NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.119 |
3.103 |
-0.016 |
-0.5% |
2.967 |
| High |
3.144 |
3.114 |
-0.030 |
-1.0% |
3.072 |
| Low |
3.077 |
3.061 |
-0.016 |
-0.5% |
2.945 |
| Close |
3.102 |
3.071 |
-0.031 |
-1.0% |
3.017 |
| Range |
0.067 |
0.053 |
-0.014 |
-20.9% |
0.127 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.2% |
0.000 |
| Volume |
33,088 |
25,928 |
-7,160 |
-21.6% |
125,500 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.241 |
3.209 |
3.100 |
|
| R3 |
3.188 |
3.156 |
3.086 |
|
| R2 |
3.135 |
3.135 |
3.081 |
|
| R1 |
3.103 |
3.103 |
3.076 |
3.093 |
| PP |
3.082 |
3.082 |
3.082 |
3.077 |
| S1 |
3.050 |
3.050 |
3.066 |
3.040 |
| S2 |
3.029 |
3.029 |
3.061 |
|
| S3 |
2.976 |
2.997 |
3.056 |
|
| S4 |
2.923 |
2.944 |
3.042 |
|
|
| 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 |
7.0% |
0.084 |
2.7% |
55% |
False |
False |
34,079 |
| 10 |
3.168 |
2.945 |
0.223 |
7.3% |
0.073 |
2.4% |
57% |
False |
False |
29,639 |
| 20 |
3.202 |
2.945 |
0.257 |
8.4% |
0.073 |
2.4% |
49% |
False |
False |
27,779 |
| 40 |
3.202 |
2.694 |
0.508 |
16.5% |
0.065 |
2.1% |
74% |
False |
False |
24,592 |
| 60 |
3.202 |
2.608 |
0.594 |
19.3% |
0.067 |
2.2% |
78% |
False |
False |
23,136 |
| 80 |
3.202 |
2.608 |
0.594 |
19.3% |
0.071 |
2.3% |
78% |
False |
False |
24,480 |
| 100 |
3.202 |
2.608 |
0.594 |
19.3% |
0.074 |
2.4% |
78% |
False |
False |
25,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.339 |
|
2.618 |
3.253 |
|
1.618 |
3.200 |
|
1.000 |
3.167 |
|
0.618 |
3.147 |
|
HIGH |
3.114 |
|
0.618 |
3.094 |
|
0.500 |
3.088 |
|
0.382 |
3.081 |
|
LOW |
3.061 |
|
0.618 |
3.028 |
|
1.000 |
3.008 |
|
1.618 |
2.975 |
|
2.618 |
2.922 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.088 |
3.106 |
| PP |
3.082 |
3.094 |
| S1 |
3.077 |
3.083 |
|