NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	2.688	2.725	0.037	1.4%	2.830
High	2.742	2.750	0.008	0.3%	2.916
Low	2.652	2.675	0.023	0.9%	2.720
Close	2.728	2.703	-0.025	-0.9%	2.739
Range	0.090	0.075	-0.015	-16.7%	0.196
ATR	0.099	0.097	-0.002	-1.7%	0.000
Volume	59,844	76,726	16,882	28.2%	248,939

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.934	2.894	2.744
R3	2.859	2.819	2.724
R2	2.784	2.784	2.717
R1	2.744	2.744	2.710	2.727
PP	2.709	2.709	2.709	2.701
S1	2.669	2.669	2.696	2.652
S2	2.634	2.634	2.689
S3	2.559	2.594	2.682
S4	2.484	2.519	2.662

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	2.787	2.652	0.135	5.0%	0.080	3.0%	38%	False	False	70,445
10	2.916	2.652	0.264	9.8%	0.087	3.2%	19%	False	False	60,143
20	3.060	2.652	0.408	15.1%	0.094	3.5%	13%	False	False	65,275
40	3.060	2.527	0.533	19.7%	0.099	3.6%	33%	False	False	58,045
60	3.060	2.352	0.708	26.2%	0.096	3.6%	50%	False	False	46,108
80	3.060	2.352	0.708	26.2%	0.095	3.5%	50%	False	False	40,264
100	3.060	2.352	0.708	26.2%	0.089	3.3%	50%	False	False	35,202
120	3.060	2.352	0.708	26.2%	0.083	3.1%	50%	False	False	30,942

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.069
2.618	2.946
1.618	2.871
1.000	2.825
0.618	2.796
HIGH	2.750
0.618	2.721
0.500	2.713
0.382	2.704
LOW	2.675
0.618	2.629
1.000	2.600
1.618	2.554
2.618	2.479
4.250	2.356

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	2.713	2.702
PP	2.709	2.702
S1	2.706	2.701

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols