NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	2.614	2.560	-0.054	-2.1%	2.596
High	2.615	2.594	-0.021	-0.8%	2.602
Low	2.551	2.542	-0.009	-0.4%	2.459
Close	2.554	2.568	0.014	0.5%	2.566
Range	0.064	0.052	-0.012	-18.8%	0.143
ATR	0.095	0.092	-0.003	-3.2%	0.000
Volume	92,903	75,017	-17,886	-19.3%	433,557

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.724	2.698	2.597
R3	2.672	2.646	2.582
R2	2.620	2.620	2.578
R1	2.594	2.594	2.573	2.607
PP	2.568	2.568	2.568	2.575
S1	2.542	2.542	2.563	2.555
S2	2.516	2.516	2.558
S3	2.464	2.490	2.554
S4	2.412	2.438	2.539

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%	0.083	3.2%	64%	False	False	84,659
10	2.750	2.459	0.291	11.3%	0.084	3.3%	37%	False	False	83,438
20	2.916	2.459	0.457	17.8%	0.086	3.3%	24%	False	False	70,919
40	3.060	2.459	0.601	23.4%	0.098	3.8%	18%	False	False	70,785
60	3.060	2.352	0.708	27.6%	0.097	3.8%	31%	False	False	56,620
80	3.060	2.352	0.708	27.6%	0.096	3.7%	31%	False	False	47,349
100	3.060	2.352	0.708	27.6%	0.092	3.6%	31%	False	False	41,934
120	3.060	2.352	0.708	27.6%	0.085	3.3%	31%	False	False	36,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	2.815
2.618	2.730
1.618	2.678
1.000	2.646
0.618	2.626
HIGH	2.594
0.618	2.574
0.500	2.568
0.382	2.562
LOW	2.542
0.618	2.510
1.000	2.490
1.618	2.458
2.618	2.406
4.250	2.321

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	2.568	2.572
PP	2.568	2.570
S1	2.568	2.569

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

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