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 |  | 
    
        
        |  | 
    
        | 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 |  |