NYMEX Natural Gas Future August 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	2.733	2.671	-0.062	-2.3%	2.851
High	2.740	2.731	-0.009	-0.3%	2.885
Low	2.658	2.664	0.006	0.2%	2.753
Close	2.666	2.730	0.064	2.4%	2.771
Range	0.082	0.067	-0.015	-18.3%	0.132
ATR	0.087	0.086	-0.001	-1.7%	0.000
Volume	14,500	13,707	-793	-5.5%	55,510

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.909	2.887	2.767
R3	2.842	2.820	2.748
R2	2.775	2.775	2.742
R1	2.753	2.753	2.736	2.764
PP	2.708	2.708	2.708	2.714
S1	2.686	2.686	2.724	2.697
S2	2.641	2.641	2.718
S3	2.574	2.619	2.712
S4	2.507	2.552	2.693

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.199	3.117	2.844
R3	3.067	2.985	2.807
R2	2.935	2.935	2.795
R1	2.853	2.853	2.783	2.828
PP	2.803	2.803	2.803	2.791
S1	2.721	2.721	2.759	2.696
S2	2.671	2.671	2.747
S3	2.539	2.589	2.735
S4	2.407	2.457	2.698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.882	2.658	0.224	8.2%	0.080	2.9%	32%	False	False	12,170
10	3.025	2.658	0.367	13.4%	0.079	2.9%	20%	False	False	11,696
20	3.136	2.658	0.478	17.5%	0.080	2.9%	15%	False	False	12,532
40	3.136	2.658	0.478	17.5%	0.085	3.1%	15%	False	False	12,487
60	3.136	2.500	0.636	23.3%	0.085	3.1%	36%	False	False	10,596
80	3.136	2.500	0.636	23.3%	0.084	3.1%	36%	False	False	9,935
100	3.136	2.500	0.636	23.3%	0.079	2.9%	36%	False	False	8,813

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.016
2.618	2.906
1.618	2.839
1.000	2.798
0.618	2.772
HIGH	2.731
0.618	2.705
0.500	2.698
0.382	2.690
LOW	2.664
0.618	2.623
1.000	2.597
1.618	2.556
2.618	2.489
4.250	2.379

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	2.719	2.757
PP	2.708	2.748
S1	2.698	2.739

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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