NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.503 |
3.562 |
0.059 |
1.7% |
3.215 |
| High |
3.629 |
3.784 |
0.155 |
4.3% |
3.513 |
| Low |
3.486 |
3.550 |
0.064 |
1.8% |
3.154 |
| Close |
3.572 |
3.606 |
0.034 |
1.0% |
3.500 |
| Range |
0.143 |
0.234 |
0.091 |
63.6% |
0.359 |
| ATR |
0.098 |
0.108 |
0.010 |
9.9% |
0.000 |
| Volume |
58,869 |
76,191 |
17,322 |
29.4% |
189,682 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.211 |
3.735 |
|
| R3 |
4.115 |
3.977 |
3.670 |
|
| R2 |
3.881 |
3.881 |
3.649 |
|
| R1 |
3.743 |
3.743 |
3.627 |
3.812 |
| PP |
3.647 |
3.647 |
3.647 |
3.681 |
| S1 |
3.509 |
3.509 |
3.585 |
3.578 |
| S2 |
3.413 |
3.413 |
3.563 |
|
| S3 |
3.179 |
3.275 |
3.542 |
|
| S4 |
2.945 |
3.041 |
3.477 |
|
|
| 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 |
3.784 |
3.258 |
0.526 |
14.6% |
0.149 |
4.1% |
66% |
True |
False |
55,772 |
| 10 |
3.784 |
3.154 |
0.630 |
17.5% |
0.115 |
3.2% |
72% |
True |
False |
40,807 |
| 20 |
3.784 |
3.025 |
0.759 |
21.0% |
0.104 |
2.9% |
77% |
True |
False |
44,198 |
| 40 |
3.784 |
2.922 |
0.862 |
23.9% |
0.089 |
2.5% |
79% |
True |
False |
34,223 |
| 60 |
3.784 |
2.639 |
1.145 |
31.8% |
0.079 |
2.2% |
84% |
True |
False |
28,517 |
| 80 |
3.784 |
2.594 |
1.190 |
33.0% |
0.078 |
2.1% |
85% |
True |
False |
23,930 |
| 100 |
3.784 |
2.594 |
1.190 |
33.0% |
0.079 |
2.2% |
85% |
True |
False |
22,569 |
| 120 |
3.784 |
2.594 |
1.190 |
33.0% |
0.080 |
2.2% |
85% |
True |
False |
20,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.779 |
|
2.618 |
4.397 |
|
1.618 |
4.163 |
|
1.000 |
4.018 |
|
0.618 |
3.929 |
|
HIGH |
3.784 |
|
0.618 |
3.695 |
|
0.500 |
3.667 |
|
0.382 |
3.639 |
|
LOW |
3.550 |
|
0.618 |
3.405 |
|
1.000 |
3.316 |
|
1.618 |
3.171 |
|
2.618 |
2.937 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.667 |
3.603 |
| PP |
3.647 |
3.599 |
| S1 |
3.626 |
3.596 |
|