |
3.323 |
|
LOW |
3.272 |
|
0.618 |
3.189 |
|
1.000 |
3.138 |
|
1.618 |
3.055 |
|
2.618 |
2.921 |
|
4.250 |
2.703 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.348 |
3.330 |
| PP |
3.343 |
3.308 |
| S1 |
3.339 |
3.286 |
|