NYMEX Natural Gas Future May 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	2.643	2.621	-0.022	-0.8%	2.540
High	2.688	2.656	-0.032	-1.2%	2.640
Low	2.597	2.575	-0.022	-0.8%	2.515
Close	2.623	2.608	-0.015	-0.6%	2.619
Range	0.091	0.081	-0.010	-11.0%	0.125
ATR	0.088	0.087	0.000	-0.6%	0.000
Volume	100,807	92,080	-8,727	-8.7%	439,874

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.856	2.813	2.653
R3	2.775	2.732	2.630
R2	2.694	2.694	2.623
R1	2.651	2.651	2.615	2.632
PP	2.613	2.613	2.613	2.604
S1	2.570	2.570	2.601	2.551
S2	2.532	2.532	2.593
S3	2.451	2.489	2.586
S4	2.370	2.408	2.563

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.966	2.918	2.688
R3	2.841	2.793	2.653
R2	2.716	2.716	2.642
R1	2.668	2.668	2.630	2.692
PP	2.591	2.591	2.591	2.604
S1	2.543	2.543	2.608	2.567
S2	2.466	2.466	2.596
S3	2.341	2.418	2.585
S4	2.216	2.293	2.550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.688	2.526	0.162	6.2%	0.077	3.0%	51%	False	False	96,002
10	2.688	2.459	0.229	8.8%	0.080	3.1%	65%	False	False	90,330
20	2.857	2.459	0.398	15.3%	0.084	3.2%	37%	False	False	82,251
40	3.060	2.459	0.601	23.0%	0.095	3.6%	25%	False	False	76,344
60	3.060	2.459	0.601	23.0%	0.095	3.7%	25%	False	False	62,525
80	3.060	2.352	0.708	27.1%	0.093	3.6%	36%	False	False	51,857
100	3.060	2.352	0.708	27.1%	0.092	3.5%	36%	False	False	45,918
120	3.060	2.352	0.708	27.1%	0.085	3.3%	36%	False	False	40,140

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.000
2.618	2.868
1.618	2.787
1.000	2.737
0.618	2.706
HIGH	2.656
0.618	2.625
0.500	2.616
0.382	2.606
LOW	2.575
0.618	2.525
1.000	2.494
1.618	2.444
2.618	2.363
4.250	2.231

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	2.616	2.632
PP	2.613	2.624
S1	2.611	2.616

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols