NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	2.523	2.540	0.017	0.7%	2.596
High	2.583	2.628	0.045	1.7%	2.602
Low	2.490	2.515	0.025	1.0%	2.459
Close	2.566	2.619	0.053	2.1%	2.566
Range	0.093	0.113	0.020	21.5%	0.143
ATR	0.096	0.097	0.001	1.3%	0.000
Volume	66,140	88,728	22,588	34.2%	433,557

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.926	2.886	2.681
R3	2.813	2.773	2.650
R2	2.700	2.700	2.640
R1	2.660	2.660	2.629	2.680
PP	2.587	2.587	2.587	2.598
S1	2.547	2.547	2.609	2.567
S2	2.474	2.474	2.598
S3	2.361	2.434	2.588
S4	2.248	2.321	2.557

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.971	2.912	2.645
R3	2.828	2.769	2.605
R2	2.685	2.685	2.592
R1	2.626	2.626	2.579	2.584
PP	2.542	2.542	2.542	2.522
S1	2.483	2.483	2.553	2.441
S2	2.399	2.399	2.540
S3	2.256	2.340	2.527
S4	2.113	2.197	2.487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.628	2.459	0.169	6.5%	0.091	3.5%	95%	True	False	84,831
10	2.750	2.459	0.291	11.1%	0.087	3.3%	55%	False	False	78,820
20	2.956	2.459	0.497	19.0%	0.088	3.4%	32%	False	False	67,721
40	3.060	2.459	0.601	22.9%	0.099	3.8%	27%	False	False	67,969
60	3.060	2.352	0.708	27.0%	0.099	3.8%	38%	False	False	54,234
80	3.060	2.352	0.708	27.0%	0.096	3.7%	38%	False	False	45,732
100	3.060	2.352	0.708	27.0%	0.092	3.5%	38%	False	False	40,486
120	3.060	2.352	0.708	27.0%	0.085	3.3%	38%	False	False	35,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.108
2.618	2.924
1.618	2.811
1.000	2.741
0.618	2.698
HIGH	2.628
0.618	2.585
0.500	2.572
0.382	2.558
LOW	2.515
0.618	2.445
1.000	2.402
1.618	2.332
2.618	2.219
4.250	2.035

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	2.603	2.594
PP	2.587	2.569
S1	2.572	2.544

Download as Excel Spreadsheet

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

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