NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.066 |
3.116 |
0.050 |
1.6% |
3.044 |
| High |
3.124 |
3.220 |
0.096 |
3.1% |
3.139 |
| Low |
3.055 |
3.101 |
0.046 |
1.5% |
3.021 |
| Close |
3.080 |
3.183 |
0.103 |
3.3% |
3.080 |
| Range |
0.069 |
0.119 |
0.050 |
72.5% |
0.118 |
| ATR |
0.066 |
0.071 |
0.005 |
8.1% |
0.000 |
| Volume |
7,305 |
21,730 |
14,425 |
197.5% |
52,954 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.473 |
3.248 |
|
| R3 |
3.406 |
3.354 |
3.216 |
|
| R2 |
3.287 |
3.287 |
3.205 |
|
| R1 |
3.235 |
3.235 |
3.194 |
3.261 |
| PP |
3.168 |
3.168 |
3.168 |
3.181 |
| S1 |
3.116 |
3.116 |
3.172 |
3.142 |
| S2 |
3.049 |
3.049 |
3.161 |
|
| S3 |
2.930 |
2.997 |
3.150 |
|
| S4 |
2.811 |
2.878 |
3.118 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.375 |
3.145 |
|
| R3 |
3.316 |
3.257 |
3.112 |
|
| R2 |
3.198 |
3.198 |
3.102 |
|
| R1 |
3.139 |
3.139 |
3.091 |
3.169 |
| PP |
3.080 |
3.080 |
3.080 |
3.095 |
| S1 |
3.021 |
3.021 |
3.069 |
3.051 |
| S2 |
2.962 |
2.962 |
3.058 |
|
| S3 |
2.844 |
2.903 |
3.048 |
|
| S4 |
2.726 |
2.785 |
3.015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.220 |
3.028 |
0.192 |
6.0% |
0.075 |
2.4% |
81% |
True |
False |
13,292 |
| 10 |
3.243 |
3.021 |
0.222 |
7.0% |
0.071 |
2.2% |
73% |
False |
False |
12,206 |
| 20 |
3.253 |
3.011 |
0.242 |
7.6% |
0.066 |
2.1% |
71% |
False |
False |
13,266 |
| 40 |
3.253 |
2.748 |
0.505 |
15.9% |
0.059 |
1.9% |
86% |
False |
False |
11,224 |
| 60 |
3.253 |
2.687 |
0.566 |
17.8% |
0.062 |
1.9% |
88% |
False |
False |
9,453 |
| 80 |
3.253 |
2.687 |
0.566 |
17.8% |
0.067 |
2.1% |
88% |
False |
False |
9,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.726 |
|
2.618 |
3.532 |
|
1.618 |
3.413 |
|
1.000 |
3.339 |
|
0.618 |
3.294 |
|
HIGH |
3.220 |
|
0.618 |
3.175 |
|
0.500 |
3.161 |
|
0.382 |
3.146 |
|
LOW |
3.101 |
|
0.618 |
3.027 |
|
1.000 |
2.982 |
|
1.618 |
2.908 |
|
2.618 |
2.789 |
|
4.250 |
2.595 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.176 |
3.163 |
| PP |
3.168 |
3.144 |
| S1 |
3.161 |
3.124 |
|