NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	2.596	2.539	-0.057	-2.2%	2.725
High	2.602	2.600	-0.002	-0.1%	2.770
Low	2.518	2.522	0.004	0.2%	2.619
Close	2.523	2.597	0.074	2.9%	2.636
Range	0.084	0.078	-0.006	-7.1%	0.151
ATR	0.099	0.098	-0.002	-1.5%	0.000
Volume	98,130	84,668	-13,462	-13.7%	346,563

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.807	2.780	2.640
R3	2.729	2.702	2.618
R2	2.651	2.651	2.611
R1	2.624	2.624	2.604	2.638
PP	2.573	2.573	2.573	2.580
S1	2.546	2.546	2.590	2.560
S2	2.495	2.495	2.583
S3	2.417	2.468	2.576
S4	2.339	2.390	2.554

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	2.750	2.518	0.232	8.9%	0.087	3.4%	34%	False	False	77,365
10	2.916	2.518	0.398	15.3%	0.088	3.4%	20%	False	False	69,434
20	3.060	2.518	0.542	20.9%	0.090	3.5%	15%	False	False	64,523
40	3.060	2.518	0.542	20.9%	0.098	3.8%	15%	False	False	62,022
60	3.060	2.352	0.708	27.3%	0.097	3.7%	35%	False	False	49,399
80	3.060	2.352	0.708	27.3%	0.096	3.7%	35%	False	False	42,588
100	3.060	2.352	0.708	27.3%	0.090	3.5%	35%	False	False	37,464
120	3.060	2.352	0.708	27.3%	0.084	3.2%	35%	False	False	32,830

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.932
2.618	2.804
1.618	2.726
1.000	2.678
0.618	2.648
HIGH	2.600
0.618	2.570
0.500	2.561
0.382	2.552
LOW	2.522
0.618	2.474
1.000	2.444
1.618	2.396
2.618	2.318
4.250	2.191

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	2.585	2.623
PP	2.573	2.614
S1	2.561	2.606

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

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