NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.029 |
3.052 |
0.023 |
0.8% |
3.088 |
| High |
3.072 |
3.053 |
-0.019 |
-0.6% |
3.202 |
| Low |
3.010 |
2.954 |
-0.056 |
-1.9% |
2.995 |
| Close |
3.057 |
2.991 |
-0.066 |
-2.2% |
3.013 |
| Range |
0.062 |
0.099 |
0.037 |
59.7% |
0.207 |
| ATR |
0.070 |
0.072 |
0.002 |
3.4% |
0.000 |
| Volume |
34,606 |
30,236 |
-4,370 |
-12.6% |
165,685 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.296 |
3.243 |
3.045 |
|
| R3 |
3.197 |
3.144 |
3.018 |
|
| R2 |
3.098 |
3.098 |
3.009 |
|
| R1 |
3.045 |
3.045 |
3.000 |
3.022 |
| PP |
2.999 |
2.999 |
2.999 |
2.988 |
| S1 |
2.946 |
2.946 |
2.982 |
2.923 |
| S2 |
2.900 |
2.900 |
2.973 |
|
| S3 |
2.801 |
2.847 |
2.964 |
|
| S4 |
2.702 |
2.748 |
2.937 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.559 |
3.127 |
|
| R3 |
3.484 |
3.352 |
3.070 |
|
| R2 |
3.277 |
3.277 |
3.051 |
|
| R1 |
3.145 |
3.145 |
3.032 |
3.108 |
| PP |
3.070 |
3.070 |
3.070 |
3.051 |
| S1 |
2.938 |
2.938 |
2.994 |
2.901 |
| S2 |
2.863 |
2.863 |
2.975 |
|
| S3 |
2.656 |
2.731 |
2.956 |
|
| S4 |
2.449 |
2.524 |
2.899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.072 |
2.945 |
0.127 |
4.2% |
0.068 |
2.3% |
36% |
False |
False |
25,528 |
| 10 |
3.202 |
2.945 |
0.257 |
8.6% |
0.076 |
2.6% |
18% |
False |
False |
28,312 |
| 20 |
3.202 |
2.945 |
0.257 |
8.6% |
0.068 |
2.3% |
18% |
False |
False |
25,118 |
| 40 |
3.202 |
2.658 |
0.544 |
18.2% |
0.065 |
2.2% |
61% |
False |
False |
23,500 |
| 60 |
3.202 |
2.608 |
0.594 |
19.9% |
0.067 |
2.2% |
64% |
False |
False |
22,474 |
| 80 |
3.202 |
2.608 |
0.594 |
19.9% |
0.072 |
2.4% |
64% |
False |
False |
24,525 |
| 100 |
3.202 |
2.608 |
0.594 |
19.9% |
0.074 |
2.5% |
64% |
False |
False |
24,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.474 |
|
2.618 |
3.312 |
|
1.618 |
3.213 |
|
1.000 |
3.152 |
|
0.618 |
3.114 |
|
HIGH |
3.053 |
|
0.618 |
3.015 |
|
0.500 |
3.004 |
|
0.382 |
2.992 |
|
LOW |
2.954 |
|
0.618 |
2.893 |
|
1.000 |
2.855 |
|
1.618 |
2.794 |
|
2.618 |
2.695 |
|
4.250 |
2.533 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.004 |
3.013 |
| PP |
2.999 |
3.006 |
| S1 |
2.995 |
2.998 |
|