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 |
|
|
|
| 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 |
|