NYMEX Natural Gas Future September 2023
| 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 |
2.670 |
2.663 |
-0.007 |
-0.3% |
2.596 |
| High |
2.685 |
2.663 |
-0.022 |
-0.8% |
2.635 |
| Low |
2.668 |
2.643 |
-0.025 |
-0.9% |
2.596 |
| Close |
2.668 |
2.643 |
-0.025 |
-0.9% |
2.625 |
| Range |
0.017 |
0.020 |
0.003 |
17.6% |
0.039 |
| ATR |
0.013 |
0.014 |
0.001 |
6.8% |
0.000 |
| Volume |
8 |
9 |
1 |
12.5% |
360 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.710 |
2.696 |
2.654 |
|
| R3 |
2.690 |
2.676 |
2.649 |
|
| R2 |
2.670 |
2.670 |
2.647 |
|
| R1 |
2.656 |
2.656 |
2.645 |
2.653 |
| PP |
2.650 |
2.650 |
2.650 |
2.648 |
| S1 |
2.636 |
2.636 |
2.641 |
2.633 |
| S2 |
2.630 |
2.630 |
2.639 |
|
| S3 |
2.610 |
2.616 |
2.638 |
|
| S4 |
2.590 |
2.596 |
2.632 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.736 |
2.719 |
2.646 |
|
| R3 |
2.697 |
2.680 |
2.636 |
|
| R2 |
2.658 |
2.658 |
2.632 |
|
| R1 |
2.641 |
2.641 |
2.629 |
2.650 |
| PP |
2.619 |
2.619 |
2.619 |
2.623 |
| S1 |
2.602 |
2.602 |
2.621 |
2.611 |
| S2 |
2.580 |
2.580 |
2.618 |
|
| S3 |
2.541 |
2.563 |
2.614 |
|
| S4 |
2.502 |
2.524 |
2.604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.685 |
2.625 |
0.060 |
2.3% |
0.010 |
0.4% |
30% |
False |
False |
120 |
| 10 |
2.685 |
2.596 |
0.089 |
3.4% |
0.007 |
0.2% |
53% |
False |
False |
95 |
| 20 |
2.685 |
2.579 |
0.106 |
4.0% |
0.006 |
0.2% |
60% |
False |
False |
77 |
| 40 |
2.685 |
2.472 |
0.213 |
8.1% |
0.004 |
0.2% |
80% |
False |
False |
42 |
| 60 |
2.685 |
2.416 |
0.269 |
10.2% |
0.005 |
0.2% |
84% |
False |
False |
31 |
| 80 |
2.685 |
2.382 |
0.303 |
11.5% |
0.004 |
0.2% |
86% |
False |
False |
24 |
| 100 |
2.685 |
2.379 |
0.306 |
11.6% |
0.004 |
0.2% |
86% |
False |
False |
21 |
| 120 |
2.685 |
2.363 |
0.322 |
12.2% |
0.005 |
0.2% |
87% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.748 |
|
2.618 |
2.715 |
|
1.618 |
2.695 |
|
1.000 |
2.683 |
|
0.618 |
2.675 |
|
HIGH |
2.663 |
|
0.618 |
2.655 |
|
0.500 |
2.653 |
|
0.382 |
2.651 |
|
LOW |
2.643 |
|
0.618 |
2.631 |
|
1.000 |
2.623 |
|
1.618 |
2.611 |
|
2.618 |
2.591 |
|
4.250 |
2.558 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.653 |
2.664 |
| PP |
2.650 |
2.657 |
| S1 |
2.646 |
2.650 |
|