NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.061 |
3.119 |
0.058 |
1.9% |
2.967 |
| High |
3.168 |
3.144 |
-0.024 |
-0.8% |
3.072 |
| Low |
3.043 |
3.077 |
0.034 |
1.1% |
2.945 |
| Close |
3.130 |
3.102 |
-0.028 |
-0.9% |
3.017 |
| Range |
0.125 |
0.067 |
-0.058 |
-46.4% |
0.127 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.0% |
0.000 |
| Volume |
57,865 |
33,088 |
-24,777 |
-42.8% |
125,500 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.272 |
3.139 |
|
| R3 |
3.242 |
3.205 |
3.120 |
|
| R2 |
3.175 |
3.175 |
3.114 |
|
| R1 |
3.138 |
3.138 |
3.108 |
3.123 |
| PP |
3.108 |
3.108 |
3.108 |
3.100 |
| S1 |
3.071 |
3.071 |
3.096 |
3.056 |
| S2 |
3.041 |
3.041 |
3.090 |
|
| S3 |
2.974 |
3.004 |
3.084 |
|
| S4 |
2.907 |
2.937 |
3.065 |
|
|
| 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 |
6.9% |
0.086 |
2.8% |
69% |
False |
False |
35,815 |
| 10 |
3.168 |
2.945 |
0.223 |
7.2% |
0.075 |
2.4% |
70% |
False |
False |
29,675 |
| 20 |
3.202 |
2.945 |
0.257 |
8.3% |
0.073 |
2.4% |
61% |
False |
False |
27,696 |
| 40 |
3.202 |
2.661 |
0.541 |
17.4% |
0.065 |
2.1% |
82% |
False |
False |
24,534 |
| 60 |
3.202 |
2.608 |
0.594 |
19.1% |
0.067 |
2.2% |
83% |
False |
False |
23,046 |
| 80 |
3.202 |
2.608 |
0.594 |
19.1% |
0.072 |
2.3% |
83% |
False |
False |
24,542 |
| 100 |
3.202 |
2.608 |
0.594 |
19.1% |
0.074 |
2.4% |
83% |
False |
False |
24,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.429 |
|
2.618 |
3.319 |
|
1.618 |
3.252 |
|
1.000 |
3.211 |
|
0.618 |
3.185 |
|
HIGH |
3.144 |
|
0.618 |
3.118 |
|
0.500 |
3.111 |
|
0.382 |
3.103 |
|
LOW |
3.077 |
|
0.618 |
3.036 |
|
1.000 |
3.010 |
|
1.618 |
2.969 |
|
2.618 |
2.902 |
|
4.250 |
2.792 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.111 |
3.094 |
| PP |
3.108 |
3.086 |
| S1 |
3.105 |
3.079 |
|