NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
2.999 |
3.061 |
0.062 |
2.1% |
2.967 |
| High |
3.065 |
3.168 |
0.103 |
3.4% |
3.072 |
| Low |
2.989 |
3.043 |
0.054 |
1.8% |
2.945 |
| Close |
3.017 |
3.130 |
0.113 |
3.7% |
3.017 |
| Range |
0.076 |
0.125 |
0.049 |
64.5% |
0.127 |
| ATR |
0.072 |
0.078 |
0.006 |
7.8% |
0.000 |
| Volume |
23,282 |
57,865 |
34,583 |
148.5% |
125,500 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.489 |
3.434 |
3.199 |
|
| R3 |
3.364 |
3.309 |
3.164 |
|
| R2 |
3.239 |
3.239 |
3.153 |
|
| R1 |
3.184 |
3.184 |
3.141 |
3.212 |
| PP |
3.114 |
3.114 |
3.114 |
3.127 |
| S1 |
3.059 |
3.059 |
3.119 |
3.087 |
| S2 |
2.989 |
2.989 |
3.107 |
|
| S3 |
2.864 |
2.934 |
3.096 |
|
| S4 |
2.739 |
2.809 |
3.061 |
|
|
| 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 |
3.168 |
2.954 |
0.214 |
6.8% |
0.082 |
2.6% |
82% |
True |
False |
32,737 |
| 10 |
3.192 |
2.945 |
0.247 |
7.9% |
0.078 |
2.5% |
75% |
False |
False |
29,744 |
| 20 |
3.202 |
2.945 |
0.257 |
8.2% |
0.073 |
2.3% |
72% |
False |
False |
26,968 |
| 40 |
3.202 |
2.658 |
0.544 |
17.4% |
0.066 |
2.1% |
87% |
False |
False |
24,506 |
| 60 |
3.202 |
2.608 |
0.594 |
19.0% |
0.068 |
2.2% |
88% |
False |
False |
22,916 |
| 80 |
3.202 |
2.608 |
0.594 |
19.0% |
0.072 |
2.3% |
88% |
False |
False |
24,667 |
| 100 |
3.202 |
2.608 |
0.594 |
19.0% |
0.074 |
2.4% |
88% |
False |
False |
24,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.699 |
|
2.618 |
3.495 |
|
1.618 |
3.370 |
|
1.000 |
3.293 |
|
0.618 |
3.245 |
|
HIGH |
3.168 |
|
0.618 |
3.120 |
|
0.500 |
3.106 |
|
0.382 |
3.091 |
|
LOW |
3.043 |
|
0.618 |
2.966 |
|
1.000 |
2.918 |
|
1.618 |
2.841 |
|
2.618 |
2.716 |
|
4.250 |
2.512 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.122 |
3.107 |
| PP |
3.114 |
3.084 |
| S1 |
3.106 |
3.061 |
|