NYMEX Natural Gas Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.727 |
3.634 |
-0.093 |
-2.5% |
3.503 |
| High |
3.731 |
3.710 |
-0.021 |
-0.6% |
3.784 |
| Low |
3.570 |
3.571 |
0.001 |
0.0% |
3.486 |
| Close |
3.632 |
3.668 |
0.036 |
1.0% |
3.668 |
| Range |
0.161 |
0.139 |
-0.022 |
-13.7% |
0.298 |
| ATR |
0.118 |
0.119 |
0.002 |
1.3% |
0.000 |
| Volume |
62,964 |
52,041 |
-10,923 |
-17.3% |
330,087 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.067 |
4.006 |
3.744 |
|
| R3 |
3.928 |
3.867 |
3.706 |
|
| R2 |
3.789 |
3.789 |
3.693 |
|
| R1 |
3.728 |
3.728 |
3.681 |
3.759 |
| PP |
3.650 |
3.650 |
3.650 |
3.665 |
| S1 |
3.589 |
3.589 |
3.655 |
3.620 |
| S2 |
3.511 |
3.511 |
3.643 |
|
| S3 |
3.372 |
3.450 |
3.630 |
|
| S4 |
3.233 |
3.311 |
3.592 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.540 |
4.402 |
3.832 |
|
| R3 |
4.242 |
4.104 |
3.750 |
|
| R2 |
3.944 |
3.944 |
3.723 |
|
| R1 |
3.806 |
3.806 |
3.695 |
3.875 |
| PP |
3.646 |
3.646 |
3.646 |
3.681 |
| S1 |
3.508 |
3.508 |
3.641 |
3.577 |
| S2 |
3.348 |
3.348 |
3.613 |
|
| S3 |
3.050 |
3.210 |
3.586 |
|
| S4 |
2.752 |
2.912 |
3.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.784 |
3.486 |
0.298 |
8.1% |
0.176 |
4.8% |
61% |
False |
False |
66,017 |
| 10 |
3.784 |
3.154 |
0.630 |
17.2% |
0.141 |
3.8% |
82% |
False |
False |
51,976 |
| 20 |
3.784 |
3.046 |
0.738 |
20.1% |
0.118 |
3.2% |
84% |
False |
False |
50,132 |
| 40 |
3.784 |
2.922 |
0.862 |
23.5% |
0.097 |
2.7% |
87% |
False |
False |
37,585 |
| 60 |
3.784 |
2.700 |
1.084 |
29.6% |
0.084 |
2.3% |
89% |
False |
False |
30,862 |
| 80 |
3.784 |
2.594 |
1.190 |
32.4% |
0.081 |
2.2% |
90% |
False |
False |
25,826 |
| 100 |
3.784 |
2.594 |
1.190 |
32.4% |
0.082 |
2.2% |
90% |
False |
False |
23,834 |
| 120 |
3.784 |
2.594 |
1.190 |
32.4% |
0.082 |
2.2% |
90% |
False |
False |
21,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.074 |
|
1.618 |
3.935 |
|
1.000 |
3.849 |
|
0.618 |
3.796 |
|
HIGH |
3.710 |
|
0.618 |
3.657 |
|
0.500 |
3.641 |
|
0.382 |
3.624 |
|
LOW |
3.571 |
|
0.618 |
3.485 |
|
1.000 |
3.432 |
|
1.618 |
3.346 |
|
2.618 |
3.207 |
|
4.250 |
2.980 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.659 |
3.676 |
| PP |
3.650 |
3.673 |
| S1 |
3.641 |
3.671 |
|