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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 10 trading days

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

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

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