NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.317 |
3.351 |
0.034 |
1.0% |
3.119 |
| High |
3.364 |
3.370 |
0.006 |
0.2% |
3.331 |
| Low |
3.278 |
3.219 |
-0.059 |
-1.8% |
3.046 |
| Close |
3.354 |
3.244 |
-0.110 |
-3.3% |
3.301 |
| Range |
0.086 |
0.151 |
0.065 |
75.6% |
0.285 |
| ATR |
0.086 |
0.090 |
0.005 |
5.4% |
0.000 |
| Volume |
30,235 |
34,530 |
4,295 |
14.2% |
334,786 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.731 |
3.638 |
3.327 |
|
| R3 |
3.580 |
3.487 |
3.286 |
|
| R2 |
3.429 |
3.429 |
3.272 |
|
| R1 |
3.336 |
3.336 |
3.258 |
3.307 |
| PP |
3.278 |
3.278 |
3.278 |
3.263 |
| S1 |
3.185 |
3.185 |
3.230 |
3.156 |
| S2 |
3.127 |
3.127 |
3.216 |
|
| S3 |
2.976 |
3.034 |
3.202 |
|
| S4 |
2.825 |
2.883 |
3.161 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.081 |
3.976 |
3.458 |
|
| R3 |
3.796 |
3.691 |
3.379 |
|
| R2 |
3.511 |
3.511 |
3.353 |
|
| R1 |
3.406 |
3.406 |
3.327 |
3.459 |
| PP |
3.226 |
3.226 |
3.226 |
3.252 |
| S1 |
3.121 |
3.121 |
3.275 |
3.174 |
| S2 |
2.941 |
2.941 |
3.249 |
|
| S3 |
2.656 |
2.836 |
3.223 |
|
| S4 |
2.371 |
2.551 |
3.144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.370 |
3.113 |
0.257 |
7.9% |
0.106 |
3.3% |
51% |
True |
False |
52,548 |
| 10 |
3.370 |
3.025 |
0.345 |
10.6% |
0.093 |
2.9% |
63% |
True |
False |
47,589 |
| 20 |
3.370 |
2.922 |
0.448 |
13.8% |
0.087 |
2.7% |
72% |
True |
False |
37,423 |
| 40 |
3.370 |
2.830 |
0.540 |
16.6% |
0.076 |
2.3% |
77% |
True |
False |
28,274 |
| 60 |
3.370 |
2.639 |
0.731 |
22.5% |
0.071 |
2.2% |
83% |
True |
False |
23,234 |
| 80 |
3.370 |
2.594 |
0.776 |
23.9% |
0.072 |
2.2% |
84% |
True |
False |
20,440 |
| 100 |
3.370 |
2.594 |
0.776 |
23.9% |
0.076 |
2.3% |
84% |
True |
False |
19,657 |
| 120 |
3.370 |
2.517 |
0.853 |
26.3% |
0.078 |
2.4% |
85% |
True |
False |
17,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.012 |
|
2.618 |
3.765 |
|
1.618 |
3.614 |
|
1.000 |
3.521 |
|
0.618 |
3.463 |
|
HIGH |
3.370 |
|
0.618 |
3.312 |
|
0.500 |
3.295 |
|
0.382 |
3.277 |
|
LOW |
3.219 |
|
0.618 |
3.126 |
|
1.000 |
3.068 |
|
1.618 |
2.975 |
|
2.618 |
2.824 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.295 |
3.264 |
| PP |
3.278 |
3.257 |
| S1 |
3.261 |
3.251 |
|