NYMEX Natural Gas Future November 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
3.280 |
3.347 |
0.067 |
2.0% |
3.382 |
| High |
3.352 |
3.446 |
0.094 |
2.8% |
3.431 |
| Low |
3.272 |
3.331 |
0.059 |
1.8% |
3.256 |
| Close |
3.332 |
3.394 |
0.062 |
1.9% |
3.294 |
| Range |
0.080 |
0.115 |
0.035 |
43.8% |
0.175 |
| ATR |
0.078 |
0.081 |
0.003 |
3.4% |
0.000 |
| Volume |
9,386 |
13,665 |
4,279 |
45.6% |
70,570 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.735 |
3.680 |
3.457 |
|
| R3 |
3.620 |
3.565 |
3.426 |
|
| R2 |
3.505 |
3.505 |
3.415 |
|
| R1 |
3.450 |
3.450 |
3.405 |
3.478 |
| PP |
3.390 |
3.390 |
3.390 |
3.404 |
| S1 |
3.335 |
3.335 |
3.383 |
3.363 |
| S2 |
3.275 |
3.275 |
3.373 |
|
| S3 |
3.160 |
3.220 |
3.362 |
|
| S4 |
3.045 |
3.105 |
3.331 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.852 |
3.748 |
3.390 |
|
| R3 |
3.677 |
3.573 |
3.342 |
|
| R2 |
3.502 |
3.502 |
3.326 |
|
| R1 |
3.398 |
3.398 |
3.310 |
3.363 |
| PP |
3.327 |
3.327 |
3.327 |
3.309 |
| S1 |
3.223 |
3.223 |
3.278 |
3.188 |
| S2 |
3.152 |
3.152 |
3.262 |
|
| S3 |
2.977 |
3.048 |
3.246 |
|
| S4 |
2.802 |
2.873 |
3.198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.446 |
3.236 |
0.210 |
6.2% |
0.081 |
2.4% |
75% |
True |
False |
11,207 |
| 10 |
3.446 |
3.221 |
0.225 |
6.6% |
0.090 |
2.7% |
77% |
True |
False |
14,661 |
| 20 |
3.446 |
3.028 |
0.418 |
12.3% |
0.082 |
2.4% |
88% |
True |
False |
15,249 |
| 40 |
3.446 |
3.011 |
0.435 |
12.8% |
0.071 |
2.1% |
88% |
True |
False |
13,705 |
| 60 |
3.446 |
2.743 |
0.703 |
20.7% |
0.066 |
1.9% |
93% |
True |
False |
11,974 |
| 80 |
3.446 |
2.687 |
0.759 |
22.4% |
0.066 |
2.0% |
93% |
True |
False |
10,493 |
| 100 |
3.446 |
2.687 |
0.759 |
22.4% |
0.070 |
2.1% |
93% |
True |
False |
10,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.935 |
|
2.618 |
3.747 |
|
1.618 |
3.632 |
|
1.000 |
3.561 |
|
0.618 |
3.517 |
|
HIGH |
3.446 |
|
0.618 |
3.402 |
|
0.500 |
3.389 |
|
0.382 |
3.375 |
|
LOW |
3.331 |
|
0.618 |
3.260 |
|
1.000 |
3.216 |
|
1.618 |
3.145 |
|
2.618 |
3.030 |
|
4.250 |
2.842 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3.392 |
3.376 |
| PP |
3.390 |
3.359 |
| S1 |
3.389 |
3.341 |
|