NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.209 |
3.266 |
0.057 |
1.8% |
3.317 |
| High |
3.286 |
3.386 |
0.100 |
3.0% |
3.370 |
| Low |
3.199 |
3.258 |
0.059 |
1.8% |
3.178 |
| Close |
3.262 |
3.333 |
0.071 |
2.2% |
3.222 |
| Range |
0.087 |
0.128 |
0.041 |
47.1% |
0.192 |
| ATR |
0.087 |
0.090 |
0.003 |
3.3% |
0.000 |
| Volume |
22,790 |
37,761 |
14,971 |
65.7% |
148,094 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.649 |
3.403 |
|
| R3 |
3.582 |
3.521 |
3.368 |
|
| R2 |
3.454 |
3.454 |
3.356 |
|
| R1 |
3.393 |
3.393 |
3.345 |
3.424 |
| PP |
3.326 |
3.326 |
3.326 |
3.341 |
| S1 |
3.265 |
3.265 |
3.321 |
3.296 |
| S2 |
3.198 |
3.198 |
3.310 |
|
| S3 |
3.070 |
3.137 |
3.298 |
|
| S4 |
2.942 |
3.009 |
3.263 |
|
|
| 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 |
3.386 |
3.154 |
0.232 |
7.0% |
0.090 |
2.7% |
77% |
True |
False |
28,621 |
| 10 |
3.386 |
3.139 |
0.247 |
7.4% |
0.100 |
3.0% |
79% |
True |
False |
37,281 |
| 20 |
3.386 |
2.936 |
0.450 |
13.5% |
0.092 |
2.8% |
88% |
True |
False |
38,951 |
| 40 |
3.386 |
2.922 |
0.464 |
13.9% |
0.080 |
2.4% |
89% |
True |
False |
30,326 |
| 60 |
3.386 |
2.639 |
0.747 |
22.4% |
0.074 |
2.2% |
93% |
True |
False |
25,276 |
| 80 |
3.386 |
2.594 |
0.792 |
23.8% |
0.074 |
2.2% |
93% |
True |
False |
21,458 |
| 100 |
3.386 |
2.594 |
0.792 |
23.8% |
0.077 |
2.3% |
93% |
True |
False |
20,833 |
| 120 |
3.386 |
2.594 |
0.792 |
23.8% |
0.078 |
2.3% |
93% |
True |
False |
18,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.930 |
|
2.618 |
3.721 |
|
1.618 |
3.593 |
|
1.000 |
3.514 |
|
0.618 |
3.465 |
|
HIGH |
3.386 |
|
0.618 |
3.337 |
|
0.500 |
3.322 |
|
0.382 |
3.307 |
|
LOW |
3.258 |
|
0.618 |
3.179 |
|
1.000 |
3.130 |
|
1.618 |
3.051 |
|
2.618 |
2.923 |
|
4.250 |
2.714 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.329 |
3.312 |
| PP |
3.326 |
3.291 |
| S1 |
3.322 |
3.270 |
|