NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.562 |
3.631 |
0.069 |
1.9% |
3.215 |
| High |
3.784 |
3.782 |
-0.002 |
-0.1% |
3.513 |
| Low |
3.550 |
3.580 |
0.030 |
0.8% |
3.154 |
| Close |
3.606 |
3.624 |
0.018 |
0.5% |
3.500 |
| Range |
0.234 |
0.202 |
-0.032 |
-13.7% |
0.359 |
| ATR |
0.108 |
0.114 |
0.007 |
6.3% |
0.000 |
| Volume |
76,191 |
80,022 |
3,831 |
5.0% |
189,682 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.148 |
3.735 |
|
| R3 |
4.066 |
3.946 |
3.680 |
|
| R2 |
3.864 |
3.864 |
3.661 |
|
| R1 |
3.744 |
3.744 |
3.643 |
3.703 |
| PP |
3.662 |
3.662 |
3.662 |
3.642 |
| S1 |
3.542 |
3.542 |
3.605 |
3.501 |
| S2 |
3.460 |
3.460 |
3.587 |
|
| S3 |
3.258 |
3.340 |
3.568 |
|
| S4 |
3.056 |
3.138 |
3.513 |
|
|
| 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 |
3.300 |
0.484 |
13.4% |
0.164 |
4.5% |
67% |
False |
False |
64,224 |
| 10 |
3.784 |
3.154 |
0.630 |
17.4% |
0.127 |
3.5% |
75% |
False |
False |
46,422 |
| 20 |
3.784 |
3.025 |
0.759 |
20.9% |
0.111 |
3.1% |
79% |
False |
False |
46,757 |
| 40 |
3.784 |
2.922 |
0.862 |
23.8% |
0.093 |
2.6% |
81% |
False |
False |
35,694 |
| 60 |
3.784 |
2.642 |
1.142 |
31.5% |
0.081 |
2.2% |
86% |
False |
False |
29,524 |
| 80 |
3.784 |
2.594 |
1.190 |
32.8% |
0.079 |
2.2% |
87% |
False |
False |
24,724 |
| 100 |
3.784 |
2.594 |
1.190 |
32.8% |
0.080 |
2.2% |
87% |
False |
False |
23,128 |
| 120 |
3.784 |
2.594 |
1.190 |
32.8% |
0.081 |
2.2% |
87% |
False |
False |
21,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.641 |
|
2.618 |
4.311 |
|
1.618 |
4.109 |
|
1.000 |
3.984 |
|
0.618 |
3.907 |
|
HIGH |
3.782 |
|
0.618 |
3.705 |
|
0.500 |
3.681 |
|
0.382 |
3.657 |
|
LOW |
3.580 |
|
0.618 |
3.455 |
|
1.000 |
3.378 |
|
1.618 |
3.253 |
|
2.618 |
3.051 |
|
4.250 |
2.722 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.681 |
3.635 |
| PP |
3.662 |
3.631 |
| S1 |
3.643 |
3.628 |
|