NYMEX Natural Gas Future May 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2021 | 01-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 2.801 | 2.830 | 0.029 | 1.0% | 2.950 |  
                        | High | 2.822 | 2.841 | 0.019 | 0.7% | 2.980 |  
                        | Low | 2.734 | 2.766 | 0.032 | 1.2% | 2.734 |  
                        | Close | 2.809 | 2.818 | 0.009 | 0.3% | 2.809 |  
                        | Range | 0.088 | 0.075 | -0.013 | -14.8% | 0.246 |  
                        | ATR | 0.107 | 0.105 | -0.002 | -2.1% | 0.000 |  
                        | Volume | 73,388 | 36,530 | -36,858 | -50.2% | 284,791 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.033 | 3.001 | 2.859 |  |  
                | R3 | 2.958 | 2.926 | 2.839 |  |  
                | R2 | 2.883 | 2.883 | 2.832 |  |  
                | R1 | 2.851 | 2.851 | 2.825 | 2.830 |  
                | PP | 2.808 | 2.808 | 2.808 | 2.798 |  
                | S1 | 2.776 | 2.776 | 2.811 | 2.755 |  
                | S2 | 2.733 | 2.733 | 2.804 |  |  
                | S3 | 2.658 | 2.701 | 2.797 |  |  
                | S4 | 2.583 | 2.626 | 2.777 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.579 | 3.440 | 2.944 |  |  
                | R3 | 3.333 | 3.194 | 2.877 |  |  
                | R2 | 3.087 | 3.087 | 2.854 |  |  
                | R1 | 2.948 | 2.948 | 2.832 | 2.895 |  
                | PP | 2.841 | 2.841 | 2.841 | 2.814 |  
                | S1 | 2.702 | 2.702 | 2.786 | 2.649 |  
                | S2 | 2.595 | 2.595 | 2.764 |  |  
                | S3 | 2.349 | 2.456 | 2.741 |  |  
                | S4 | 2.103 | 2.210 | 2.674 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.956 | 2.734 | 0.222 | 7.9% | 0.081 | 2.9% | 38% | False | False | 54,635 |  
                | 10 | 3.060 | 2.734 | 0.326 | 11.6% | 0.094 | 3.3% | 26% | False | False | 64,928 |  
                | 20 | 3.060 | 2.734 | 0.326 | 11.6% | 0.108 | 3.8% | 26% | False | False | 73,917 |  
                | 40 | 3.060 | 2.485 | 0.575 | 20.4% | 0.101 | 3.6% | 58% | False | False | 51,930 |  
                | 60 | 3.060 | 2.352 | 0.708 | 25.1% | 0.099 | 3.5% | 66% | False | False | 41,498 |  
                | 80 | 3.060 | 2.352 | 0.708 | 25.1% | 0.094 | 3.3% | 66% | False | False | 36,268 |  
                | 100 | 3.060 | 2.352 | 0.708 | 25.1% | 0.085 | 3.0% | 66% | False | False | 31,072 |  
                | 120 | 3.060 | 2.352 | 0.708 | 25.1% | 0.079 | 2.8% | 66% | False | False | 27,303 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.160 |  
            | 2.618 | 3.037 |  
            | 1.618 | 2.962 |  
            | 1.000 | 2.916 |  
            | 0.618 | 2.887 |  
            | HIGH | 2.841 |  
            | 0.618 | 2.812 |  
            | 0.500 | 2.804 |  
            | 0.382 | 2.795 |  
            | LOW | 2.766 |  
            | 0.618 | 2.720 |  
            | 1.000 | 2.691 |  
            | 1.618 | 2.645 |  
            | 2.618 | 2.570 |  
            | 4.250 | 2.447 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.813 | 2.814 |  
                                | PP | 2.808 | 2.810 |  
                                | S1 | 2.804 | 2.807 |  |