NYMEX Natural Gas Future May 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 2.836 2.775 -0.061 -2.2% 2.830
High 2.857 2.787 -0.070 -2.5% 2.916
Low 2.724 2.720 -0.004 -0.1% 2.720
Close 2.781 2.739 -0.042 -1.5% 2.739
Range 0.133 0.067 -0.066 -49.6% 0.196
ATR 0.104 0.102 -0.003 -2.6% 0.000
Volume 55,124 73,122 17,998 32.7% 248,939
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 2.950 2.911 2.776
R3 2.883 2.844 2.757
R2 2.816 2.816 2.751
R1 2.777 2.777 2.745 2.763
PP 2.749 2.749 2.749 2.742
S1 2.710 2.710 2.733 2.696
S2 2.682 2.682 2.727
S3 2.615 2.643 2.721
S4 2.548 2.576 2.702
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 3.380 3.255 2.847
R3 3.184 3.059 2.793
R2 2.988 2.988 2.775
R1 2.863 2.863 2.757 2.828
PP 2.792 2.792 2.792 2.774
S1 2.667 2.667 2.721 2.632
S2 2.596 2.596 2.703
S3 2.400 2.471 2.685
S4 2.204 2.275 2.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.916 2.720 0.196 7.2% 0.089 3.3% 10% False True 49,787
10 2.980 2.720 0.260 9.5% 0.087 3.2% 7% False True 53,373
20 3.060 2.720 0.340 12.4% 0.102 3.7% 6% False True 71,536
40 3.060 2.527 0.533 19.5% 0.101 3.7% 40% False False 54,017
60 3.060 2.352 0.708 25.8% 0.097 3.5% 55% False False 42,991
80 3.060 2.352 0.708 25.8% 0.094 3.4% 55% False False 37,859
100 3.060 2.352 0.708 25.8% 0.087 3.2% 55% False False 32,773
120 3.060 2.352 0.708 25.8% 0.081 3.0% 55% False False 28,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 3.072
2.618 2.962
1.618 2.895
1.000 2.854
0.618 2.828
HIGH 2.787
0.618 2.761
0.500 2.754
0.382 2.746
LOW 2.720
0.618 2.679
1.000 2.653
1.618 2.612
2.618 2.545
4.250 2.435
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 2.754 2.818
PP 2.749 2.792
S1 2.744 2.765

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

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