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 |
|
|
|
| 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 |
|