NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2.964 |
2.993 |
0.029 |
1.0% |
2.966 |
| High |
3.007 |
3.029 |
0.022 |
0.7% |
3.032 |
| Low |
2.926 |
2.972 |
0.046 |
1.6% |
2.951 |
| Close |
2.994 |
3.014 |
0.020 |
0.7% |
2.997 |
| Range |
0.081 |
0.057 |
-0.024 |
-29.6% |
0.081 |
| ATR |
0.065 |
0.064 |
-0.001 |
-0.9% |
0.000 |
| Volume |
18,655 |
17,306 |
-1,349 |
-7.2% |
103,517 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.152 |
3.045 |
|
| R3 |
3.119 |
3.095 |
3.030 |
|
| R2 |
3.062 |
3.062 |
3.024 |
|
| R1 |
3.038 |
3.038 |
3.019 |
3.050 |
| PP |
3.005 |
3.005 |
3.005 |
3.011 |
| S1 |
2.981 |
2.981 |
3.009 |
2.993 |
| S2 |
2.948 |
2.948 |
3.004 |
|
| S3 |
2.891 |
2.924 |
2.998 |
|
| S4 |
2.834 |
2.867 |
2.983 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.236 |
3.198 |
3.042 |
|
| R3 |
3.155 |
3.117 |
3.019 |
|
| R2 |
3.074 |
3.074 |
3.012 |
|
| R1 |
3.036 |
3.036 |
3.004 |
3.055 |
| PP |
2.993 |
2.993 |
2.993 |
3.003 |
| S1 |
2.955 |
2.955 |
2.990 |
2.974 |
| S2 |
2.912 |
2.912 |
2.982 |
|
| S3 |
2.831 |
2.874 |
2.975 |
|
| S4 |
2.750 |
2.793 |
2.952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.029 |
2.926 |
0.103 |
3.4% |
0.064 |
2.1% |
85% |
True |
False |
19,715 |
| 10 |
3.032 |
2.926 |
0.106 |
3.5% |
0.064 |
2.1% |
83% |
False |
False |
20,441 |
| 20 |
3.033 |
2.756 |
0.277 |
9.2% |
0.061 |
2.0% |
93% |
False |
False |
18,005 |
| 40 |
3.033 |
2.594 |
0.439 |
14.6% |
0.063 |
2.1% |
96% |
False |
False |
14,978 |
| 60 |
3.115 |
2.594 |
0.521 |
17.3% |
0.068 |
2.3% |
81% |
False |
False |
14,374 |
| 80 |
3.115 |
2.594 |
0.521 |
17.3% |
0.073 |
2.4% |
81% |
False |
False |
14,744 |
| 100 |
3.115 |
2.517 |
0.598 |
19.8% |
0.075 |
2.5% |
83% |
False |
False |
13,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.271 |
|
2.618 |
3.178 |
|
1.618 |
3.121 |
|
1.000 |
3.086 |
|
0.618 |
3.064 |
|
HIGH |
3.029 |
|
0.618 |
3.007 |
|
0.500 |
3.001 |
|
0.382 |
2.994 |
|
LOW |
2.972 |
|
0.618 |
2.937 |
|
1.000 |
2.915 |
|
1.618 |
2.880 |
|
2.618 |
2.823 |
|
4.250 |
2.730 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.010 |
3.002 |
| PP |
3.005 |
2.990 |
| S1 |
3.001 |
2.978 |
|