NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.280 |
3.324 |
0.044 |
1.3% |
3.329 |
| High |
3.396 |
3.442 |
0.046 |
1.4% |
3.382 |
| Low |
3.275 |
3.310 |
0.035 |
1.1% |
3.197 |
| Close |
3.343 |
3.422 |
0.079 |
2.4% |
3.237 |
| Range |
0.121 |
0.132 |
0.011 |
9.1% |
0.185 |
| ATR |
0.087 |
0.091 |
0.003 |
3.6% |
0.000 |
| Volume |
32,315 |
35,883 |
3,568 |
11.0% |
137,809 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.787 |
3.737 |
3.495 |
|
| R3 |
3.655 |
3.605 |
3.458 |
|
| R2 |
3.523 |
3.523 |
3.446 |
|
| R1 |
3.473 |
3.473 |
3.434 |
3.498 |
| PP |
3.391 |
3.391 |
3.391 |
3.404 |
| S1 |
3.341 |
3.341 |
3.410 |
3.366 |
| S2 |
3.259 |
3.259 |
3.398 |
|
| S3 |
3.127 |
3.209 |
3.386 |
|
| S4 |
2.995 |
3.077 |
3.349 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.717 |
3.339 |
|
| R3 |
3.642 |
3.532 |
3.288 |
|
| R2 |
3.457 |
3.457 |
3.271 |
|
| R1 |
3.347 |
3.347 |
3.254 |
3.310 |
| PP |
3.272 |
3.272 |
3.272 |
3.253 |
| S1 |
3.162 |
3.162 |
3.220 |
3.125 |
| S2 |
3.087 |
3.087 |
3.203 |
|
| S3 |
2.902 |
2.977 |
3.186 |
|
| S4 |
2.717 |
2.792 |
3.135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.442 |
3.171 |
0.271 |
7.9% |
0.098 |
2.9% |
93% |
True |
False |
26,286 |
| 10 |
3.442 |
3.171 |
0.271 |
7.9% |
0.104 |
3.1% |
93% |
True |
False |
29,999 |
| 20 |
3.442 |
2.954 |
0.488 |
14.3% |
0.092 |
2.7% |
96% |
True |
False |
32,120 |
| 40 |
3.442 |
2.945 |
0.497 |
14.5% |
0.080 |
2.3% |
96% |
True |
False |
28,375 |
| 60 |
3.442 |
2.658 |
0.784 |
22.9% |
0.073 |
2.1% |
97% |
True |
False |
26,145 |
| 80 |
3.442 |
2.608 |
0.834 |
24.4% |
0.073 |
2.1% |
98% |
True |
False |
24,740 |
| 100 |
3.442 |
2.608 |
0.834 |
24.4% |
0.076 |
2.2% |
98% |
True |
False |
26,246 |
| 120 |
3.442 |
2.608 |
0.834 |
24.4% |
0.077 |
2.2% |
98% |
True |
False |
25,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.788 |
|
1.618 |
3.656 |
|
1.000 |
3.574 |
|
0.618 |
3.524 |
|
HIGH |
3.442 |
|
0.618 |
3.392 |
|
0.500 |
3.376 |
|
0.382 |
3.360 |
|
LOW |
3.310 |
|
0.618 |
3.228 |
|
1.000 |
3.178 |
|
1.618 |
3.096 |
|
2.618 |
2.964 |
|
4.250 |
2.749 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.391 |
| PP |
3.391 |
3.359 |
| S1 |
3.376 |
3.328 |
|