NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 2.823 2.883 0.060 2.1% 2.950
High 2.890 2.916 0.026 0.9% 2.980
Low 2.798 2.837 0.039 1.4% 2.734
Close 2.875 2.849 -0.026 -0.9% 2.809
Range 0.092 0.079 -0.013 -14.1% 0.246
ATR 0.104 0.102 -0.002 -1.7% 0.000
Volume 47,427 36,736 -10,691 -22.5% 284,791
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 3.104 3.056 2.892
R3 3.025 2.977 2.871
R2 2.946 2.946 2.863
R1 2.898 2.898 2.856 2.883
PP 2.867 2.867 2.867 2.860
S1 2.819 2.819 2.842 2.804
S2 2.788 2.788 2.835
S3 2.709 2.740 2.827
S4 2.630 2.661 2.806
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 2.916 2.734 0.182 6.4% 0.084 2.9% 63% True False 50,674
10 3.060 2.734 0.326 11.4% 0.090 3.2% 35% False False 53,902
20 3.060 2.734 0.326 11.4% 0.105 3.7% 35% False False 70,438
40 3.060 2.527 0.533 18.7% 0.101 3.5% 60% False False 52,662
60 3.060 2.352 0.708 24.9% 0.097 3.4% 70% False False 41,726
80 3.060 2.352 0.708 24.9% 0.094 3.3% 70% False False 36,835
100 3.060 2.352 0.708 24.9% 0.086 3.0% 70% False False 31,718
120 3.060 2.352 0.708 24.9% 0.080 2.8% 70% False False 27,887
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.252
2.618 3.123
1.618 3.044
1.000 2.995
0.618 2.965
HIGH 2.916
0.618 2.886
0.500 2.877
0.382 2.867
LOW 2.837
0.618 2.788
1.000 2.758
1.618 2.709
2.618 2.630
4.250 2.501
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 2.877 2.846
PP 2.867 2.844
S1 2.858 2.841

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

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