NYMEX Natural Gas Future October 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.723 |
0.093 |
2.6% |
3.236 |
| High |
3.770 |
3.725 |
-0.045 |
-1.2% |
3.519 |
| Low |
3.580 |
3.568 |
-0.012 |
-0.3% |
3.171 |
| Close |
3.619 |
3.623 |
0.004 |
0.1% |
3.508 |
| Range |
0.190 |
0.157 |
-0.033 |
-17.4% |
0.348 |
| ATR |
0.111 |
0.114 |
0.003 |
3.0% |
0.000 |
| Volume |
67,526 |
48,282 |
-19,244 |
-28.5% |
160,033 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.023 |
3.709 |
|
| R3 |
3.953 |
3.866 |
3.666 |
|
| R2 |
3.796 |
3.796 |
3.652 |
|
| R1 |
3.709 |
3.709 |
3.637 |
3.674 |
| PP |
3.639 |
3.639 |
3.639 |
3.621 |
| S1 |
3.552 |
3.552 |
3.609 |
3.517 |
| S2 |
3.482 |
3.482 |
3.594 |
|
| S3 |
3.325 |
3.395 |
3.580 |
|
| S4 |
3.168 |
3.238 |
3.537 |
|
|
| 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 |
3.784 |
3.416 |
0.368 |
10.2% |
0.164 |
4.5% |
56% |
False |
False |
58,962 |
| 10 |
3.784 |
3.171 |
0.613 |
16.9% |
0.131 |
3.6% |
74% |
False |
False |
42,624 |
| 20 |
3.784 |
3.045 |
0.739 |
20.4% |
0.112 |
3.1% |
78% |
False |
False |
38,341 |
| 40 |
3.784 |
2.945 |
0.839 |
23.2% |
0.093 |
2.6% |
81% |
False |
False |
33,060 |
| 60 |
3.784 |
2.694 |
1.090 |
30.1% |
0.081 |
2.2% |
85% |
False |
False |
29,175 |
| 80 |
3.784 |
2.608 |
1.176 |
32.5% |
0.079 |
2.2% |
86% |
False |
False |
26,937 |
| 100 |
3.784 |
2.608 |
1.176 |
32.5% |
0.080 |
2.2% |
86% |
False |
False |
27,252 |
| 120 |
3.784 |
2.608 |
1.176 |
32.5% |
0.080 |
2.2% |
86% |
False |
False |
27,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.392 |
|
2.618 |
4.136 |
|
1.618 |
3.979 |
|
1.000 |
3.882 |
|
0.618 |
3.822 |
|
HIGH |
3.725 |
|
0.618 |
3.665 |
|
0.500 |
3.647 |
|
0.382 |
3.628 |
|
LOW |
3.568 |
|
0.618 |
3.471 |
|
1.000 |
3.411 |
|
1.618 |
3.314 |
|
2.618 |
3.157 |
|
4.250 |
2.901 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.647 |
3.670 |
| PP |
3.639 |
3.654 |
| S1 |
3.631 |
3.639 |
|