NYMEX Natural Gas Future May 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2.540 |
2.614 |
0.074 |
2.9% |
2.596 |
| High |
2.628 |
2.615 |
-0.013 |
-0.5% |
2.602 |
| Low |
2.515 |
2.551 |
0.036 |
1.4% |
2.459 |
| Close |
2.619 |
2.554 |
-0.065 |
-2.5% |
2.566 |
| Range |
0.113 |
0.064 |
-0.049 |
-43.4% |
0.143 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.1% |
0.000 |
| Volume |
88,728 |
92,903 |
4,175 |
4.7% |
433,557 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.765 |
2.724 |
2.589 |
|
| R3 |
2.701 |
2.660 |
2.572 |
|
| R2 |
2.637 |
2.637 |
2.566 |
|
| R1 |
2.596 |
2.596 |
2.560 |
2.585 |
| PP |
2.573 |
2.573 |
2.573 |
2.568 |
| S1 |
2.532 |
2.532 |
2.548 |
2.521 |
| S2 |
2.509 |
2.509 |
2.542 |
|
| S3 |
2.445 |
2.468 |
2.536 |
|
| S4 |
2.381 |
2.404 |
2.519 |
|
|
| 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 |
6.6% |
0.088 |
3.4% |
56% |
False |
False |
86,478 |
| 10 |
2.750 |
2.459 |
0.291 |
11.4% |
0.087 |
3.4% |
33% |
False |
False |
81,921 |
| 20 |
2.916 |
2.459 |
0.457 |
17.9% |
0.087 |
3.4% |
21% |
False |
False |
70,281 |
| 40 |
3.060 |
2.459 |
0.601 |
23.5% |
0.099 |
3.9% |
16% |
False |
False |
69,538 |
| 60 |
3.060 |
2.352 |
0.708 |
27.7% |
0.097 |
3.8% |
29% |
False |
False |
55,512 |
| 80 |
3.060 |
2.352 |
0.708 |
27.7% |
0.096 |
3.8% |
29% |
False |
False |
46,738 |
| 100 |
3.060 |
2.352 |
0.708 |
27.7% |
0.092 |
3.6% |
29% |
False |
False |
41,294 |
| 120 |
3.060 |
2.352 |
0.708 |
27.7% |
0.085 |
3.3% |
29% |
False |
False |
36,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.887 |
|
2.618 |
2.783 |
|
1.618 |
2.719 |
|
1.000 |
2.679 |
|
0.618 |
2.655 |
|
HIGH |
2.615 |
|
0.618 |
2.591 |
|
0.500 |
2.583 |
|
0.382 |
2.575 |
|
LOW |
2.551 |
|
0.618 |
2.511 |
|
1.000 |
2.487 |
|
1.618 |
2.447 |
|
2.618 |
2.383 |
|
4.250 |
2.279 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2.583 |
2.559 |
| PP |
2.573 |
2.557 |
| S1 |
2.564 |
2.556 |
|