NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3.052 |
2.999 |
-0.053 |
-1.7% |
2.967 |
| High |
3.053 |
3.065 |
0.012 |
0.4% |
3.072 |
| Low |
2.954 |
2.989 |
0.035 |
1.2% |
2.945 |
| Close |
2.991 |
3.017 |
0.026 |
0.9% |
3.017 |
| Range |
0.099 |
0.076 |
-0.023 |
-23.2% |
0.127 |
| ATR |
0.072 |
0.072 |
0.000 |
0.4% |
0.000 |
| Volume |
30,236 |
23,282 |
-6,954 |
-23.0% |
125,500 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.252 |
3.210 |
3.059 |
|
| R3 |
3.176 |
3.134 |
3.038 |
|
| R2 |
3.100 |
3.100 |
3.031 |
|
| R1 |
3.058 |
3.058 |
3.024 |
3.079 |
| PP |
3.024 |
3.024 |
3.024 |
3.034 |
| S1 |
2.982 |
2.982 |
3.010 |
3.003 |
| S2 |
2.948 |
2.948 |
3.003 |
|
| S3 |
2.872 |
2.906 |
2.996 |
|
| S4 |
2.796 |
2.830 |
2.975 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.392 |
3.332 |
3.087 |
|
| R3 |
3.265 |
3.205 |
3.052 |
|
| R2 |
3.138 |
3.138 |
3.040 |
|
| R1 |
3.078 |
3.078 |
3.029 |
3.108 |
| PP |
3.011 |
3.011 |
3.011 |
3.027 |
| S1 |
2.951 |
2.951 |
3.005 |
2.981 |
| S2 |
2.884 |
2.884 |
2.994 |
|
| S3 |
2.757 |
2.824 |
2.982 |
|
| S4 |
2.630 |
2.697 |
2.947 |
|
|
| 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% |
57% |
False |
False |
25,100 |
| 10 |
3.202 |
2.945 |
0.257 |
8.5% |
0.078 |
2.6% |
28% |
False |
False |
29,118 |
| 20 |
3.202 |
2.945 |
0.257 |
8.5% |
0.070 |
2.3% |
28% |
False |
False |
25,204 |
| 40 |
3.202 |
2.658 |
0.544 |
18.0% |
0.065 |
2.2% |
66% |
False |
False |
23,649 |
| 60 |
3.202 |
2.608 |
0.594 |
19.7% |
0.066 |
2.2% |
69% |
False |
False |
22,352 |
| 80 |
3.202 |
2.608 |
0.594 |
19.7% |
0.072 |
2.4% |
69% |
False |
False |
24,442 |
| 100 |
3.202 |
2.608 |
0.594 |
19.7% |
0.074 |
2.4% |
69% |
False |
False |
24,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.388 |
|
2.618 |
3.264 |
|
1.618 |
3.188 |
|
1.000 |
3.141 |
|
0.618 |
3.112 |
|
HIGH |
3.065 |
|
0.618 |
3.036 |
|
0.500 |
3.027 |
|
0.382 |
3.018 |
|
LOW |
2.989 |
|
0.618 |
2.942 |
|
1.000 |
2.913 |
|
1.618 |
2.866 |
|
2.618 |
2.790 |
|
4.250 |
2.666 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.027 |
3.016 |
| PP |
3.024 |
3.014 |
| S1 |
3.020 |
3.013 |
|