NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.725 |
2.703 |
-0.022 |
-0.8% |
2.725 |
| High |
2.750 |
2.727 |
-0.023 |
-0.8% |
2.770 |
| Low |
2.675 |
2.619 |
-0.056 |
-2.1% |
2.619 |
| Close |
2.703 |
2.636 |
-0.067 |
-2.5% |
2.636 |
| Range |
0.075 |
0.108 |
0.033 |
44.0% |
0.151 |
| ATR |
0.097 |
0.098 |
0.001 |
0.8% |
0.000 |
| Volume |
76,726 |
67,457 |
-9,269 |
-12.1% |
346,563 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.918 |
2.695 |
|
| R3 |
2.877 |
2.810 |
2.666 |
|
| R2 |
2.769 |
2.769 |
2.656 |
|
| R1 |
2.702 |
2.702 |
2.646 |
2.682 |
| PP |
2.661 |
2.661 |
2.661 |
2.650 |
| S1 |
2.594 |
2.594 |
2.626 |
2.574 |
| S2 |
2.553 |
2.553 |
2.616 |
|
| S3 |
2.445 |
2.486 |
2.606 |
|
| S4 |
2.337 |
2.378 |
2.577 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.033 |
2.719 |
|
| R3 |
2.977 |
2.882 |
2.678 |
|
| R2 |
2.826 |
2.826 |
2.664 |
|
| R1 |
2.731 |
2.731 |
2.650 |
2.703 |
| PP |
2.675 |
2.675 |
2.675 |
2.661 |
| S1 |
2.580 |
2.580 |
2.622 |
2.552 |
| S2 |
2.524 |
2.524 |
2.608 |
|
| S3 |
2.373 |
2.429 |
2.594 |
|
| S4 |
2.222 |
2.278 |
2.553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.770 |
2.619 |
0.151 |
5.7% |
0.089 |
3.4% |
11% |
False |
True |
69,312 |
| 10 |
2.916 |
2.619 |
0.297 |
11.3% |
0.089 |
3.4% |
6% |
False |
True |
59,550 |
| 20 |
3.060 |
2.619 |
0.441 |
16.7% |
0.093 |
3.5% |
4% |
False |
True |
63,861 |
| 40 |
3.060 |
2.527 |
0.533 |
20.2% |
0.099 |
3.8% |
20% |
False |
False |
58,884 |
| 60 |
3.060 |
2.352 |
0.708 |
26.9% |
0.097 |
3.7% |
40% |
False |
False |
46,930 |
| 80 |
3.060 |
2.352 |
0.708 |
26.9% |
0.096 |
3.6% |
40% |
False |
False |
40,900 |
| 100 |
3.060 |
2.352 |
0.708 |
26.9% |
0.089 |
3.4% |
40% |
False |
False |
35,776 |
| 120 |
3.060 |
2.352 |
0.708 |
26.9% |
0.083 |
3.1% |
40% |
False |
False |
31,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.186 |
|
2.618 |
3.010 |
|
1.618 |
2.902 |
|
1.000 |
2.835 |
|
0.618 |
2.794 |
|
HIGH |
2.727 |
|
0.618 |
2.686 |
|
0.500 |
2.673 |
|
0.382 |
2.660 |
|
LOW |
2.619 |
|
0.618 |
2.552 |
|
1.000 |
2.511 |
|
1.618 |
2.444 |
|
2.618 |
2.336 |
|
4.250 |
2.160 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.685 |
| PP |
2.661 |
2.668 |
| S1 |
2.648 |
2.652 |
|