NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.329 |
3.363 |
0.034 |
1.0% |
3.135 |
| High |
3.377 |
3.382 |
0.005 |
0.1% |
3.342 |
| Low |
3.293 |
3.236 |
-0.057 |
-1.7% |
3.066 |
| Close |
3.368 |
3.259 |
-0.109 |
-3.2% |
3.314 |
| Range |
0.084 |
0.146 |
0.062 |
73.8% |
0.276 |
| ATR |
0.083 |
0.087 |
0.005 |
5.4% |
0.000 |
| Volume |
27,526 |
36,635 |
9,109 |
33.1% |
199,874 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.730 |
3.641 |
3.339 |
|
| R3 |
3.584 |
3.495 |
3.299 |
|
| R2 |
3.438 |
3.438 |
3.286 |
|
| R1 |
3.349 |
3.349 |
3.272 |
3.321 |
| PP |
3.292 |
3.292 |
3.292 |
3.278 |
| S1 |
3.203 |
3.203 |
3.246 |
3.175 |
| S2 |
3.146 |
3.146 |
3.232 |
|
| S3 |
3.000 |
3.057 |
3.219 |
|
| S4 |
2.854 |
2.911 |
3.179 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.069 |
3.967 |
3.466 |
|
| R3 |
3.793 |
3.691 |
3.390 |
|
| R2 |
3.517 |
3.517 |
3.365 |
|
| R1 |
3.415 |
3.415 |
3.339 |
3.466 |
| PP |
3.241 |
3.241 |
3.241 |
3.266 |
| S1 |
3.139 |
3.139 |
3.289 |
3.190 |
| S2 |
2.965 |
2.965 |
3.263 |
|
| S3 |
2.689 |
2.863 |
3.238 |
|
| S4 |
2.413 |
2.587 |
3.162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.382 |
3.135 |
0.247 |
7.6% |
0.102 |
3.1% |
50% |
True |
False |
36,824 |
| 10 |
3.382 |
3.045 |
0.337 |
10.3% |
0.090 |
2.8% |
64% |
True |
False |
34,930 |
| 20 |
3.382 |
2.945 |
0.437 |
13.4% |
0.084 |
2.6% |
72% |
True |
False |
32,337 |
| 40 |
3.382 |
2.849 |
0.533 |
16.4% |
0.074 |
2.3% |
77% |
True |
False |
27,809 |
| 60 |
3.382 |
2.658 |
0.724 |
22.2% |
0.070 |
2.1% |
83% |
True |
False |
24,873 |
| 80 |
3.382 |
2.608 |
0.774 |
23.7% |
0.071 |
2.2% |
84% |
True |
False |
24,639 |
| 100 |
3.382 |
2.608 |
0.774 |
23.7% |
0.075 |
2.3% |
84% |
True |
False |
26,183 |
| 120 |
3.382 |
2.555 |
0.827 |
25.4% |
0.076 |
2.3% |
85% |
True |
False |
25,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.764 |
|
1.618 |
3.618 |
|
1.000 |
3.528 |
|
0.618 |
3.472 |
|
HIGH |
3.382 |
|
0.618 |
3.326 |
|
0.500 |
3.309 |
|
0.382 |
3.292 |
|
LOW |
3.236 |
|
0.618 |
3.146 |
|
1.000 |
3.090 |
|
1.618 |
3.000 |
|
2.618 |
2.854 |
|
4.250 |
2.616 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.309 |
3.279 |
| PP |
3.292 |
3.272 |
| S1 |
3.276 |
3.266 |
|