NYMEX Natural Gas Future August 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.281 |
3.337 |
0.056 |
1.7% |
3.324 |
| High |
3.406 |
3.460 |
0.054 |
1.6% |
3.385 |
| Low |
3.272 |
3.318 |
0.046 |
1.4% |
3.192 |
| Close |
3.352 |
3.437 |
0.085 |
2.5% |
3.236 |
| Range |
0.134 |
0.142 |
0.008 |
6.0% |
0.193 |
| ATR |
0.094 |
0.097 |
0.003 |
3.7% |
0.000 |
| Volume |
113,654 |
124,963 |
11,309 |
10.0% |
296,736 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.831 |
3.776 |
3.515 |
|
| R3 |
3.689 |
3.634 |
3.476 |
|
| R2 |
3.547 |
3.547 |
3.463 |
|
| R1 |
3.492 |
3.492 |
3.450 |
3.520 |
| PP |
3.405 |
3.405 |
3.405 |
3.419 |
| S1 |
3.350 |
3.350 |
3.424 |
3.378 |
| S2 |
3.263 |
3.263 |
3.411 |
|
| S3 |
3.121 |
3.208 |
3.398 |
|
| S4 |
2.979 |
3.066 |
3.359 |
|
|
| 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 |
3.460 |
3.165 |
0.295 |
8.6% |
0.106 |
3.1% |
92% |
True |
False |
85,256 |
| 10 |
3.460 |
3.164 |
0.296 |
8.6% |
0.112 |
3.2% |
92% |
True |
False |
74,996 |
| 20 |
3.460 |
2.938 |
0.522 |
15.2% |
0.099 |
2.9% |
96% |
True |
False |
61,721 |
| 40 |
3.460 |
2.924 |
0.536 |
15.6% |
0.086 |
2.5% |
96% |
True |
False |
43,946 |
| 60 |
3.460 |
2.647 |
0.813 |
23.7% |
0.078 |
2.3% |
97% |
True |
False |
35,214 |
| 80 |
3.460 |
2.605 |
0.855 |
24.9% |
0.077 |
2.2% |
97% |
True |
False |
29,098 |
| 100 |
3.460 |
2.605 |
0.855 |
24.9% |
0.080 |
2.3% |
97% |
True |
False |
26,228 |
| 120 |
3.460 |
2.605 |
0.855 |
24.9% |
0.080 |
2.3% |
97% |
True |
False |
23,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.832 |
|
1.618 |
3.690 |
|
1.000 |
3.602 |
|
0.618 |
3.548 |
|
HIGH |
3.460 |
|
0.618 |
3.406 |
|
0.500 |
3.389 |
|
0.382 |
3.372 |
|
LOW |
3.318 |
|
0.618 |
3.230 |
|
1.000 |
3.176 |
|
1.618 |
3.088 |
|
2.618 |
2.946 |
|
4.250 |
2.715 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.421 |
3.403 |
| PP |
3.405 |
3.370 |
| S1 |
3.389 |
3.336 |
|