NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.423 |
3.511 |
0.088 |
2.6% |
3.236 |
| High |
3.519 |
3.631 |
0.112 |
3.2% |
3.519 |
| Low |
3.416 |
3.492 |
0.076 |
2.2% |
3.171 |
| Close |
3.508 |
3.576 |
0.068 |
1.9% |
3.508 |
| Range |
0.103 |
0.139 |
0.036 |
35.0% |
0.348 |
| ATR |
0.091 |
0.095 |
0.003 |
3.7% |
0.000 |
| Volume |
51,954 |
59,428 |
7,474 |
14.4% |
160,033 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.983 |
3.919 |
3.652 |
|
| R3 |
3.844 |
3.780 |
3.614 |
|
| R2 |
3.705 |
3.705 |
3.601 |
|
| R1 |
3.641 |
3.641 |
3.589 |
3.673 |
| PP |
3.566 |
3.566 |
3.566 |
3.583 |
| S1 |
3.502 |
3.502 |
3.563 |
3.534 |
| S2 |
3.427 |
3.427 |
3.551 |
|
| S3 |
3.288 |
3.363 |
3.538 |
|
| S4 |
3.149 |
3.224 |
3.500 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.443 |
4.324 |
3.699 |
|
| R3 |
4.095 |
3.976 |
3.604 |
|
| R2 |
3.747 |
3.747 |
3.572 |
|
| R1 |
3.628 |
3.628 |
3.540 |
3.688 |
| PP |
3.399 |
3.399 |
3.399 |
3.429 |
| S1 |
3.280 |
3.280 |
3.476 |
3.340 |
| S2 |
3.051 |
3.051 |
3.444 |
|
| S3 |
2.703 |
2.932 |
3.412 |
|
| S4 |
2.355 |
2.584 |
3.317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.631 |
3.214 |
0.417 |
11.7% |
0.116 |
3.2% |
87% |
True |
False |
39,426 |
| 10 |
3.631 |
3.171 |
0.460 |
12.9% |
0.104 |
2.9% |
88% |
True |
False |
32,974 |
| 20 |
3.631 |
3.043 |
0.588 |
16.4% |
0.096 |
2.7% |
91% |
True |
False |
35,013 |
| 40 |
3.631 |
2.945 |
0.686 |
19.2% |
0.083 |
2.3% |
92% |
True |
False |
30,108 |
| 60 |
3.631 |
2.658 |
0.973 |
27.2% |
0.075 |
2.1% |
94% |
True |
False |
27,437 |
| 80 |
3.631 |
2.608 |
1.023 |
28.6% |
0.074 |
2.1% |
95% |
True |
False |
25,518 |
| 100 |
3.631 |
2.608 |
1.023 |
28.6% |
0.077 |
2.2% |
95% |
True |
False |
26,556 |
| 120 |
3.631 |
2.608 |
1.023 |
28.6% |
0.078 |
2.2% |
95% |
True |
False |
26,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.222 |
|
2.618 |
3.995 |
|
1.618 |
3.856 |
|
1.000 |
3.770 |
|
0.618 |
3.717 |
|
HIGH |
3.631 |
|
0.618 |
3.578 |
|
0.500 |
3.562 |
|
0.382 |
3.545 |
|
LOW |
3.492 |
|
0.618 |
3.406 |
|
1.000 |
3.353 |
|
1.618 |
3.267 |
|
2.618 |
3.128 |
|
4.250 |
2.901 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.571 |
3.541 |
| PP |
3.566 |
3.506 |
| S1 |
3.562 |
3.471 |
|