NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.631 |
3.727 |
0.096 |
2.6% |
3.215 |
| High |
3.782 |
3.731 |
-0.051 |
-1.3% |
3.513 |
| Low |
3.580 |
3.570 |
-0.010 |
-0.3% |
3.154 |
| Close |
3.624 |
3.632 |
0.008 |
0.2% |
3.500 |
| Range |
0.202 |
0.161 |
-0.041 |
-20.3% |
0.359 |
| ATR |
0.114 |
0.118 |
0.003 |
2.9% |
0.000 |
| Volume |
80,022 |
62,964 |
-17,058 |
-21.3% |
189,682 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.127 |
4.041 |
3.721 |
|
| R3 |
3.966 |
3.880 |
3.676 |
|
| R2 |
3.805 |
3.805 |
3.662 |
|
| R1 |
3.719 |
3.719 |
3.647 |
3.682 |
| PP |
3.644 |
3.644 |
3.644 |
3.626 |
| S1 |
3.558 |
3.558 |
3.617 |
3.521 |
| S2 |
3.483 |
3.483 |
3.602 |
|
| S3 |
3.322 |
3.397 |
3.588 |
|
| S4 |
3.161 |
3.236 |
3.543 |
|
|
| 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 |
3.408 |
0.376 |
10.4% |
0.169 |
4.7% |
60% |
False |
False |
67,780 |
| 10 |
3.784 |
3.154 |
0.630 |
17.3% |
0.136 |
3.7% |
76% |
False |
False |
49,236 |
| 20 |
3.784 |
3.025 |
0.759 |
20.9% |
0.116 |
3.2% |
80% |
False |
False |
48,739 |
| 40 |
3.784 |
2.922 |
0.862 |
23.7% |
0.095 |
2.6% |
82% |
False |
False |
36,760 |
| 60 |
3.784 |
2.672 |
1.112 |
30.6% |
0.083 |
2.3% |
86% |
False |
False |
30,279 |
| 80 |
3.784 |
2.594 |
1.190 |
32.8% |
0.080 |
2.2% |
87% |
False |
False |
25,335 |
| 100 |
3.784 |
2.594 |
1.190 |
32.8% |
0.081 |
2.2% |
87% |
False |
False |
23,521 |
| 120 |
3.784 |
2.594 |
1.190 |
32.8% |
0.082 |
2.3% |
87% |
False |
False |
21,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.415 |
|
2.618 |
4.152 |
|
1.618 |
3.991 |
|
1.000 |
3.892 |
|
0.618 |
3.830 |
|
HIGH |
3.731 |
|
0.618 |
3.669 |
|
0.500 |
3.651 |
|
0.382 |
3.632 |
|
LOW |
3.570 |
|
0.618 |
3.471 |
|
1.000 |
3.409 |
|
1.618 |
3.310 |
|
2.618 |
3.149 |
|
4.250 |
2.886 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.651 |
3.667 |
| PP |
3.644 |
3.655 |
| S1 |
3.638 |
3.644 |
|