NYMEX Natural Gas Future June 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	2.748	2.786	0.038	1.4%	2.893
High	2.799	2.807	0.008	0.3%	2.958
Low	2.710	2.736	0.026	1.0%	2.774
Close	2.785	2.760	-0.025	-0.9%	2.793
Range	0.089	0.071	-0.018	-20.2%	0.184
ATR	0.093	0.091	-0.002	-1.7%	0.000
Volume	26,596	26,156	-440	-1.7%	115,189

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	2.981	2.941	2.799
R3	2.910	2.870	2.780
R2	2.839	2.839	2.773
R1	2.799	2.799	2.767	2.784
PP	2.768	2.768	2.768	2.760
S1	2.728	2.728	2.753	2.713
S2	2.697	2.697	2.747
S3	2.626	2.657	2.740
S4	2.555	2.586	2.721

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	3.394	3.277	2.894
R3	3.210	3.093	2.844
R2	3.026	3.026	2.827
R1	2.909	2.909	2.810	2.876
PP	2.842	2.842	2.842	2.825
S1	2.725	2.725	2.776	2.692
S2	2.658	2.658	2.759
S3	2.474	2.541	2.742
S4	2.290	2.357	2.692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.836	2.710	0.126	4.6%	0.077	2.8%	40%	False	False	30,880
10	2.958	2.710	0.248	9.0%	0.082	3.0%	20%	False	False	28,253
20	3.084	2.710	0.374	13.6%	0.088	3.2%	13%	False	False	32,417
40	3.084	2.593	0.491	17.8%	0.092	3.3%	34%	False	False	28,254
60	3.084	2.411	0.673	24.4%	0.091	3.3%	52%	False	False	23,606
80	3.084	2.411	0.673	24.4%	0.091	3.3%	52%	False	False	21,290
100	3.084	2.411	0.673	24.4%	0.084	3.1%	52%	False	False	18,278
120	3.084	2.411	0.673	24.4%	0.078	2.8%	52%	False	False	16,107

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.109
2.618	2.993
1.618	2.922
1.000	2.878
0.618	2.851
HIGH	2.807
0.618	2.780
0.500	2.772
0.382	2.763
LOW	2.736
0.618	2.692
1.000	2.665
1.618	2.621
2.618	2.550
4.250	2.434

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	2.772	2.760
PP	2.768	2.759
S1	2.764	2.759

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

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