NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.417 |
3.503 |
0.086 |
2.5% |
3.215 |
| High |
3.513 |
3.629 |
0.116 |
3.3% |
3.513 |
| Low |
3.408 |
3.486 |
0.078 |
2.3% |
3.154 |
| Close |
3.500 |
3.572 |
0.072 |
2.1% |
3.500 |
| Range |
0.105 |
0.143 |
0.038 |
36.2% |
0.359 |
| ATR |
0.094 |
0.098 |
0.003 |
3.7% |
0.000 |
| Volume |
60,858 |
58,869 |
-1,989 |
-3.3% |
189,682 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.925 |
3.651 |
|
| R3 |
3.848 |
3.782 |
3.611 |
|
| R2 |
3.705 |
3.705 |
3.598 |
|
| R1 |
3.639 |
3.639 |
3.585 |
3.672 |
| PP |
3.562 |
3.562 |
3.562 |
3.579 |
| S1 |
3.496 |
3.496 |
3.559 |
3.529 |
| S2 |
3.419 |
3.419 |
3.546 |
|
| S3 |
3.276 |
3.353 |
3.533 |
|
| S4 |
3.133 |
3.210 |
3.493 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.466 |
4.342 |
3.697 |
|
| R3 |
4.107 |
3.983 |
3.599 |
|
| R2 |
3.748 |
3.748 |
3.566 |
|
| R1 |
3.624 |
3.624 |
3.533 |
3.686 |
| PP |
3.389 |
3.389 |
3.389 |
3.420 |
| S1 |
3.265 |
3.265 |
3.467 |
3.327 |
| S2 |
3.030 |
3.030 |
3.434 |
|
| S3 |
2.671 |
2.906 |
3.401 |
|
| S4 |
2.312 |
2.547 |
3.303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.629 |
3.199 |
0.430 |
12.0% |
0.120 |
3.4% |
87% |
True |
False |
45,091 |
| 10 |
3.629 |
3.154 |
0.475 |
13.3% |
0.107 |
3.0% |
88% |
True |
False |
36,641 |
| 20 |
3.629 |
3.025 |
0.604 |
16.9% |
0.099 |
2.8% |
91% |
True |
False |
43,112 |
| 40 |
3.629 |
2.922 |
0.707 |
19.8% |
0.085 |
2.4% |
92% |
True |
False |
32,765 |
| 60 |
3.629 |
2.639 |
0.990 |
27.7% |
0.077 |
2.2% |
94% |
True |
False |
27,500 |
| 80 |
3.629 |
2.594 |
1.035 |
29.0% |
0.075 |
2.1% |
94% |
True |
False |
23,157 |
| 100 |
3.629 |
2.594 |
1.035 |
29.0% |
0.078 |
2.2% |
94% |
True |
False |
21,926 |
| 120 |
3.629 |
2.594 |
1.035 |
29.0% |
0.079 |
2.2% |
94% |
True |
False |
19,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.237 |
|
2.618 |
4.003 |
|
1.618 |
3.860 |
|
1.000 |
3.772 |
|
0.618 |
3.717 |
|
HIGH |
3.629 |
|
0.618 |
3.574 |
|
0.500 |
3.558 |
|
0.382 |
3.541 |
|
LOW |
3.486 |
|
0.618 |
3.398 |
|
1.000 |
3.343 |
|
1.618 |
3.255 |
|
2.618 |
3.112 |
|
4.250 |
2.878 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.567 |
3.536 |
| PP |
3.562 |
3.500 |
| S1 |
3.558 |
3.465 |
|