NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	2.539	2.597	0.058	2.3%	2.725
High	2.600	2.600	0.000	0.0%	2.770
Low	2.522	2.525	0.003	0.1%	2.619
Close	2.597	2.555	-0.042	-1.6%	2.636
Range	0.078	0.075	-0.003	-3.8%	0.151
ATR	0.098	0.096	-0.002	-1.7%	0.000
Volume	84,668	84,109	-559	-0.7%	346,563

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.785	2.745	2.596
R3	2.710	2.670	2.576
R2	2.635	2.635	2.569
R1	2.595	2.595	2.562	2.578
PP	2.560	2.560	2.560	2.551
S1	2.520	2.520	2.548	2.503
S2	2.485	2.485	2.541
S3	2.410	2.445	2.534
S4	2.335	2.370	2.514

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	9.1%	0.084	3.3%	16%	False	False	82,218
10	2.857	2.518	0.339	13.3%	0.088	3.4%	11%	False	False	74,171
20	3.060	2.518	0.542	21.2%	0.089	3.5%	7%	False	False	64,037
40	3.060	2.518	0.542	21.2%	0.097	3.8%	7%	False	False	63,184
60	3.060	2.352	0.708	27.7%	0.097	3.8%	29%	False	False	50,521
80	3.060	2.352	0.708	27.7%	0.096	3.8%	29%	False	False	43,435
100	3.060	2.352	0.708	27.7%	0.090	3.5%	29%	False	False	38,196
120	3.060	2.352	0.708	27.7%	0.084	3.3%	29%	False	False	33,415

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.919
2.618	2.796
1.618	2.721
1.000	2.675
0.618	2.646
HIGH	2.600
0.618	2.571
0.500	2.563
0.382	2.554
LOW	2.525
0.618	2.479
1.000	2.450
1.618	2.404
2.618	2.329
4.250	2.206

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	2.563	2.560
PP	2.560	2.558
S1	2.558	2.557

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

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