NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.036 |
2.983 |
-0.053 |
-1.7% |
2.948 |
| High |
3.037 |
3.052 |
0.015 |
0.5% |
3.057 |
| Low |
2.936 |
2.971 |
0.035 |
1.2% |
2.922 |
| Close |
2.975 |
3.002 |
0.027 |
0.9% |
3.002 |
| Range |
0.101 |
0.081 |
-0.020 |
-19.8% |
0.135 |
| ATR |
0.074 |
0.074 |
0.001 |
0.7% |
0.000 |
| Volume |
25,260 |
23,409 |
-1,851 |
-7.3% |
122,529 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.208 |
3.047 |
|
| R3 |
3.170 |
3.127 |
3.024 |
|
| R2 |
3.089 |
3.089 |
3.017 |
|
| R1 |
3.046 |
3.046 |
3.009 |
3.068 |
| PP |
3.008 |
3.008 |
3.008 |
3.019 |
| S1 |
2.965 |
2.965 |
2.995 |
2.987 |
| S2 |
2.927 |
2.927 |
2.987 |
|
| S3 |
2.846 |
2.884 |
2.980 |
|
| S4 |
2.765 |
2.803 |
2.957 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.399 |
3.335 |
3.076 |
|
| R3 |
3.264 |
3.200 |
3.039 |
|
| R2 |
3.129 |
3.129 |
3.027 |
|
| R1 |
3.065 |
3.065 |
3.014 |
3.097 |
| PP |
2.994 |
2.994 |
2.994 |
3.010 |
| S1 |
2.930 |
2.930 |
2.990 |
2.962 |
| S2 |
2.859 |
2.859 |
2.977 |
|
| S3 |
2.724 |
2.795 |
2.965 |
|
| S4 |
2.589 |
2.660 |
2.928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.057 |
2.922 |
0.135 |
4.5% |
0.071 |
2.4% |
59% |
False |
False |
24,505 |
| 10 |
3.192 |
2.922 |
0.270 |
9.0% |
0.079 |
2.6% |
30% |
False |
False |
25,138 |
| 20 |
3.192 |
2.922 |
0.270 |
9.0% |
0.071 |
2.4% |
30% |
False |
False |
22,419 |
| 40 |
3.192 |
2.639 |
0.553 |
18.4% |
0.066 |
2.2% |
66% |
False |
False |
19,695 |
| 60 |
3.192 |
2.594 |
0.598 |
19.9% |
0.067 |
2.2% |
68% |
False |
False |
16,505 |
| 80 |
3.192 |
2.594 |
0.598 |
19.9% |
0.073 |
2.4% |
68% |
False |
False |
16,629 |
| 100 |
3.192 |
2.594 |
0.598 |
19.9% |
0.075 |
2.5% |
68% |
False |
False |
15,274 |
| 120 |
3.192 |
2.516 |
0.676 |
22.5% |
0.075 |
2.5% |
72% |
False |
False |
13,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.396 |
|
2.618 |
3.264 |
|
1.618 |
3.183 |
|
1.000 |
3.133 |
|
0.618 |
3.102 |
|
HIGH |
3.052 |
|
0.618 |
3.021 |
|
0.500 |
3.012 |
|
0.382 |
3.002 |
|
LOW |
2.971 |
|
0.618 |
2.921 |
|
1.000 |
2.890 |
|
1.618 |
2.840 |
|
2.618 |
2.759 |
|
4.250 |
2.627 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.012 |
3.000 |
| PP |
3.008 |
2.998 |
| S1 |
3.005 |
2.997 |
|