NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2.983 |
3.048 |
0.065 |
2.2% |
2.948 |
| High |
3.052 |
3.158 |
0.106 |
3.5% |
3.057 |
| Low |
2.971 |
3.027 |
0.056 |
1.9% |
2.922 |
| Close |
3.002 |
3.118 |
0.116 |
3.9% |
3.002 |
| Range |
0.081 |
0.131 |
0.050 |
61.7% |
0.135 |
| ATR |
0.074 |
0.080 |
0.006 |
7.9% |
0.000 |
| Volume |
23,409 |
54,476 |
31,067 |
132.7% |
122,529 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.494 |
3.437 |
3.190 |
|
| R3 |
3.363 |
3.306 |
3.154 |
|
| R2 |
3.232 |
3.232 |
3.142 |
|
| R1 |
3.175 |
3.175 |
3.130 |
3.204 |
| PP |
3.101 |
3.101 |
3.101 |
3.115 |
| S1 |
3.044 |
3.044 |
3.106 |
3.073 |
| S2 |
2.970 |
2.970 |
3.094 |
|
| S3 |
2.839 |
2.913 |
3.082 |
|
| S4 |
2.708 |
2.782 |
3.046 |
|
|
| 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 |
3.158 |
2.936 |
0.222 |
7.1% |
0.085 |
2.7% |
82% |
True |
False |
30,926 |
| 10 |
3.180 |
2.922 |
0.258 |
8.3% |
0.080 |
2.6% |
76% |
False |
False |
27,256 |
| 20 |
3.192 |
2.922 |
0.270 |
8.7% |
0.075 |
2.4% |
73% |
False |
False |
24,249 |
| 40 |
3.192 |
2.639 |
0.553 |
17.7% |
0.067 |
2.2% |
87% |
False |
False |
20,676 |
| 60 |
3.192 |
2.594 |
0.598 |
19.2% |
0.069 |
2.2% |
88% |
False |
False |
17,175 |
| 80 |
3.192 |
2.594 |
0.598 |
19.2% |
0.073 |
2.4% |
88% |
False |
False |
17,162 |
| 100 |
3.192 |
2.594 |
0.598 |
19.2% |
0.075 |
2.4% |
88% |
False |
False |
15,767 |
| 120 |
3.192 |
2.517 |
0.675 |
21.6% |
0.076 |
2.4% |
89% |
False |
False |
14,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.715 |
|
2.618 |
3.501 |
|
1.618 |
3.370 |
|
1.000 |
3.289 |
|
0.618 |
3.239 |
|
HIGH |
3.158 |
|
0.618 |
3.108 |
|
0.500 |
3.093 |
|
0.382 |
3.077 |
|
LOW |
3.027 |
|
0.618 |
2.946 |
|
1.000 |
2.896 |
|
1.618 |
2.815 |
|
2.618 |
2.684 |
|
4.250 |
2.470 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.110 |
3.094 |
| PP |
3.101 |
3.071 |
| S1 |
3.093 |
3.047 |
|