NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.227 |
3.215 |
-0.012 |
-0.4% |
3.317 |
| High |
3.266 |
3.225 |
-0.041 |
-1.3% |
3.370 |
| Low |
3.178 |
3.154 |
-0.024 |
-0.8% |
3.178 |
| Close |
3.222 |
3.201 |
-0.021 |
-0.7% |
3.222 |
| Range |
0.088 |
0.071 |
-0.017 |
-19.3% |
0.192 |
| ATR |
0.089 |
0.087 |
-0.001 |
-1.4% |
0.000 |
| Volume |
24,638 |
23,092 |
-1,546 |
-6.3% |
148,094 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.375 |
3.240 |
|
| R3 |
3.335 |
3.304 |
3.221 |
|
| R2 |
3.264 |
3.264 |
3.214 |
|
| R1 |
3.233 |
3.233 |
3.208 |
3.213 |
| PP |
3.193 |
3.193 |
3.193 |
3.184 |
| S1 |
3.162 |
3.162 |
3.194 |
3.142 |
| S2 |
3.122 |
3.122 |
3.188 |
|
| S3 |
3.051 |
3.091 |
3.181 |
|
| S4 |
2.980 |
3.020 |
3.162 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.833 |
3.719 |
3.328 |
|
| R3 |
3.641 |
3.527 |
3.275 |
|
| R2 |
3.449 |
3.449 |
3.257 |
|
| R1 |
3.335 |
3.335 |
3.240 |
3.296 |
| PP |
3.257 |
3.257 |
3.257 |
3.237 |
| S1 |
3.143 |
3.143 |
3.204 |
3.104 |
| S2 |
3.065 |
3.065 |
3.187 |
|
| S3 |
2.873 |
2.951 |
3.169 |
|
| S4 |
2.681 |
2.759 |
3.116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.370 |
3.154 |
0.216 |
6.7% |
0.094 |
2.9% |
22% |
False |
True |
28,190 |
| 10 |
3.370 |
3.099 |
0.271 |
8.5% |
0.095 |
3.0% |
38% |
False |
False |
45,231 |
| 20 |
3.370 |
2.922 |
0.448 |
14.0% |
0.087 |
2.7% |
62% |
False |
False |
37,965 |
| 40 |
3.370 |
2.859 |
0.511 |
16.0% |
0.079 |
2.5% |
67% |
False |
False |
29,671 |
| 60 |
3.370 |
2.639 |
0.731 |
22.8% |
0.072 |
2.2% |
77% |
False |
False |
24,573 |
| 80 |
3.370 |
2.594 |
0.776 |
24.2% |
0.073 |
2.3% |
78% |
False |
False |
21,064 |
| 100 |
3.370 |
2.594 |
0.776 |
24.2% |
0.077 |
2.4% |
78% |
False |
False |
20,418 |
| 120 |
3.370 |
2.530 |
0.840 |
26.2% |
0.077 |
2.4% |
80% |
False |
False |
18,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.527 |
|
2.618 |
3.411 |
|
1.618 |
3.340 |
|
1.000 |
3.296 |
|
0.618 |
3.269 |
|
HIGH |
3.225 |
|
0.618 |
3.198 |
|
0.500 |
3.190 |
|
0.382 |
3.181 |
|
LOW |
3.154 |
|
0.618 |
3.110 |
|
1.000 |
3.083 |
|
1.618 |
3.039 |
|
2.618 |
2.968 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.197 |
3.214 |
| PP |
3.193 |
3.209 |
| S1 |
3.190 |
3.205 |
|